Daily Papers

We propose a 3D multi-object tracking (MOT) solution using only 2D detections from monocular cameras, which automatically initiates/terminates tracks as well as resolves track appearance-reappearance and occlusions. Moreover, this approach does not require detector retraining when cameras are reconfigured but only the camera matrices of reconfigured cameras need to be updated. Our approach is based on a Bayesian multi-object formulation that integrates track initiation/termination, re-identification, occlusion handling, and data association into a single Bayes filtering recursion. However, the exact filter that utilizes all these functionalities is numerically intractable due to the exponentially growing number of terms in the (multi-object) filtering density, while existing approximations trade-off some of these functionalities for speed. To this end, we develop a more efficient approximation suitable for online MOT by incorporating object features and kinematics into the measurement model, which improves data association and subsequently reduces the number of terms. Specifically, we exploit the 2D detections and extracted features from multiple cameras to provide a better approximation of the multi-object filtering density to realize the track initiation/termination and re-identification functionalities. Further, incorporating a tractable geometric occlusion model based on 2D projections of 3D objects on the camera planes realizes the occlusion handling functionality of the filter. Evaluation of the proposed solution on challenging datasets demonstrates significant improvements and robustness when camera configurations change on-the-fly, compared to existing multi-view MOT solutions. The source code is publicly available at https://github.com/linh-gist/mv-glmb-ab.

Bayesian filtering approximates the true underlying behavior of a time-varying system by inverting an explicit generative model to convert noisy measurements into state estimates. This process typically requires either storage, inversion, and multiplication of large matrices or Monte Carlo estimation, neither of which are practical in high-dimensional state spaces such as the weight spaces of artificial neural networks. Here, we frame the standard Bayesian filtering problem as optimization over a time-varying objective. Instead of maintaining matrices for the filtering equations or simulating particles, we specify an optimizer that defines the Bayesian filter implicitly. In the linear-Gaussian setting, we show that every Kalman filter has an equivalent formulation using K steps of gradient descent. In the nonlinear setting, our experiments demonstrate that our framework results in filters that are effective, robust, and scalable to high-dimensional systems, comparing well against the standard toolbox of Bayesian filtering solutions. We suggest that it is easier to fine-tune an optimizer than it is to specify the correct filtering equations, making our framework an attractive option for high-dimensional filtering problems.

Given a stationary state-space model that relates a sequence of hidden states and corresponding measurements or observations, Bayesian filtering provides a principled statistical framework for inferring the posterior distribution of the current state given all measurements up to the present time. For example, the Apollo lunar module implemented a Kalman filter to infer its location from a sequence of earth-based radar measurements and land safely on the moon. To perform Bayesian filtering, we require a measurement model that describes the conditional distribution of each observation given state. The Kalman filter takes this measurement model to be linear, Gaussian. Here we show how a nonlinear, Gaussian approximation to the distribution of state given observation can be used in conjunction with Bayes' rule to build a nonlinear, non-Gaussian measurement model. The resulting approach, called the Discriminative Kalman Filter (DKF), retains fast closed-form updates for the posterior. We argue there are many cases where the distribution of state given measurement is better-approximated as Gaussian, especially when the dimensionality of measurements far exceeds that of states and the Bernstein-von Mises theorem applies. Online neural decoding for brain-computer interfaces provides a motivating example, where filtering incorporates increasingly detailed measurements of neural activity to provide users control over external devices. Within the BrainGate2 clinical trial, the DKF successfully enabled three volunteers with quadriplegia to control an on-screen cursor in real-time using mental imagery alone. Participant "T9" used the DKF to type out messages on a tablet PC.

Inspired by the foundational works by Spivak and Fong and Cruttwell et al., we introduce a categorical framework to formalize Bayesian inference and learning. The two key ideas at play here are the notions of Bayesian inversions and the functor GL as constructed by Cruttwell et al.. In this context, we find that Bayesian learning is the simplest case of the learning paradigm. We then obtain categorical formulations of batch and sequential Bayes updates while also verifying that the two coincide in a specific example.

Neural network pruning is a highly effective technique aimed at reducing the computational and memory demands of large neural networks. In this research paper, we present a novel approach to pruning neural networks utilizing Bayesian inference, which can seamlessly integrate into the training procedure. Our proposed method leverages the posterior probabilities of the neural network prior to and following pruning, enabling the calculation of Bayes factors. The calculated Bayes factors guide the iterative pruning. Through comprehensive evaluations conducted on multiple benchmarks, we demonstrate that our method achieves desired levels of sparsity while maintaining competitive accuracy.

Stacking is a widely used model averaging technique that asymptotically yields optimal predictions among linear averages. We show that stacking is most effective when model predictive performance is heterogeneous in inputs, and we can further improve the stacked mixture with a hierarchical model. We generalize stacking to Bayesian hierarchical stacking. The model weights are varying as a function of data, partially-pooled, and inferred using Bayesian inference. We further incorporate discrete and continuous inputs, other structured priors, and time series and longitudinal data. To verify the performance gain of the proposed method, we derive theory bounds, and demonstrate on several applied problems.

Iterative self-training (self-distillation) repeatedly refits a model on pseudo-labels generated by its own predictions. We study this procedure in overparameterized linear regression: an initial estimator is trained on noisy labels, and each subsequent iterate is trained on fresh covariates with noiseless pseudo-labels from the previous model. In the high-dimensional regime, we derive deterministic-equivalent recursions for the prediction risk and effective noise across iterations, and prove that the empirical quantities concentrate sharply around these limits. The recursion separates two competing forces: a systematic component that grows with iteration due to progressive signal forgetting, and a stochastic component that decays due to denoising via repeated data-dependent projections. Their interaction yields a U-shaped test-risk curve and an optimal early-stopping time. In spiked covariance models, iteration further acts as an iteration-dependent spectral filter that preserves strong eigendirections while suppressing weaker ones, inducing an implicit form of soft feature selection distinct from ridge regression. Finally, we propose an iterated generalized cross-validation criterion and prove its uniform consistency for estimating the risk along the self-training trajectory, enabling fully data-driven selection of the stopping time and regularization. Experiments on synthetic covariances validate the theory and illustrate the predicted denoising-forgetting trade-off.

Data assimilation is the process of estimating the time-evolving state of a dynamical system by integrating model predictions and noisy observations. It is commonly formulated as Bayesian filtering, but classical filters often struggle with accuracy or computational feasibility in high dimensions. Recently, score-based generative models have emerged as a scalable approach for high-dimensional data assimilation, enabling accurate modeling and sampling of complex distributions. However, existing score-based filters often specify the forward process independently of the data assimilation. As a result, the measurement-update step depends on heuristic approximations of the likelihood score, which can accumulate errors and degrade performance over time. Here, we propose a measurement-aware score-based filter (MASF) that defines a measurement-aware forward process directly from the measurement equation. This construction makes the likelihood score analytically tractable: for linear measurements, we derive the exact likelihood score and combine it with a learned prior score to obtain the posterior score. Numerical experiments covering a range of settings, including high-dimensional datasets, demonstrate improved accuracy and stability over existing score-based filters.

The estimation of repeatedly nested expectations is a challenging task that arises in many real-world systems. However, existing methods generally suffer from high computational costs when the number of nestings becomes large. Fix any non-negative integer D for the total number of nestings. Standard Monte Carlo methods typically cost at least O(varepsilon^{-(2+D)}) and sometimes O(varepsilon^{-2(1+D)}) to obtain an estimator up to varepsilon-error. More advanced methods, such as multilevel Monte Carlo, currently only exist for D = 1. In this paper, we propose a novel Monte Carlo estimator called READ, which stands for "Recursive Estimator for Arbitrary Depth.'' Our estimator has an optimal computational cost of O(varepsilon^{-2}) for every fixed D under suitable assumptions, and a nearly optimal computational cost of O(varepsilon^{-2(1 + delta)}) for any 0 < delta < frac12 under much more general assumptions. Our estimator is also unbiased, which makes it easy to parallelize. The key ingredients in our construction are an observation of the problem's recursive structure and the recursive use of the randomized multilevel Monte Carlo method.

We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor graph associated with the emission distribution. This allows the exponential-in-dimension cost of exact filtering and smoothing to be avoided. We prove that the approximation accuracy, measured in a local total variation norm, is "dimension-free" in the sense that as the overall dimension of the model increases the error bounds we derive do not necessarily degrade. A key step in the analysis is to quantify the error introduced by localizing the likelihood function in a Bayes' rule update. The factorial structure of the likelihood function which we exploit arises naturally when data have known spatial or network structure. We demonstrate the new algorithms on synthetic examples and a London Underground passenger flow problem, where the factor graph is effectively given by the train network.

Bayes' rule tells us how to invert a causal process in order to update our beliefs in light of new evidence. If the process is believed to have a complex compositional structure, we may observe that the inversion of the whole can be computed piecewise in terms of the component processes. We study the structure of this compositional rule, noting that it relates to the lens pattern in functional programming. Working in a suitably general axiomatic presentation of a category of Markov kernels, we see how we can think of Bayesian inversion as a particular instance of a state-dependent morphism in a fibred category. We discuss the compositional nature of this, formulated as a functor on the underlying category and explore how this can used for a more type-driven approach to statistical inference.

Multitarget Tracking (MTT) is the problem of tracking the states of an unknown number of objects using noisy measurements, with important applications to autonomous driving, surveillance, robotics, and others. In the model-based Bayesian setting, there are conjugate priors that enable us to express the multi-object posterior in closed form, which could theoretically provide Bayes-optimal estimates. However, the posterior involves a super-exponential growth of the number of hypotheses over time, forcing state-of-the-art methods to resort to approximations for remaining tractable, which can impact their performance in complex scenarios. Model-free methods based on deep-learning provide an attractive alternative, as they can, in principle, learn the optimal filter from data, but to the best of our knowledge were never compared to current state-of-the-art Bayesian filters, specially not in contexts where accurate models are available. In this paper, we propose a high-performing deep-learning method for MTT based on the Transformer architecture and compare it to two state-of-the-art Bayesian filters, in a setting where we assume the correct model is provided. Although this gives an edge to the model-based filters, it also allows us to generate unlimited training data. We show that the proposed model outperforms state-of-the-art Bayesian filters in complex scenarios, while matching their performance in simpler cases, which validates the applicability of deep-learning also in the model-based regime. The code for all our implementations is made available at https://github.com/JulianoLagana/MT3 .

To minimize the average of a set of log-convex functions, the stochastic Newton method iteratively updates its estimate using subsampled versions of the full objective's gradient and Hessian. We contextualize this optimization problem as sequential Bayesian inference on a latent state-space model with a discriminatively-specified observation process. Applying Bayesian filtering then yields a novel optimization algorithm that considers the entire history of gradients and Hessians when forming an update. We establish matrix-based conditions under which the effect of older observations diminishes over time, in a manner analogous to Polyak's heavy ball momentum. We illustrate various aspects of our approach with an example and review other relevant innovations for the stochastic Newton method.

In the field of decision trees, most previous studies have difficulty ensuring the statistical optimality of a prediction of new data and suffer from overfitting because trees are usually used only to represent prediction functions to be constructed from given data. In contrast, some studies, including this paper, used the trees to represent stochastic data observation processes behind given data. Moreover, they derived the statistically optimal prediction, which is robust against overfitting, based on the Bayesian decision theory by assuming a prior distribution for the trees. However, these studies still have a problem in computing this Bayes optimal prediction because it involves an infeasible summation for all division patterns of a feature space, which is represented by the trees and some parameters. In particular, an open problem is a summation with respect to combinations of division axes, i.e., the assignment of features to inner nodes of the tree. We solve this by a Markov chain Monte Carlo method, whose step size is adaptively tuned according to a posterior distribution for the trees.

Most applications of machine learning to classification assume a closed set of balanced classes. This is at odds with the real world, where class occurrence statistics often follow a long-tailed power-law distribution and it is unlikely that all classes are seen in a single sample. Nonparametric Bayesian models naturally capture this phenomenon, but have significant practical barriers to widespread adoption, namely implementation complexity and computational inefficiency. To address this, we present a method for extracting the inductive bias from a nonparametric Bayesian model and transferring it to an artificial neural network. By simulating data with a nonparametric Bayesian prior, we can metalearn a sequence model that performs inference over an unlimited set of classes. After training, this "neural circuit" has distilled the corresponding inductive bias and can successfully perform sequential inference over an open set of classes. Our experimental results show that the metalearned neural circuit achieves comparable or better performance than particle filter-based methods for inference in these models while being faster and simpler to use than methods that explicitly incorporate Bayesian nonparametric inference.

Modern language models reason within bounded context, an inherent constraint that poses a fundamental barrier to long-horizon reasoning. We identify recursion as a core principle for overcoming this barrier, and propose recursive models as a minimal realization, where the model can recursively invoke itself to solve subtasks in isolated contexts. We prove that any computable problem admits a recursive decomposition in which each subtask requires only exponentially smaller active context than standard autoregressive models; this strictly surpasses any context management approach confined to a single sequence, such as summarization. We further generalize our framework to modern agentic systems with arbitrary context processing and control flows, and prove that recursive models can achieve optimal power within this broader class. Experimentally, we train a 3B model to reason recursively and evaluate on Boolean satisfiability, a task requiring long-horizon combinatorial search, where it significantly outperforms frontier LLMs.

As large language models (LLMs) are pretrained on massive web corpora, careful selection of data becomes essential to ensure effective and efficient learning. While perplexity (PPL)-based filtering has shown strong performance, it suffers from drawbacks: substantial time costs and inherent unreliability of the model when handling noisy or out-of-distribution samples. In this work, we propose a simple yet powerful alternative: a prior-based data filtering method that estimates token priors using corpus-level term frequency statistics, inspired by linguistic insights on word roles and lexical density. Our approach filters documents based on the mean and standard deviation of token priors, serving as a fast proxy to PPL while requiring no model inference. Despite its simplicity, the prior-based filter achieves the highest average performance across 20 downstream benchmarks, while reducing time cost by over 1000x compared to PPL-based filtering. We further demonstrate its applicability to symbolic languages such as code and math, and its dynamic adaptability to multilingual corpora without supervision

Minimum Bayes risk (MBR) decoding outputs the hypothesis with the highest expected utility over the model distribution for some utility function. It has been shown to improve accuracy over beam search in conditional language generation problems and especially neural machine translation, in both human and automatic evaluations. However, the standard sampling-based algorithm for MBR is substantially more computationally expensive than beam search, requiring a large number of samples as well as a quadratic number of calls to the utility function, limiting its applicability. We describe an algorithm for MBR which gradually grows the number of samples used to estimate the utility while pruning hypotheses that are unlikely to have the highest utility according to confidence estimates obtained with bootstrap sampling. Our method requires fewer samples and drastically reduces the number of calls to the utility function compared to standard MBR while being statistically indistinguishable in terms of accuracy. We demonstrate the effectiveness of our approach in experiments on three language pairs, using chrF++ and COMET as utility/evaluation metrics.

Neural Radiance Fields (NeRFs) have shown promise in applications like view synthesis and depth estimation, but learning from multiview images faces inherent uncertainties. Current methods to quantify them are either heuristic or computationally demanding. We introduce BayesRays, a post-hoc framework to evaluate uncertainty in any pre-trained NeRF without modifying the training process. Our method establishes a volumetric uncertainty field using spatial perturbations and a Bayesian Laplace approximation. We derive our algorithm statistically and show its superior performance in key metrics and applications. Additional results available at: https://bayesrays.github.io.

From the Bayesian perspective, the category of conditional probabilities (a variant of the Kleisli category of the Giry monad, whose objects are measurable spaces and arrows are Markov kernels) gives a nice framework for conceptualization and analysis of many aspects of machine learning. Using categorical methods, we construct models for parametric and nonparametric Bayesian reasoning on function spaces, thus providing a basis for the supervised learning problem. In particular, stochastic processes are arrows to these function spaces which serve as prior probabilities. The resulting inference maps can often be analytically constructed in this symmetric monoidal weakly closed category. We also show how to view general stochastic processes using functor categories and demonstrate the Kalman filter as an archetype for the hidden Markov model.

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While frequentist methods have yielded online filtering and prediction techniques, most Bayesian papers have focused on the retrospective segmentation problem. Here we examine the case where the model parameters before and after the changepoint are independent and we derive an online algorithm for exact inference of the most recent changepoint. We compute the probability distribution of the length of the current ``run,'' or time since the last changepoint, using a simple message-passing algorithm. Our implementation is highly modular so that the algorithm may be applied to a variety of types of data. We illustrate this modularity by demonstrating the algorithm on three different real-world data sets.

RANSAC-based algorithms are the standard techniques for robust estimation in computer vision. These algorithms are iterative and computationally expensive; they alternate between random sampling of data, computing hypotheses, and running inlier counting. Many authors tried different approaches to improve efficiency. One of the major improvements is having a guided sampling, letting the RANSAC cycle stop sooner. This paper presents a new adaptive sampling process for RANSAC. Previous methods either assume no prior information about the inlier/outlier classification of data points or use some previously computed scores in the sampling. In this paper, we derive a dynamic Bayesian network that updates individual data points' inlier scores while iterating RANSAC. At each iteration, we apply weighted sampling using the updated scores. Our method works with or without prior data point scorings. In addition, we use the updated inlier/outlier scoring for deriving a new stopping criterion for the RANSAC loop. We test our method in multiple real-world datasets for several applications and obtain state-of-the-art results. Our method outperforms the baselines in accuracy while needing less computational time.

We extend variational autoencoders (VAEs) to collaborative filtering for implicit feedback. This non-linear probabilistic model enables us to go beyond the limited modeling capacity of linear factor models which still largely dominate collaborative filtering research.We introduce a generative model with multinomial likelihood and use Bayesian inference for parameter estimation. Despite widespread use in language modeling and economics, the multinomial likelihood receives less attention in the recommender systems literature. We introduce a different regularization parameter for the learning objective, which proves to be crucial for achieving competitive performance. Remarkably, there is an efficient way to tune the parameter using annealing. The resulting model and learning algorithm has information-theoretic connections to maximum entropy discrimination and the information bottleneck principle. Empirically, we show that the proposed approach significantly outperforms several state-of-the-art baselines, including two recently-proposed neural network approaches, on several real-world datasets. We also provide extended experiments comparing the multinomial likelihood with other commonly used likelihood functions in the latent factor collaborative filtering literature and show favorable results. Finally, we identify the pros and cons of employing a principled Bayesian inference approach and characterize settings where it provides the most significant improvements.

Pass@k is widely used to report the reasoning performance of LLMs, but it often produces unstable and potentially misleading rankings, especially when the number of trials (samples) is limited and computational resources are constrained. We present a principled Bayesian evaluation framework that replaces Pass@k and average accuracy over N trials (avg@N) with posterior estimates of a model's underlying success probability and credible intervals, yielding stable rankings and a transparent decision rule for differences. Evaluation outcomes are modeled as categorical (not just 0/1) with a Dirichlet prior, giving closed-form expressions for the posterior mean and uncertainty of any weighted rubric and enabling the use of prior evidence when appropriate. Theoretically, under a uniform prior, the Bayesian posterior mean is order-equivalent to average accuracy (Pass@1), explaining its empirical robustness while adding principled uncertainty. Empirically, in simulations with known ground-truth success rates and on AIME'24/'25, HMMT'25, and BrUMO'25, the posterior-based procedure achieves faster convergence and greater rank stability than Pass@k and recent variants, enabling reliable comparisons at far smaller sample counts. The framework clarifies when observed gaps are statistically meaningful (non-overlapping credible intervals) versus noise, and it naturally extends to graded, rubric-based evaluations. Together, these results recommend replacing Pass@k for LLM evaluation and ranking with a posterior-based, compute-efficient protocol that unifies binary and non-binary evaluation while making uncertainty explicit. Source code is available at https://github.com/mohsenhariri/scorio

We investigate data filtering for large model pretraining via new scaling studies that target the high compute, data-scarce regime. In spite of an apparently common belief that filtering data to include only high-quality information is essential, our experiments suggest that with enough compute, the best data filter is no data filter. We find that sufficiently trained large parameter models not only tolerate low-quality and distractor data, but in fact benefit from nominally ``poor'' data.

We study community recovery in the sparse symmetric stochastic block model with q communities, average degree d and signal strength λ through statistical decision theory and Fisher information, and obtain three characterizations of the Kesten-Stigum threshold dλ^2=1 and of the information-computation gap below it. First, on each community-size profile the minimax risk of any class of rules closed under averaging and vertex relabeling equals its Bayes risk under the uniform prior; the posterior mean is the unique Bayes rule and is admissible, and the Bayes risk of degree-D polynomial rules is the trivial risk times 1-Corr_D^2. Combined with known low-degree and information-theoretic results, this gives the gap as a worst-case statement: for qge 5 there is a window below the threshold in which no low-degree rule beats the trivial risk asymptotically, while an exponential-time rule does on a set of labelings of probability 1-o(1). Second, the Fisher information about λ carried by cycle counts is a series with terms of order k(dλ^2)^k, convergent exactly when dλ^2<1; below the threshold the relative error of every unbiased cycle-based estimator of λ^k stays above an explicit constant, and every cycle-count test has success probability bounded below one. Third, the derivative of belief propagation at its uninformative fixed point multiplies a random perturbation by |λ|d per iteration, and one EM step taken there leaves λ unchanged. A signal-to-noise computation recovers the condition dλ^{1/χ}>1 of Chin et al. for q=n^χ communities and identifies personalized PageRank as a walk count with suboptimal weights. Experiments on networks with up to 3times 10^5 vertices confirm the threshold for q=2, the hard window for q=5, and the many-community scaling.

Efficiently capturing the long-range patterns in sequential data sources salient to a given task -- such as classification and generative modeling -- poses a fundamental challenge. Popular approaches in the space tradeoff between the memory burden of brute-force enumeration and comparison, as in transformers, the computational burden of complicated sequential dependencies, as in recurrent neural networks, or the parameter burden of convolutional networks with many or large filters. We instead take inspiration from wavelet-based multiresolution analysis to define a new building block for sequence modeling, which we call a MultiresLayer. The key component of our model is the multiresolution convolution, capturing multiscale trends in the input sequence. Our MultiresConv can be implemented with shared filters across a dilated causal convolution tree. Thus it garners the computational advantages of convolutional networks and the principled theoretical motivation of wavelet decompositions. Our MultiresLayer is straightforward to implement, requires significantly fewer parameters, and maintains at most a O(Nlog N) memory footprint for a length N sequence. Yet, by stacking such layers, our model yields state-of-the-art performance on a number of sequence classification and autoregressive density estimation tasks using CIFAR-10, ListOps, and PTB-XL datasets.

We introduce the design-model framework: a way to derive efficient recurrent sequence maps from explicit assumptions about memory. A design model writes evidence into memory by exact Bayesian filtering; a query-dependent readout produces a predictive distribution whose mean is the layer output. In our linear-Gaussian instantiation, the Bayesian Layer propagates both a mean and a covariance: the covariance tracks uncertainty over stored associations, steering writes toward uncertain directions, attenuating gains as evidence accumulates, and preserving confident memories. The same framework unifies several sub-quadratic recurrences. Linear attention, GLA, and Mamba-2/SSD are exact filters under one design model, whereas DeltaNet and related Delta-rule models arise as covariance-reset reductions under another. Restoring the covariance yields closed-form predictions for retrieval dynamics, verified empirically, and improves robustness beyond the training regime across controlled collision studies, learned associative recall, and the Zoology MQAR benchmark; distilling Bayesian Layers into a pretrained 340M Gated DeltaNet improves RULER long-context retrieval at matched compute.

Combining several (sample approximations of) distributions, which we term sub-posteriors, into a single distribution proportional to their product, is a common challenge. Occurring, for instance, in distributed 'big data' problems, or when working under multi-party privacy constraints. Many existing approaches resort to approximating the individual sub-posteriors for practical necessity, then find either an analytical approximation or sample approximation of the resulting (product-pooled) posterior. The quality of the posterior approximation for these approaches is poor when the sub-posteriors fall out-with a narrow range of distributional form, such as being approximately Gaussian. Recently, a Fusion approach has been proposed which finds an exact Monte Carlo approximation of the posterior, circumventing the drawbacks of approximate approaches. Unfortunately, existing Fusion approaches have a number of computational limitations, particularly when unifying a large number of sub-posteriors. In this paper, we generalise the theory underpinning existing Fusion approaches, and embed the resulting methodology within a recursive divide-and-conquer sequential Monte Carlo paradigm. This ultimately leads to a competitive Fusion approach, which is robust to increasing numbers of sub-posteriors.

Recursive reasoning models such as the Tiny Recursive Model (TRM) iteratively refine two latent states: an answer state y, decoded into the output, and a reasoning state z, which is never decoded. Many of their failures have been attributed to bad basins, regions of latent space that trap the recursion on wrong answers. Recent test-time approaches perturb y, z or both to recover these failures, but the impact of this choice on performance, test-time compute efficiency and scaling properties remains unclear. Through controlled experiments on TRM, we find that a failed trajectory carries its failure in its answer state. At equal compute, in depth and in width, resampling y recovers more failures than any perturbation of z we tested, and the performance gap widens as the test-time compute budget grows. Our approach, Gated Answer Resampling (GAR), pairs this resampling of the answer state with the model's own halting head and restarts only the puzzles that the head rejects. With at most 64 restarts per puzzle and no training or hyperparameter search, GAR takes TRM from 85.9% to 99.4% on Sudoku-Extreme and from 68.8% to 85.6% on Pencil Puzzle Bench validation. On the same checkpoints, GAR also outperforms Probabilistic TRM (PTRM), which perturbs z at each step, even when PTRM uses 42 to 197 times as much compute.

Rigorous statistical evaluations of large language models (LLMs), including valid error bars and significance testing, are essential for meaningful and reliable performance assessment. Currently, when such statistical measures are reported, they typically rely on the Central Limit Theorem (CLT). In this position paper, we argue that while CLT-based methods for uncertainty quantification are appropriate when benchmarks consist of thousands of examples, they fail to provide adequate uncertainty estimates for LLM evaluations that rely on smaller, highly specialized benchmarks. In these small-data settings, we demonstrate that CLT-based methods perform very poorly, usually dramatically underestimating uncertainty (i.e. producing error bars that are too small). We give recommendations for alternative frequentist and Bayesian methods that are both easy to implement and more appropriate in these increasingly common scenarios. We provide a simple Python library for these Bayesian methods at https://github.com/sambowyer/bayes_evals .

We present a modular semantic account of Bayesian inference algorithms for probabilistic programming languages, as used in data science and machine learning. Sophisticated inference algorithms are often explained in terms of composition of smaller parts. However, neither their theoretical justification nor their implementation reflects this modularity. We show how to conceptualise and analyse such inference algorithms as manipulating intermediate representations of probabilistic programs using higher-order functions and inductive types, and their denotational semantics. Semantic accounts of continuous distributions use measurable spaces. However, our use of higher-order functions presents a substantial technical difficulty: it is impossible to define a measurable space structure over the collection of measurable functions between arbitrary measurable spaces that is compatible with standard operations on those functions, such as function application. We overcome this difficulty using quasi-Borel spaces, a recently proposed mathematical structure that supports both function spaces and continuous distributions. We define a class of semantic structures for representing probabilistic programs, and semantic validity criteria for transformations of these representations in terms of distribution preservation. We develop a collection of building blocks for composing representations. We use these building blocks to validate common inference algorithms such as Sequential Monte Carlo and Markov Chain Monte Carlo. To emphasize the connection between the semantic manipulation and its traditional measure theoretic origins, we use Kock's synthetic measure theory. We demonstrate its usefulness by proving a quasi-Borel counterpart to the Metropolis-Hastings-Green theorem.

We consider the problem of learning a target function corresponding to a single hidden layer neural network, with a quadratic activation function after the first layer, and random weights. We consider the asymptotic limit where the input dimension and the network width are proportionally large. Recent work [Cui & al '23] established that linear regression provides Bayes-optimal test error to learn such a function when the number of available samples is only linear in the dimension. That work stressed the open challenge of theoretically analyzing the optimal test error in the more interesting regime where the number of samples is quadratic in the dimension. In this paper, we solve this challenge for quadratic activations and derive a closed-form expression for the Bayes-optimal test error. We also provide an algorithm, that we call GAMP-RIE, which combines approximate message passing with rotationally invariant matrix denoising, and that asymptotically achieves the optimal performance. Technically, our result is enabled by establishing a link with recent works on optimal denoising of extensive-rank matrices and on the ellipsoid fitting problem. We further show empirically that, in the absence of noise, randomly-initialized gradient descent seems to sample the space of weights, leading to zero training loss, and averaging over initialization leads to a test error equal to the Bayes-optimal one.

We incorporate discrete and continuous time Markov processes as building blocks into probabilistic graphical models with latent and observed variables. We introduce the automatic Backward Filtering Forward Guiding (BFFG) paradigm (Mider et al., 2021) for programmable inference on latent states and model parameters. Our starting point is a generative model, a forward description of the probabilistic process dynamics. We backpropagate the information provided by observations through the model to transform the generative (forward) model into a pre-conditional model guided by the data. It approximates the actual conditional model with known likelihood-ratio between the two. The backward filter and the forward change of measure are suitable to be incorporated into a probabilistic programming context because they can be formulated as a set of transformation rules. The guided generative model can be incorporated in different approaches to efficiently sample latent states and parameters conditional on observations. We show applicability in a variety of settings, including Markov chains with discrete state space, interacting particle systems, state space models, branching diffusions and Gamma processes.

We propose the Bayes-UCBVI algorithm for reinforcement learning in tabular, stage-dependent, episodic Markov decision process: a natural extension of the Bayes-UCB algorithm by Kaufmann et al. (2012) for multi-armed bandits. Our method uses the quantile of a Q-value function posterior as upper confidence bound on the optimal Q-value function. For Bayes-UCBVI, we prove a regret bound of order O(H^3SAT) where H is the length of one episode, S is the number of states, A the number of actions, T the number of episodes, that matches the lower-bound of Ω(H^3SAT) up to poly-log terms in H,S,A,T for a large enough T. To the best of our knowledge, this is the first algorithm that obtains an optimal dependence on the horizon H (and S) without the need for an involved Bernstein-like bonus or noise. Crucial to our analysis is a new fine-grained anti-concentration bound for a weighted Dirichlet sum that can be of independent interest. We then explain how Bayes-UCBVI can be easily extended beyond the tabular setting, exhibiting a strong link between our algorithm and Bayesian bootstrap (Rubin, 1981).

Contact estimation is a key ability for limbed robots, where making and breaking contacts has a direct impact on state estimation and balance control. Existing approaches typically rely on gate-cycle priors or designated contact sensors. We design a contact estimator that is suitable for the emerging wheeled-biped robot types that do not have these features. To this end, we propose a Bayes filter in which update steps are learned from real-robot torque measurements while prediction steps rely on inertial measurements. We evaluate this approach in extensive real-robot and simulation experiments. Our method achieves better performance while being considerably more sample efficient than a comparable deep-learning baseline.

Minimum Bayes Risk (MBR) decoding is a text generation technique that has been shown to improve the quality of machine translations, but is expensive, even if a sampling-based approximation is used. Besides requiring a large number of sampled sequences, it requires the pairwise calculation of a utility metric, which has quadratic complexity. In this paper, we propose to approximate pairwise metric scores with scores calculated against aggregated reference representations. This changes the complexity of utility estimation from O(n^2) to O(n), while empirically preserving most of the quality gains of MBR decoding. We release our source code at https://github.com/ZurichNLP/mbr

Consider the problem of finding the best matching in a weighted graph where we only have access to predictions of the actual stochastic weights, based on an underlying context. If the predictor is the Bayes optimal one, then computing the best matching based on the predicted weights is optimal. However, in practice, this perfect information scenario is not realistic. Given an imperfect predictor, a suboptimal decision rule may compensate for the induced error and thus outperform the standard optimal rule. In this paper, we propose multicalibration as a way to address this problem. This fairness notion requires a predictor to be unbiased on each element of a family of protected sets of contexts. Given a class of matching algorithms mathcal C and any predictor γ of the edge-weights, we show how to construct a specific multicalibrated predictor hat γ, with the following property. Picking the best matching based on the output of hat γ is competitive with the best decision rule in mathcal C applied onto the original predictor γ. We complement this result by providing sample complexity bounds.

Network pruning techniques, including weight pruning and filter pruning, reveal that most state-of-the-art neural networks can be accelerated without a significant performance drop. This work focuses on filter pruning which enables accelerated inference with any off-the-shelf deep learning library and hardware. We propose the concept of network pruning spaces that parametrize populations of subnetwork architectures. Based on this concept, we explore the structure aspect of subnetworks that result in minimal loss of accuracy in different pruning regimes and arrive at a series of observations by comparing subnetwork distributions. We conjecture through empirical studies that there exists an optimal FLOPs-to-parameter-bucket ratio related to the design of original network in a pruning regime. Statistically, the structure of a winning subnetwork guarantees an approximately optimal ratio in this regime. Upon our conjectures, we further refine the initial pruning space to reduce the cost of searching a good subnetwork architecture. Our experimental results on ImageNet show that the subnetwork we found is superior to those from the state-of-the-art pruning methods under comparable FLOPs.

This paper proposes an online, provably robust, and scalable Bayesian approach for changepoint detection. The resulting algorithm has key advantages over previous work: it provides provable robustness by leveraging the generalised Bayesian perspective, and also addresses the scalability issues of previous attempts. Specifically, the proposed generalised Bayesian formalism leads to conjugate posteriors whose parameters are available in closed form by leveraging diffusion score matching. The resulting algorithm is exact, can be updated through simple algebra, and is more than 10 times faster than its closest competitor.

Selecting high-quality data for pre-training is crucial in shaping the downstream task performance of language models. A major challenge lies in identifying this optimal subset, a problem generally considered intractable, thus necessitating scalable and effective heuristics. In this work, we propose a data selection method, CoLoR-Filter (Conditional Loss Reduction Filtering), which leverages an empirical Bayes-inspired approach to derive a simple and computationally efficient selection criterion based on the relative loss values of two auxiliary models. In addition to the modeling rationale, we evaluate CoLoR-Filter empirically on two language modeling tasks: (1) selecting data from C4 for domain adaptation to evaluation on Books and (2) selecting data from C4 for a suite of downstream multiple-choice question answering tasks. We demonstrate favorable scaling both as we subselect more aggressively and using small auxiliary models to select data for large target models. As one headline result, CoLoR-Filter data selected using a pair of 150m parameter auxiliary models can train a 1.2b parameter target model to match a 1.2b parameter model trained on 25b randomly selected tokens with 25x less data for Books and 11x less data for the downstream tasks. Code: https://github.com/davidbrandfonbrener/color-filter-olmo Filtered data: https://huggingface.co/datasets/davidbrandfonbrener/color-filtered-c4

We introduce a hierarchical filtering procedure for generative models of sequences on trees, enabling control over the range of positional correlations in the data. Leveraging this controlled setting, we provide evidence that vanilla encoder-only transformer architectures can implement the optimal Belief Propagation algorithm on both root classification and masked language modeling tasks. Correlations at larger distances corresponding to increasing layers of the hierarchy are sequentially included as the network is trained. We analyze how the transformer layers succeed by focusing on attention maps from models trained with varying degrees of filtering. These attention maps show clear evidence for iterative hierarchical reconstruction of correlations, and we can relate these observations to a plausible implementation of the exact inference algorithm for the network sizes considered.

The use of deep unfolding networks in compressive sensing (CS) has seen wide success as they provide both simplicity and interpretability. However, since most deep unfolding networks are iterative, this incurs significant redundancies in the network. In this work, we propose a novel recursion-based framework to enhance the efficiency of deep unfolding models. First, recursions are used to effectively eliminate the redundancies in deep unfolding networks. Secondly, we randomize the number of recursions during training to decrease the overall training time. Finally, to effectively utilize the power of recursions, we introduce a learnable unit to modulate the features of the model based on both the total number of iterations and the current iteration index. To evaluate the proposed framework, we apply it to both ISTA-Net+ and COAST. Extensive testing shows that our proposed framework allows the network to cut down as much as 75% of its learnable parameters while mostly maintaining its performance, and at the same time, it cuts around 21% and 42% from the training time for ISTA-Net+ and COAST respectively. Moreover, when presented with a limited training dataset, the recursive models match or even outperform their respective non-recursive baseline. Codes and pretrained models are available at https://github.com/Rawwad-Alhejaili/Recursions-Are-All-You-Need .

A desired closure property in Bayesian probability is that an updated posterior distribution be in the same class of distributions --- say Gaussians --- as the prior distribution. When the updating takes place via a statistical model, one calls the class of prior distributions the `conjugate priors' of the model. This paper gives (1) an abstract formulation of this notion of conjugate prior, using channels, in a graphical language, (2) a simple abstract proof that such conjugate priors yield Bayesian inversions, and (3) a logical description of conjugate priors that highlights the required closure of the priors under updating. The theory is illustrated with several standard examples, also covering multiple updating.

In any ranking system, the retrieval model outputs a single score for a document based on its belief on how relevant it is to a given search query. While retrieval models have continued to improve with the introduction of increasingly complex architectures, few works have investigated a retrieval model's belief in the score beyond the scope of a single value. We argue that capturing the model's uncertainty with respect to its own scoring of a document is a critical aspect of retrieval that allows for greater use of current models across new document distributions, collections, or even improving effectiveness for down-stream tasks. In this paper, we address this problem via an efficient Bayesian framework for retrieval models which captures the model's belief in the relevance score through a stochastic process while adding only negligible computational overhead. We evaluate this belief via a ranking based calibration metric showing that our approximate Bayesian framework significantly improves a retrieval model's ranking effectiveness through a risk aware reranking as well as its confidence calibration. Lastly, we demonstrate that this additional uncertainty information is actionable and reliable on down-stream tasks represented via cutoff prediction.

Recursive synthetic-data training can degrade a fitted model, but its effects on the variable-screening stage that precedes model fitting are less understood. When each generation labels data for the next, a marginal screener ranks variables against the current pseudo-label target rather than the original response. Across generations, this target drift can erode or reverse the active--inactive score margin and cause screening to discard variables that clean-label screening would retain. We call this process screening collapse. In a Gaussian linear model with minimum-norm recursive generators, we establish finite-sample screening bounds, characterize a late-generation information-loss limit, and derive a minimax impossibility result. Screening collapse can precede and compound ordinary model collapse: omitted variables incur a covariance-weighted loss that no refit restricted to the selected variables can eliminate, while recursive labels further degrade estimation on the retained variables. We also examine two approaches to mitigating screening collapse. Fixed-fraction real-label retention preserves a clean-label component but leaves resolution fixed, whereas data accumulation can avoid screening collapse if the pooled target preserves a positive margin and the growing sample resolves it. Numerical experiments on gene-expression data support the theoretical findings.

Users of music streaming, video streaming, news recommendation, and e-commerce services often engage with content in a sequential manner. Providing and evaluating good sequences of recommendations is therefore a central problem for these services. Prior reweighting-based counterfactual evaluation methods either suffer from high variance or make strong independence assumptions about rewards. We propose a new counterfactual estimator that allows for sequential interactions in the rewards with lower variance in an asymptotically unbiased manner. Our method uses graphical assumptions about the causal relationships of the slate to reweight the rewards in the logging policy in a way that approximates the expected sum of rewards under the target policy. Extensive experiments in simulation and on a live recommender system show that our approach outperforms existing methods in terms of bias and data efficiency for the sequential track recommendations problem.

Recent research has shown the advantages of using autoencoders based on deep neural networks for collaborative filtering. In particular, the recently proposed Mult-VAE model, which used the multinomial likelihood variational autoencoders, has shown excellent results for top-N recommendations. In this work, we propose the Recommender VAE (RecVAE) model that originates from our research on regularization techniques for variational autoencoders. RecVAE introduces several novel ideas to improve Mult-VAE, including a novel composite prior distribution for the latent codes, a new approach to setting the β hyperparameter for the β-VAE framework, and a new approach to training based on alternating updates. In experimental evaluation, we show that RecVAE significantly outperforms previously proposed autoencoder-based models, including Mult-VAE and RaCT, across classical collaborative filtering datasets, and present a detailed ablation study to assess our new developments. Code and models are available at https://github.com/ilya-shenbin/RecVAE.

Minimum Bayes risk (MBR) decoding is a decision rule of text generation tasks that outperforms conventional maximum a posterior (MAP) decoding using beam search by selecting high-quality outputs based on a utility function rather than those with high-probability. Typically, it finds the most suitable hypothesis from the set of hypotheses under the sampled pseudo-references. mbrs is a library of MBR decoding, which can flexibly combine various metrics, alternative expectation estimations, and algorithmic variants. It is designed with a focus on speed measurement and calling count of code blocks, transparency, reproducibility, and extensibility, which are essential for researchers and developers. We published our mbrs as an MIT-licensed open-source project, and the code is available on GitHub. GitHub: https://github.com/naist-nlp/mbrs

Diffusion models and recursive reasoners are both iterative, but they carry information across iterations differently. We add a persistent hidden state to a diffusion denoiser and remove its timestep conditioning, leaving a single shared update that can be run to arbitrary depth. The result is an anytime solver: accuracy keeps improving with inference depth far beyond the rollout lengths and backpropagation window used in training, reaching 99.90% exact solve on Sudoku-Extreme. We also obtain 98.93% solve rate on Maze-Unique. Surprisingly, progressive denoising is unnecessary at inference: holding corruption at its maximum by replacing every non-clue variable with fresh Gaussian noise at each step retains near-perfect solving and converges to stable solutions. This simple noise-injection mechanism enables a single trajectory to efficiently explore the solution space and settle on the correct answer without parallel rollouts, candidate selection, or external verifiers required by prior reasoning models. Nonetheless, ordered annealed corruption remains critical during training, which suggests that diffusion's primary contribution to our anytime solver is not a sampling procedure at inference, but a denoising training curriculum.

Many existing conditional score-based data generation methods utilize Bayes' theorem to decompose the gradients of a log posterior density into a mixture of scores. These methods facilitate the training procedure of conditional score models, as a mixture of scores can be separately estimated using a score model and a classifier. However, our analysis indicates that the training objectives for the classifier in these methods may lead to a serious score mismatch issue, which corresponds to the situation that the estimated scores deviate from the true ones. Such an issue causes the samples to be misled by the deviated scores during the diffusion process, resulting in a degraded sampling quality. To resolve it, we formulate a novel training objective, called Denoising Likelihood Score Matching (DLSM) loss, for the classifier to match the gradients of the true log likelihood density. Our experimental evidence shows that the proposed method outperforms the previous methods on both Cifar-10 and Cifar-100 benchmarks noticeably in terms of several key evaluation metrics. We thus conclude that, by adopting DLSM, the conditional scores can be accurately modeled, and the effect of the score mismatch issue is alleviated.

We propose Beam Tree Recursive Cell (BT-Cell) - a backpropagation-friendly framework to extend Recursive Neural Networks (RvNNs) with beam search for latent structure induction. We further extend this framework by proposing a relaxation of the hard top-k operators in beam search for better propagation of gradient signals. We evaluate our proposed models in different out-of-distribution splits in both synthetic and realistic data. Our experiments show that BTCell achieves near-perfect performance on several challenging structure-sensitive synthetic tasks like ListOps and logical inference while maintaining comparable performance in realistic data against other RvNN-based models. Additionally, we identify a previously unknown failure case for neural models in generalization to unseen number of arguments in ListOps. The code is available at: https://github.com/JRC1995/BeamTreeRecursiveCells.

The recent success of machine learning models, especially large-scale classifiers and language models, relies heavily on training with massive data. These data are often collected from online sources. This raises serious concerns about the protection of user data, as individuals may not have given consent for their data to be used in training. To address this concern, recent studies introduce the concept of unlearnable examples, i.e., data instances that appear natural but are intentionally altered to prevent models from effectively learning from them. While existing methods demonstrate empirical effectiveness, they typically rely on heuristic trials and lack formal guarantees. Besides, when unlearnable examples are mixed with clean data, as is often the case in practice, their unlearnability disappears. In this work, we propose a novel approach to constructing unlearnable examples by systematically maximising the Bayes error, a measurement of irreducible classification error. We develop an optimisation-based approach and provide an efficient solution using projected gradient ascent. Our method provably increases the Bayes error and remains effective when the unlearning examples are mixed with clean samples. Experimental results across multiple datasets and model architectures are consistent with our theoretical analysis and show that our approach can restrict data learnability, effectively in practice.

Looped transformers and Mixture-of-Experts (MoE) offer complementary routes to efficient scaling: recurrence increases computational depth at fixed parameters, while MoE sparsity expands total capacity at fixed active compute. Yet existing scaling laws model recurrence or sparsity in isolation. In this work, we introduce Loop Scaling Laws, the first scaling law to jointly model recurrence and sparsity alongside model size and data. At its core is a bounded, sparsity-conditional recurrence mapping that characterizes the effective-parameter gain from looping and how sparsity raises this gain. The laws predict the held-out loss of looped models more accurately than prior alternatives, and recover the standard dense and MoE scaling laws as special cases. Beyond prediction, the fitted laws provide a principled foundation for designing looped MoE models under compute and memory constraints. Downstream evaluations further demonstrate the complementary benefits of the two axes: sparsity delivers ~3x active-parameter efficiency, recurrence yields ~2x total-parameter efficiency on reasoning, and joint scaling further advances the performance frontier. As a practical extension, we show these gains hold at trillion-token scale: at matched training compute, a looped MoE with law-derived recurrence matches a ~2x larger non-looped MoE on the reasoning benchmarks, while enabling test-time scaling through recurrence.

In this report we review memory-based meta-learning as a tool for building sample-efficient strategies that learn from past experience to adapt to any task within a target class. Our goal is to equip the reader with the conceptual foundations of this tool for building new, scalable agents that operate on broad domains. To do so, we present basic algorithmic templates for building near-optimal predictors and reinforcement learners which behave as if they had a probabilistic model that allowed them to efficiently exploit task structure. Furthermore, we recast memory-based meta-learning within a Bayesian framework, showing that the meta-learned strategies are near-optimal because they amortize Bayes-filtered data, where the adaptation is implemented in the memory dynamics as a state-machine of sufficient statistics. Essentially, memory-based meta-learning translates the hard problem of probabilistic sequential inference into a regression problem.

This paper proposes an online visual multi-object tracking (MOT) algorithm that resolves object appearance-reappearance and occlusion. Our solution is based on the labeled random finite set (LRFS) filtering approach, which in principle, addresses disappearance, appearance, reappearance, and occlusion via a single Bayesian recursion. However, in practice, existing numerical approximations cause reappearing objects to be initialized as new tracks, especially after long periods of being undetected. In occlusion handling, the filter's efficacy is dictated by trade-offs between the sophistication of the occlusion model and computational demand. Our contribution is a novel modeling method that exploits object features to address reappearing objects whilst maintaining a linear complexity in the number of detections. Moreover, to improve the filter's occlusion handling, we propose a fuzzy detection model that takes into consideration the overlapping areas between tracks and their sizes. We also develop a fast version of the filter to further reduce the computational time. The source code is publicly available at https://github.com/linh-gist/mv-glmb-ab.

We present the Bayesian Linguistic Forecaster (BLF), an agentic system for binary forecasting that achieves state-of-the-art performance on the ForecastBench benchmark. The system is built on three ideas. (1) Linguistic belief state: a semi-structured representation combining numerical probability estimates with natural-language evidence summaries, updated by the LLM at each step of an iterative tool-use loop. This contrasts with the common approach of appending all retrieved evidence to an ever-growing, unstructured context. (2) Hierarchical multi-trial aggregation: running K independent trials and combining them using logit-space averaging shrinkage with a data-dependent prior. (3) Hierarchical calibration: Platt scaling with a hierarchical prior, which avoids over-shrinking extreme predictions for sources with skewed base rates. On 400 questions from the ForecastBench leaderboard, BLF outperforms all the top public methods, including Cassi, GPT-5, Grok~4.20, and Foresight-32B. Careful ablation studies, using mixed effects analysis to control for question variability (which accounts for 62\% of the variance in performance), reveals that all 3 components contribute to the overall gains, but some components matter more than others, depending on the base LLM, and the setting (e.g.\ with or without a crowd prior). All our experiments are based on a robust back-testing framework which we develop, which has a leakage rate below 1.5\%, and may be of independent interest.

We consider the problem of recommending relevant content to users of an internet platform in the form of lists of items, called slates. We introduce a variational Bayesian Recurrent Neural Net recommender system that acts on time series of interactions between the internet platform and the user, and which scales to real world industrial situations. The recommender system is tested both online on real users, and on an offline dataset collected from a Norwegian web-based marketplace, FINN.no, that is made public for research. This is one of the first publicly available datasets which includes all the slates that are presented to users as well as which items (if any) in the slates were clicked on. Such a data set allows us to move beyond the common assumption that implicitly assumes that users are considering all possible items at each interaction. Instead we build our likelihood using the items that are actually in the slate, and evaluate the strengths and weaknesses of both approaches theoretically and in experiments. We also introduce a hierarchical prior for the item parameters based on group memberships. Both item parameters and user preferences are learned probabilistically. Furthermore, we combine our model with bandit strategies to ensure learning, and introduce `in-slate Thompson Sampling' which makes use of the slates to maximise explorative opportunities. We show experimentally that explorative recommender strategies perform on par or above their greedy counterparts. Even without making use of exploration to learn more effectively, click rates increase simply because of improved diversity in the recommended slates.

State-space language models such as Mamba and gated linear attention (GLA) offer efficient alternatives to transformers due to their linear complexity and parallel training, but often lack the expressivity and robust state-tracking needed for complex reasoning. We address these limitations by reframing sequence modelling through a probabilistic lens, using Bayesian filters as a core primitive. While classical filters such as Kalman filters provide principled state estimation and uncertainty tracking, they are typically viewed as inherently sequential. We show that reparameterising the Kalman filter in information form enables its updates to be computed via an associative scan, allowing efficient parallel training. Building on this insight, we introduce the Kalman Linear Attention (KLA) layer, a neural sequence-modelling primitive that performs time-parallel probabilistic inference while maintaining explicit belief-state uncertainty. KLA offers strictly more expressive nonlinear updates and gating than GLA variants while retaining their computational advantages. On language modelling tasks, KLA matches or outperforms modern SSMs and GLAs across representative discrete token-manipulation and state-tracking benchmarks.

Sequential Bayesian inference can be used for continual learning to prevent catastrophic forgetting of past tasks and provide an informative prior when learning new tasks. We revisit sequential Bayesian inference and test whether having access to the true posterior is guaranteed to prevent catastrophic forgetting in Bayesian neural networks. To do this we perform sequential Bayesian inference using Hamiltonian Monte Carlo. We propagate the posterior as a prior for new tasks by fitting a density estimator on Hamiltonian Monte Carlo samples. We find that this approach fails to prevent catastrophic forgetting demonstrating the difficulty in performing sequential Bayesian inference in neural networks. From there we study simple analytical examples of sequential Bayesian inference and CL and highlight the issue of model misspecification which can lead to sub-optimal continual learning performance despite exact inference. Furthermore, we discuss how task data imbalances can cause forgetting. From these limitations, we argue that we need probabilistic models of the continual learning generative process rather than relying on sequential Bayesian inference over Bayesian neural network weights. In this vein, we also propose a simple baseline called Prototypical Bayesian Continual Learning, which is competitive with state-of-the-art Bayesian continual learning methods on class incremental continual learning vision benchmarks.

Test-time scaling evaluates reasoning LLMs by sampling multiple outputs per prompt, but ranking models in this regime remains underexplored. We formalize dense benchmark ranking under test-time scaling and introduce Scorio, a library that implements statistical ranking methods such as paired-comparison models, item response theory (IRT) models, voting rules, and graph- and spectral-based methods. Across 20 reasoning models on four Olympiad-style math benchmarks (AIME'24, AIME'25, HMMT'25, and BrUMO'25; up to N=80 trials), most full-trial rankings agree closely with the Bayesian gold standard Bayes_{U}@80 (mean Kendall's τ_b = 0.93--0.95), and 19--34 methods recover exactly the same ordering. In the single-trial regime, the best methods reach τ_b approx 0.86. Using greedy decoding as an empirical prior (Bayes_{R_0}@N) reduces variance at N=1 by 16--52%, but can bias rankings when greedy and stochastic sampling disagree. These results identify reliable ranking methods for both high- and low-budget test-time scaling. We release Scorio as an open-source library at https://github.com/mohsenhariri/scorio.

Causal inference is often focused on average effects, which can hide important aspects of the effect distributions. Here we consider the entire posterior effects distribution by estimating full counterfactual outcome distributions. We propose a methodology for inference on counterfactual distributions which builds upon the martingale posterior framework of Fong et al. (2023). This provides a highly flexible approach to estimating densities, distribution functions, and derived quantities such as quantiles, which coherently quantifies the epistemic uncertainty on any target estimand of interest. As the predictive recursions are based on an underlying nonparametric model (a Dirichlet process mixture model), our method naturally inherits robustness with respect to restrictive parametric assumptions. In addition, implementation of our method is typically very fast. This approach can be applied to marginal or conditional counterfactual distributions and is easily extended to an instrumental variables setup. Using the concept of almost conditionally identically distributed random variables, we prove convergence of the martingale posterior inference on the counterfactual outcome distributions for the causal models considered in the paper. We illustrate our approach on both simulated and real data. Using the latter, we investigate the effect of zinc lozenges on common cold duration, the impact of vitamin A supplementation on children's survival rates with one-sided non-compliance (analysed in Imbens and Rubin, 1997a) and the effect of job training (LaLonde, 1986).

This paper re-examines a continuous optimization framework dubbed NOTEARS for learning Bayesian networks. We first generalize existing algebraic characterizations of acyclicity to a class of matrix polynomials. Next, focusing on a one-parameter-per-edge setting, it is shown that the Karush-Kuhn-Tucker (KKT) optimality conditions for the NOTEARS formulation cannot be satisfied except in a trivial case, which explains a behavior of the associated algorithm. We then derive the KKT conditions for an equivalent reformulation, show that they are indeed necessary, and relate them to explicit constraints that certain edges be absent from the graph. If the score function is convex, these KKT conditions are also sufficient for local minimality despite the non-convexity of the constraint. Informed by the KKT conditions, a local search post-processing algorithm is proposed and shown to substantially and universally improve the structural Hamming distance of all tested algorithms, typically by a factor of 2 or more. Some combinations with local search are both more accurate and more efficient than the original NOTEARS.

We generalise an existing construction of Bayesian Lenses to admit lenses between pairs of objects where the backwards object is dependent on states on the forwards object (interpreted as probability distributions). This gives a natural setting for studying stochastic maps with Bayesian inverses restricted to the points supported by a given prior. In order to state this formally we develop a proposed definition by Fritz of a support object in a Markov category and show that these give rise to a section into the category of dependent Bayesian lenses encoding a more canonical notion of Bayesian inversion.

In this work we take a Category Theoretic perspective on the relationship between probabilistic modeling and function approximation. We begin by defining two extensions of function composition to stochastic process subordination: one based on the co-Kleisli category under the comonad (Omega x -) and one based on the parameterization of a category with a Lawvere theory. We show how these extensions relate to the category Stoch and other Markov Categories. Next, we apply the Para construction to extend stochastic processes to parameterized statistical models and we define a way to compose the likelihood functions of these models. We conclude with a demonstration of how the Maximum Likelihood Estimation procedure defines an identity-on-objects functor from the category of statistical models to the category of Learners. Code to accompany this paper can be found at https://github.com/dshieble/Categorical_Stochastic_Processes_and_Likelihood

Diffusion models have impressive image generation capability, but low-quality generations still exist, and their identification remains challenging due to the lack of a proper sample-wise metric. To address this, we propose BayesDiff, a pixel-wise uncertainty estimator for generations from diffusion models based on Bayesian inference. In particular, we derive a novel uncertainty iteration principle to characterize the uncertainty dynamics in diffusion, and leverage the last-layer Laplace approximation for efficient Bayesian inference. The estimated pixel-wise uncertainty can not only be aggregated into a sample-wise metric to filter out low-fidelity images but also aids in augmenting successful generations and rectifying artifacts in failed generations in text-to-image tasks. Extensive experiments demonstrate the efficacy of BayesDiff and its promise for practical applications.

Large-scale models are pretrained on massive web-crawled datasets containing documents of mixed quality, making data filtering essential. A popular method is Classifier-based Quality Filtering (CQF), which trains a binary classifier to distinguish between pretraining data and a small, high-quality set. It assigns each pretraining document a quality score defined as the classifier's score and retains only the top-scoring ones. We provide an in-depth analysis of CQF. We show that while CQF improves downstream task performance, it does not necessarily enhance language modeling on the high-quality dataset. We explain this paradox by the fact that CQF implicitly filters the high-quality dataset as well. We further compare the behavior of models trained with CQF to those trained on synthetic data of increasing quality, obtained via random token permutations, and find starkly different trends. Our results challenge the view that CQF captures a meaningful notion of data quality.

As deep neural networks include a high number of parameters and operations, it can be a challenge to implement these models on devices with limited computational resources. Despite the development of novel pruning methods toward resource-efficient models, it has become evident that these models are not capable of handling "imbalanced" and "limited number of data points". We proposed a novel filter pruning method by considering the input and output of filters along with the values of the filters that deal with imbalanced datasets better than others. Our pruning method considers the fact that all information about the importance of a filter may not be reflected in the value of the filter. Instead, it is reflected in the changes made to the data after the filter is applied to it. In this work, three methods are compared with the same training conditions except for the ranking values of each method, and 14 methods are compared from other papers. We demonstrated that our model performed significantly better than other methods for imbalanced medical datasets. For example, when we removed up to 58% of FLOPs for the IDRID dataset and up to 45% for the ISIC dataset, our model was able to yield an equivalent (or even superior) result to the baseline model. To evaluate FLOP and parameter reduction using our model in real-world settings, we built a smartphone app, where we demonstrated a reduction of up to 79% in memory usage and 72% in prediction time. All codes and parameters for training different models are available at https://github.com/mohofar/Beta-Rank

We propose a novel hierarchical Bayesian model for learning with a large (possibly infinite) number of tasks/episodes, which suits well the few-shot meta learning problem. We consider episode-wise random variables to model episode-specific target generative processes, where these local random variables are governed by a higher-level global random variate. The global variable helps memorize the important information from historic episodes while controlling how much the model needs to be adapted to new episodes in a principled Bayesian manner. Within our model framework, the prediction on a novel episode/task can be seen as a Bayesian inference problem. However, a main obstacle in learning with a large/infinite number of local random variables in online nature, is that one is not allowed to store the posterior distribution of the current local random variable for frequent future updates, typical in conventional variational inference. We need to be able to treat each local variable as a one-time iterate in the optimization. We propose a Normal-Inverse-Wishart model, for which we show that this one-time iterate optimization becomes feasible due to the approximate closed-form solutions for the local posterior distributions. The resulting algorithm is more attractive than the MAML in that it is not required to maintain computational graphs for the whole gradient optimization steps per episode. Our approach is also different from existing Bayesian meta learning methods in that unlike dealing with a single random variable for the whole episodes, our approach has a hierarchical structure that allows one-time episodic optimization, desirable for principled Bayesian learning with many/infinite tasks. The code is available at https://github.com/minyoungkim21/niwmeta.

Bayesian predictive inference provides a principled framework for uncertainty quantification, data efficiency, and robust generalization. However, exact inference is often intractable, and scalable approximations may remain computationally expensive or require restrictive modeling assumptions that degrade predictive performance. Prior-Data Fitted and in-context models have recently emerged as an amortized alternative by learning to map datasets directly to predictive distributions, but existing approaches are tightly coupled to the support of the training prior and lack explicit mechanisms for adapting to new priors at test time, resulting in limited robustness under distribution shift. We introduce a multi-task in-context learning framework for amortized hierarchical Bayesian predictive inference that explicitly represents prior information as a prefix of in-context datasets. A transformer trained on sequences of prior and target tasks learns to adapt its predictions across families of priors. On a suite of evaluations with increasing difficulty, including out-of-meta-distribution priors and priors with high-dimensional latent structures, our method matches oracle Bayesian predictors while being orders of magnitude faster. We further demonstrate its practical relevance on a real-world spatiotemporal temperature prediction benchmark. Code is available at https://github.com/martianmartina/multi-task-bayesian-icl/.

Recently, deep neural networks such as RNN, CNN and Transformer have been applied in the task of sequential recommendation, which aims to capture the dynamic preference characteristics from logged user behavior data for accurate recommendation. However, in online platforms, logged user behavior data is inevitable to contain noise, and deep recommendation models are easy to overfit on these logged data. To tackle this problem, we borrow the idea of filtering algorithms from signal processing that attenuates the noise in the frequency domain. In our empirical experiments, we find that filtering algorithms can substantially improve representative sequential recommendation models, and integrating simple filtering algorithms (eg Band-Stop Filter) with an all-MLP architecture can even outperform competitive Transformer-based models. Motivated by it, we propose FMLP-Rec, an all-MLP model with learnable filters for sequential recommendation task. The all-MLP architecture endows our model with lower time complexity, and the learnable filters can adaptively attenuate the noise information in the frequency domain. Extensive experiments conducted on eight real-world datasets demonstrate the superiority of our proposed method over competitive RNN, CNN, GNN and Transformer-based methods. Our code and data are publicly available at the link: blue{https://github.com/RUCAIBox/FMLP-Rec}.

We present extensive empirical evidence showing that current Bayesian simulation-based inference algorithms can produce computationally unfaithful posterior approximations. Our results show that all benchmarked algorithms -- (Sequential) Neural Posterior Estimation, (Sequential) Neural Ratio Estimation, Sequential Neural Likelihood and variants of Approximate Bayesian Computation -- can yield overconfident posterior approximations, which makes them unreliable for scientific use cases and falsificationist inquiry. Failing to address this issue may reduce the range of applicability of simulation-based inference. For this reason, we argue that research efforts should be made towards theoretical and methodological developments of conservative approximate inference algorithms and present research directions towards this objective. In this regard, we show empirical evidence that ensembling posterior surrogates provides more reliable approximations and mitigates the issue.

Existing sequential recommenders usually allocate a fixed computational budget to every item in a user's interaction history, regardless of the item's contribution to the final prediction. We challenge this de facto design with two diagnostic findings. (1) Non-uniform computational need: items within the same sequence vary drastically in how much computation they require. Most converge after shallow processing while a critical minority only stabilizes at full depth. (2) Suboptimality of fixed allocation: given oracle access to the target item, a non-uniform depth assignment consistently outranks the fixed one, indicating that existing uniform computation both wastes capacity on already-converged items and sacrifices overall recommendation quality. These observations motivate a shift from fixed-depth computation to item-level adaptive reasoning. To this end, we propose LoopRec. LoopRec recursively applies a single weight-shared block and introduces a lightweight gate at each recursion boundary that makes a binary exit-or-continue decision for every item independently. Items whose representations have sufficiently matured exit early, while those requiring deeper reasoning continue to subsequent recursions. This design converts the fixed global depth into a learned, per-item property without auxiliary depth labels, and is readily adaptable to diverse backbone architectures. Extensive experiments on public benchmarks with four backbone families demonstrate that LoopRec consistently outperforms matched fixed-depth counterparts. Further analysis reveals that LoopRec's learned allocation exhibits interpretable patterns aligned with our post-hoc oracle analysis: lower-frequency items and more recent interactions naturally receive deeper computation. Our code is available at https://github.com/Elpmis117/LoopRec.

Inference-Time Scaling (ITS) improves language models by allocating more computation at generation time. Particle Filtering (PF) has emerged as a strong ITS method for complex mathematical reasoning tasks, but it is vulnerable when guided by process reward models, which often assign overconfident scores early in the reasoning process. This causes PF to suffer from premature exploitation: it myopically commits to locally promising trajectories, prunes potentially correct hypotheses, and converges to suboptimal solutions. This failure mode, known as particle impoverishment, is especially severe under constrained computational budgets. To address this, we analyze the problem and identify two root causes: a lack of diversity in the particle set due to overconfident resampling and consequent inability to assess the potential of a reasoning path. We introduce Entropic Particle Filtering (ePF), an algorithm that integrates two new techniques to solve these issues. The first technique, Entropic Annealing (EA), directly mitigates particle impoverishment by monitoring search diversity via entropy; when diversity drops, it intervenes by dynamically annealing the resampling distribution to preserve exploration. The second, an enhancement called Look-ahead Modulation (LaM), adds a predictive guide to evaluate a state's potential based on its successors. On several challenging math benchmarks, ePF significantly outperforms strong baselines and achieves up to a 50 % relative improvement in task reward. Together, these methods improve PF's resilience by balancing the exploration of diverse solution spaces with the exploitation of high-reward regions, ultimately leading to higher-quality solutions.

We propose a new sampler for robust estimators that always selects the sample with the highest probability of consisting only of inliers. After every unsuccessful iteration, the inlier probabilities are updated in a principled way via a Bayesian approach. The probabilities obtained by the deep network are used as prior (so-called neural guidance) inside the sampler. Moreover, we introduce a new loss that exploits, in a geometrically justifiable manner, the orientation and scale that can be estimated for any type of feature, e.g., SIFT or SuperPoint, to estimate two-view geometry. The new loss helps to learn higher-order information about the underlying scene geometry. Benefiting from the new sampler and the proposed loss, we combine the neural guidance with the state-of-the-art MAGSAC++. Adaptive Reordering Sampler with Neurally Guided MAGSAC (ARS-MAGSAC) is superior to the state-of-the-art in terms of accuracy and run-time on the PhotoTourism and KITTI datasets for essential and fundamental matrix estimation. The code and trained models are available at https://github.com/weitong8591/ars_magsac.

We study nonlinear filtering with misspecified initial distributions and dynamics, but a correctly specified observation model. Observations are treated as a random process generated by the true model, rather than as fixed realizations, and both the correct filter and the misspecified filter are analyzed under this common observation law. Our main result is a Bayesian total variation balance identity for the expected change in total variation distance under a Bayesian update: a covariance term minus a non-negative remainder. The identity characterizes conditional and averaged update non-expansivity. Combined with prediction contraction, it yields finite-time bounds separating the initialization error from accumulated dynamical discrepancies, while allowing expansive updates. When the averaged updates are non-expansive and a uniform joint prediction--update coefficient is less than one, a persistent dynamical misspecification yields an asymptotic error bound proportional to the one-step discrepancy. When the conditional updates are non-expansive, we characterize an accumulated joint contraction that implies almost-sure and \(L^1\) coalescence of the true and misspecified filters. Finally, we verify update non-expansivity for scalar Gaussian predictive laws under a variance-ordering condition and, separately, derive explicit prediction contraction bounds for truncated kernels and bounded transition functions with elliptically symmetric noise.

Background: Recursive reasoning models achieve strong performance through iterative refinement, allowing small networks to match large language models. However, training is computationally expensive, often requiring 36 GPU-hours for Sudoku extreme. Existing models use fixed recursion depth and uniform supervision weighting, leading to inefficient training. Objectives: We propose CGAR (Curriculum-Guided Adaptive Recursion), applying curriculum learning to architectural depth. CGAR introduces Progressive Depth Curriculum (PDC) to dynamically adjust recursion depth and Hierarchical Supervision Weighting (HSW) to apply exponentially decaying importance to supervision steps. Methods: PDC implements a three-stage schedule transitioning from shallow (2, 1) to full depth (6, 3) configurations, providing 41.4% FLOPs reduction. HSW applies exponential decay to supervision steps, achieving 40% gradient variance reduction and accelerated convergence. Results: On Sudoku-Extreme, CGAR achieves 1.71x training speedup (10.93 to 6.38 hours) with only a 0.63% accuracy drop (86.65% to 86.02%). PDC alone achieves 2.26x speedup with 85.47% accuracy, showing a Pareto improvement in efficiency and quality. HSW provides 1.61x speedup. CGAR-trained models show superior inference efficiency with 100% halting accuracy and 11% fewer reasoning steps. Conclusions: CGAR enables efficient training of recursive models on modest hardware. By treating depth as a scheduled parameter, it achieves substantial savings and prevents overfitting, making these models practical for neurosymbolic AI and program synthesis. https://github.com/Kaleemullahqasim/CGAR and huggingface.co/Kaleemullah/trm-cgar-sudoku.

Reinforcement learning (RL) is frequently employed in fine-tuning large language models (LMs), such as GPT-3, to penalize them for undesirable features of generated sequences, such as offensiveness, social bias, harmfulness or falsehood. The RL formulation involves treating the LM as a policy and updating it to maximise the expected value of a reward function which captures human preferences, such as non-offensiveness. In this paper, we analyze challenges associated with treating a language model as an RL policy and show how avoiding those challenges requires moving beyond the RL paradigm. We start by observing that the standard RL approach is flawed as an objective for fine-tuning LMs because it leads to distribution collapse: turning the LM into a degenerate distribution. Then, we analyze KL-regularised RL, a widely used recipe for fine-tuning LMs, which additionally constrains the fine-tuned LM to stay close to its original distribution in terms of Kullback-Leibler (KL) divergence. We show that KL-regularised RL is equivalent to variational inference: approximating a Bayesian posterior which specifies how to update a prior LM to conform with evidence provided by the reward function. We argue that this Bayesian inference view of KL-regularised RL is more insightful than the typically employed RL perspective. The Bayesian inference view explains how KL-regularised RL avoids the distribution collapse problem and offers a first-principles derivation for its objective. While this objective happens to be equivalent to RL (with a particular choice of parametric reward), there exist other objectives for fine-tuning LMs which are no longer equivalent to RL. That observation leads to a more general point: RL is not an adequate formal framework for problems such as fine-tuning language models. These problems are best viewed as Bayesian inference: approximating a pre-defined target distribution.

In Online Continual Learning (OCL) a learning system receives a stream of data and sequentially performs prediction and training steps. Important challenges in OCL are concerned with automatic adaptation to the particular non-stationary structure of the data, and with quantification of predictive uncertainty. Motivated by these challenges we introduce a probabilistic Bayesian online learning model by using a (possibly pretrained) neural representation and a state space model over the linear predictor weights. Non-stationarity over the linear predictor weights is modelled using a parameter drift transition density, parametrized by a coefficient that quantifies forgetting. Inference in the model is implemented with efficient Kalman filter recursions which track the posterior distribution over the linear weights, while online SGD updates over the transition dynamics coefficient allows to adapt to the non-stationarity seen in data. While the framework is developed assuming a linear Gaussian model, we also extend it to deal with classification problems and for fine-tuning the deep learning representation. In a set of experiments in multi-class classification using data sets such as CIFAR-100 and CLOC we demonstrate the predictive ability of the model and its flexibility to capture non-stationarity.

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to (doubly-stochastic) Gaussian Cox processes, where the observation process is modulated by a latent intensity function modeled as a GP. In this paper, we propose a novel maximum a posteriori inference of Gaussian Cox processes. It leverages the Laplace approximation and change of kernel technique to transform the problem into a new reproducing kernel Hilbert space, where it becomes more tractable computationally. It enables us to obtain both a functional posterior of the latent intensity function and the covariance of the posterior, thus extending existing works that often focus on specific link functions or estimating the posterior mean. Using the result, we propose a BO framework based on the Gaussian Cox process model and further develop a Nystr\"om approximation for efficient computation. Extensive evaluations on various synthetic and real-world datasets demonstrate significant improvement over state-of-the-art inference solutions for Gaussian Cox processes, as well as effective BO with a wide range of acquisition functions designed through the underlying Gaussian Cox process model.

This paper proposes an interpretation of RLAIF as Bayesian inference by introducing distilled Self-Critique (dSC), which refines the outputs of a LLM through a Gibbs sampler that is later distilled into a fine-tuned model. Only requiring synthetic data, dSC is exercised in experiments regarding safety, sentiment, and privacy control, showing it can be a viable and cheap alternative to align LLMs. Code released at https://github.com/vicgalle/distilled-self-critique.

Large language models require vast amounts of high-quality training data, but effective filtering of web-scale datasets remains a significant challenge. This paper demonstrates that GPT-4o is remarkably effective at identifying high-quality training data, but its prohibitive cost makes it impractical at web-scale. We propose SIEVE, a lightweight alternative that matches GPT-4o accuracy at less than 1\% of the cost. SIEVE can perform up to 500 filtering operations for the cost of one GPT-4o filtering call. The key to SIEVE is a seamless integration of GPT-4o and lightweight text classification models, using active learning to fine-tune these models in the background with a small number of calls to GPT-4o. Once trained, it performs as well as GPT-4o at a tiny fraction of the cost. Through different filtering prompts, SIEVE can efficiently curate high quality data for general or specialized domains from web-scale corpora -- a valuable capability given the current scarcity of high-quality domain-specific datasets. Extensive experiments using automatic and human evaluation metrics show that SIEVE and GPT-4o achieve similar performance on five highly specific filtering prompts. In addition, when performing quality filtering on web crawl datasets, we demonstrate SIEVE can further improve over state-of-the-art quality filtering methods in the DataComp-LM challenge for selecting LLM pretraining data.

We present PEAR (Pairwise Evaluation for Automatic Relative Scoring), a supervised quality estimation (QE) metric family that reframes reference-free machine translation (MT) evaluation as a graded pairwise comparison. Given a source segment and two candidate translations, PEAR predicts the direction and magnitude of their quality difference. The metrics are trained using pairwise supervision derived from differences in human judgments, with an additional regularization term that encourages sign inversion under candidate order reversal. On the WMT24 meta-evaluation benchmark, PEAR outperforms strictly matched single-candidate QE baselines trained with the same data and backbones, isolating the benefit of the proposed pairwise formulation. Despite using substantially fewer parameters than recent large metrics, PEAR surpasses far larger QE models and reference-based metrics. Our analysis further indicates that PEAR yields a less redundant evaluation signal relative to other top metrics. Finally, we show that PEAR is an effective utility function for minimum Bayes risk (MBR) decoding, reducing pairwise scoring cost at negligible impact.

This review paper is intended for the 2nd edition of the Handbook of Markov chain Monte Carlo. We provide an introduction to approximate inference techniques as Bayesian computation methods applied to deep learning models. We organize the chapter by presenting popular computational methods for Bayesian neural networks and deep generative models, explaining their unique challenges in posterior inference as well as the solutions.

There has been considerable attention devoted to models that learn to jointly infer an expression's syntactic structure and its semantics. Yet, NangiaB18 has recently shown that the current best systems fail to learn the correct parsing strategy on mathematical expressions generated from a simple context-free grammar. In this work, we present a recursive model inspired by ChoiYL18 that reaches near perfect accuracy on this task. Our model is composed of two separated modules for syntax and semantics. They are cooperatively trained with standard continuous and discrete optimization schemes. Our model does not require any linguistic structure for supervision and its recursive nature allows for out-of-domain generalization with little loss in performance. Additionally, our approach performs competitively on several natural language tasks, such as Natural Language Inference or Sentiment Analysis.

Inference-time optimization scales computation to derive deliberate reasoning steps for effective performance. While previous search-based strategies address the short-sightedness of auto-regressive generation, the vast search space leads to excessive exploration and insufficient exploitation. To strike an efficient balance to derive the optimal step, we frame the decoding strategy as foresight sampling, leveraging simulated future steps to obtain globally optimal step estimation. Built on it, we propose a novel decoding strategy, named phi-Decoding. To provide a precise and expressive estimation of step value, phi-Decoding approximates two distributions via foresight and clustering. Sampling from the joint distribution, the optimal steps can be selected for exploitation. To support adaptive computation allocation, we propose in-width and in-depth pruning strategies, featuring a light-weight solution to achieve inference efficiency. Extensive experiments across seven benchmarks show phi-Decoding outperforms strong baselines in both performance and efficiency. Additional analysis demonstrates its generalization across various LLMs and scalability across a wide range of computing budgets. The code will be released at https://github.com/xufangzhi/phi-Decoding, and the open-source PyPI package is coming soon.

Recent works have revealed that infinitely-wide feed-forward or recurrent neural networks of any architecture correspond to Gaussian processes referred to as Neural Network Gaussian Processes (NNGPs). While these works have extended the class of neural networks converging to Gaussian processes significantly, however, there has been little focus on broadening the class of stochastic processes that such neural networks converge to. In this work, inspired by the scale mixture of Gaussian random variables, we propose the scale mixture of NNGPs for which we introduce a prior distribution on the scale of the last-layer parameters. We show that simply introducing a scale prior on the last-layer parameters can turn infinitely-wide neural networks of any architecture into a richer class of stochastic processes. With certain scale priors, we obtain heavy-tailed stochastic processes, and in the case of inverse gamma priors, we recover Student's t processes. We further analyze the distributions of the neural networks initialized with our prior setting and trained with gradient descents and obtain similar results as for NNGPs. We present a practical posterior-inference algorithm for the scale mixture of NNGPs and empirically demonstrate its usefulness on regression and classification tasks. In particular, we show that in both tasks, the heavy-tailed stochastic processes obtained from our framework are robust to out-of-distribution data.

Bayesian inference usually requires running potentially costly inference procedures separately for every new observation. In contrast, the idea of amortized Bayesian inference is to initially invest computational cost in training an inference network on simulated data, which can subsequently be used to rapidly perform inference (i.e., to return estimates of posterior distributions) for new observations. This approach has been applied to many real-world models in the sciences and engineering, but it is unclear how robust the approach is to adversarial perturbations in the observed data. Here, we study the adversarial robustness of amortized Bayesian inference, focusing on simulation-based estimation of multi-dimensional posterior distributions. We show that almost unrecognizable, targeted perturbations of the observations can lead to drastic changes in the predicted posterior and highly unrealistic posterior predictive samples, across several benchmark tasks and a real-world example from neuroscience. We propose a computationally efficient regularization scheme based on penalizing the Fisher information of the conditional density estimator, and show how it improves the adversarial robustness of amortized Bayesian inference.

Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for such 'likelihood-free' algorithms has been lacking. This has made it difficult to compare algorithms and identify their strengths and weaknesses. We set out to fill this gap: We provide a benchmark with inference tasks and suitable performance metrics, with an initial selection of algorithms including recent approaches employing neural networks and classical Approximate Bayesian Computation methods. We found that the choice of performance metric is critical, that even state-of-the-art algorithms have substantial room for improvement, and that sequential estimation improves sample efficiency. Neural network-based approaches generally exhibit better performance, but there is no uniformly best algorithm. We provide practical advice and highlight the potential of the benchmark to diagnose problems and improve algorithms. The results can be explored interactively on a companion website. All code is open source, making it possible to contribute further benchmark tasks and inference algorithms.

Bayesian inference provides a principled framework for learning from complex data and reasoning under uncertainty. It has been widely applied in machine learning tasks such as medical diagnosis, drug design, and policymaking. In these common applications, data can be highly sensitive. Differential privacy (DP) offers data analysis tools with powerful worst-case privacy guarantees and has been developed as the leading approach in privacy-preserving data analysis. In this paper, we study Metropolis-Hastings (MH), one of the most fundamental MCMC methods, for large-scale Bayesian inference under differential privacy. While most existing private MCMC algorithms sacrifice accuracy and efficiency to obtain privacy, we provide the first exact and fast DP MH algorithm, using only a minibatch of data in most iterations. We further reveal, for the first time, a three-way trade-off among privacy, scalability (i.e. the batch size), and efficiency (i.e. the convergence rate), theoretically characterizing how privacy affects the utility and computational cost in Bayesian inference. We empirically demonstrate the effectiveness and efficiency of our algorithm in various experiments.

Estimating the uncertainty of responses of Large Language Models~(LLMs) remains a critical challenge. While recent Bayesian methods have demonstrated effectiveness in quantifying uncertainty through low-rank weight updates, they typically require complex fine-tuning or post-training procedures. In this paper, we propose Training-Free Bayesianization~(TFB), a novel framework that transforms existing off-the-shelf trained LoRA adapters into Bayesian ones without additional training. TFB systematically searches for the maximally acceptable level of variance in the weight posterior, constrained within a family of low-rank isotropic Gaussian distributions. We theoretically demonstrate that under mild conditions, this search process is equivalent to variational inference for the weights. Through comprehensive experiments, we show that TFB achieves superior uncertainty estimation and generalization compared to existing methods while eliminating the need for complex training procedures. Code will be available at https://github.com/Wang-ML-Lab/bayesian-peft.

Anomaly detection methods identify examples that do not follow the expected behaviour, typically in an unsupervised fashion, by assigning real-valued anomaly scores to the examples based on various heuristics. These scores need to be transformed into actual predictions by thresholding, so that the proportion of examples marked as anomalies equals the expected proportion of anomalies, called contamination factor. Unfortunately, there are no good methods for estimating the contamination factor itself. We address this need from a Bayesian perspective, introducing a method for estimating the posterior distribution of the contamination factor of a given unlabeled dataset. We leverage on outputs of several anomaly detectors as a representation that already captures the basic notion of anomalousness and estimate the contamination using a specific mixture formulation. Empirically on 22 datasets, we show that the estimated distribution is well-calibrated and that setting the threshold using the posterior mean improves the anomaly detectors' performance over several alternative methods. All code is publicly available for full reproducibility.

Gradient-based data selection offers a principled framework for estimating sample utility in large language model (LLM) fine-tuning, but existing methods are mostly designed for offline settings. They are therefore less suited to online fine-tuning, where data arrives sequentially, sample utility is step-dependent, and the effective update geometry is shaped by adaptive optimizers. We propose an optimizer-aware framework for gradient-based online data selection and reweighting in LLM fine-tuning. Our key idea is to view online selection not as static sample ranking, but as shaping the next target-oriented update under the optimizer state. We formulate this as an optimizer-aware update-matching problem, establish its connection to second-order target utility, and show why subset-level construction must account for interactions and redundancy among selected samples. Based on this view, we develop a two-stage Filter-then-Weight algorithm that first filters geometrically useful candidates and then optimizes their coefficients. To make the framework practical for LLMs, we introduce a factorized outer-product gradient representation and optimized matrix computations for long-context data. Experiments show that our method consistently improves convergence and downstream performance over existing online data selection baselines under the same data budget.

We propose a novel Bayesian inference framework for distributed differentially private linear regression. We consider a distributed setting where multiple parties hold parts of the data and share certain summary statistics of their portions in privacy-preserving noise. We develop a novel generative statistical model for privately shared statistics, which exploits a useful distributional relation between the summary statistics of linear regression. Bayesian estimation of the regression coefficients is conducted mainly using Markov chain Monte Carlo algorithms, while we also provide a fast version to perform Bayesian estimation in one iteration. The proposed methods have computational advantages over their competitors. We provide numerical results on both real and simulated data, which demonstrate that the proposed algorithms provide well-rounded estimation and prediction.

Polytrees are a subclass of Bayesian networks that seek to capture the conditional dependencies between a set of n variables as a directed forest and are motivated by their more efficient inference and improved interpretability. Since the problem of learning the best polytree is NP-hard, we study which restrictions make it more tractable by considering for example in-degree bounds, properties of score functions measuring the quality of a polytree, and approximation algorithms. We devise an algorithm that finds the optimal polytree in time O((2+ε)^n) for arbitrarily small ε> 0 and any constant in-degree bound k, improving over the fastest previously known algorithm of time complexity O(3^n). We further give polynomial-time algorithms for finding a polytree whose score is within a factor of k from the optimal one for arbitrary scores and a factor of 2 for additive ones. Many of the results are complemented by (nearly) tight lower bounds for either the time complexity or the approximation factors.

We study the problem of training a flow-based generative model, parametrized by a two-layer autoencoder, to sample from a high-dimensional Gaussian mixture. We provide a sharp end-to-end analysis of the problem. First, we provide a tight closed-form characterization of the learnt velocity field, when parametrized by a shallow denoising auto-encoder trained on a finite number n of samples from the target distribution. Building on this analysis, we provide a sharp description of the corresponding generative flow, which pushes the base Gaussian density forward to an approximation of the target density. In particular, we provide closed-form formulae for the distance between the mean of the generated mixture and the mean of the target mixture, which we show decays as Theta_n(1{n}). Finally, this rate is shown to be in fact Bayes-optimal.

Large Reasoning Models (LRMs) employ reasoning to address complex tasks. Such explicit reasoning requires extended context lengths, resulting in substantially higher resource consumption. Prior work has shown that adversarially crafted inputs can trigger redundant reasoning processes, exposing LRMs to resource-exhaustion vulnerabilities. However, the reasoning process itself, especially its reflective component, has received limited attention, even though it can lead to over-reflection and consume excessive computing power. In this paper, we introduce Recursive Entropy to quantify the risk of resource consumption in reflection, thereby revealing the safety issues inherent in inference itself. Based on Recursive Entropy, we introduce RECUR, a resource exhaustion attack via Recursive Entropy guided Counterfactual Utilization and Reflection. It constructs counterfactual questions to verify the inherent flaws and risks of LRMs. Extensive experiments demonstrate that, under benign inference, recursive entropy exhibits a pronounced decreasing trend. RECUR disrupts this trend, increasing the output length by up to 11x and decreasing throughput by 90%. Our work provides a new perspective on robust reasoning.

Looped language models (LoopLMs) increase computational depth through parameter sharing, offering a path to scale inference computation without adding parameters. However, it remains unclear when additional recurrence is beneficial and how architectural choices affect its effectiveness. Through controlled experiments, we systematically examine (1) when recurrence helps, (2) where it should be applied, and (3) how its conditioning affects performance. Our evaluation covers inference budgets below, within, and beyond the training horizon under knowledge and reasoning tasks. (1) We find that recurrence can improve reasoning beyond the training horizon while degrading knowledge performance, but harder reasoning instances do not consistently benefit more. (2) Performance also depends on how distinct layers and recurrent iterations are allocated, showing that effective depth alone is insufficient to predict behavior. Non-recurrent output layers improve robustness to under-unrolling, while the preferred placement of input and output layers varies with inference budget. (3) Finally, we find that conventional initial-state injection offers limited robustness to varying recurrence depth. We therefore propose history-state injection as an alternative, and show that channel-wise history-state injection combined with timestep conditioning offers a low-cost and more effective design, better preserving knowledge under extended unrolling while improving robustness across inference budgets. Overall, our results clarify when recurrent computation helps, where it fails, and offer practical guidelines for designing LoopLMs across variable inference budgets.

Reasoning-Oriented Reinforcement Learning (RORL) enhances the reasoning ability of Large Language Models (LLMs). However, due to the sparsity of rewards in RORL, effective training is highly dependent on the selection of problems of appropriate difficulty. Although curriculum learning attempts to address this by adjusting difficulty, it often relies on static schedules, and even recent online filtering methods lack theoretical grounding and a systematic understanding of their effectiveness. In this work, we theoretically and empirically show that curating the batch with the problems that the training model achieves intermediate accuracy on the fly can maximize the effectiveness of RORL training, namely balanced online difficulty filtering. We first derive that the lower bound of the KL divergence between the initial and the optimal policy can be expressed with the variance of the sampled accuracy. Building on those insights, we show that balanced filtering can maximize the lower bound, leading to better performance. Experimental results across five challenging math reasoning benchmarks show that balanced online filtering yields an additional 10% in AIME and 4% improvements in average over plain GRPO. Moreover, further analysis shows the gains in sample efficiency and training time efficiency, exceeding the maximum reward of plain GRPO within 60% training time and the volume of the training set.

In many applications of LLMs, natural language responses often have an underlying structure such as representing discrete labels, numerical values, or graphs. Yet, existing decoding and uncertainty estimation methods operate only in language space and largely disregard structural information. We address this by modeling LLM outputs directly in a task-dependent latent structure. By equipping this structure with a dissimilarity measure, we can compute Bayes-optimal responses. These are not selected from sampled generations but are newly synthesized by combining individual responses in the latent space. Across different tasks, Bayes-optimal responses consistently outperform standard decoding methods like beam search. Moreover, quantifying uncertainty via the induced Bayesian risk captures variations in terms of the latent structure and improves alignment with output quality and correctness. Our decision-theoretic framework is applicable to any problem that admits a latent response structure and enables reliable task-aware LLM predictions.

Most single-channel separators estimate a source by applying a real gain to the mixture in each time-frequency bin. The optimum of that format, which the oracle masks used as bounds do not attain, is the orthogonal projection of the source onto the line spanned by the mixture, its residual set by the angle between them. Locating an estimator reduces to the block structure of a real-linear operator on stacked spectra, giving a chain of four nested classes whose three larger terms match three assumptions on the prior: zero means, circularity and absence of inter-frequency coupling. Held fixed the chain is a cascade of four orthogonal projections; refitted per frame it collapses onto its first term, attributing the whole residual to one missing real parameter per bin, the phase. When the phase posterior is symmetric about the mixture direction, the minimum mean-square estimate falls back onto the line, with gain the posterior mean of the oracle gain and excess error its variance. On MUSDB18 a posterior mean under a non-circular Gaussian-mixture prior leaves the class yet stays 11.44 dB under the per-frame ceiling, which four times as many components and 7.5x the data do not close; a closed-form gate attributes some 70% of it, in decibels, to the predicted variance. The widest fixed class stays 6.70 dB under the same ceiling. Leaving the class and minimising squared error are conflicting requests: the barrier lies in the criterion rather than in the prior.

Recent work in probability-domain knowledge distillation has established axiomatic frameworks for temperature scaling, multi-teacher aggregation, and bias-variance trade-offs in single-stage settings. However, the mathematical behavior of recursive or multi-generation distillation remains poorly understood, with prior approaches relying primarily on empirical heuristics. In this work, we introduce an axiomatic and operator-theoretic framework for recursive meta-distillation, formalizing iterative knowledge distillation as a sequence of probability-distribution operators with explicit anchoring to base teachers. We define structural axioms for valid meta-teacher construction and prove the existence of non-trivial operator families satisfying these axioms without specifying particular algorithms or loss functions. Under mild realizability and convexity assumptions, we show that anchored recursive distillation induces contraction in KL divergence, yielding geometric convergence to base teacher distributions and a unique, globally attractive fixed point. The contribution is foundational rather than algorithmic: the framework characterizes when recursive distillation is mathematically well-posed and convergent rather than error-accumulating, independent of model architecture, optimization details, or specific operator instantiations. These results provide a theoretical basis for understanding stability, bias-variance behavior, and failure modes in iterative and multi-teacher distillation under capacity constraints.

Bayes' rule tells us how to invert a causal process in order to update our beliefs in light of new evidence. If the process is believed to have a complex compositional structure, we may ask whether composing the inversions of the component processes gives the same belief update as the inversion of the whole. We answer this question affirmatively, showing that the relevant compositional structure is precisely that of the lens pattern, and that we can think of Bayesian inversion as a particular instance of a state-dependent morphism in a corresponding fibred category. We define a general notion of (mixed) Bayesian lens, and discuss the (un)lawfulness of these lenses when their contravariant components are exact Bayesian inversions. We prove our main result both abstractly and concretely, for both discrete and continuous states, taking care to illustrate the common structures.

How should future neural reasoning systems implement extended computation? Recursive Reasoning Models (RRMs) offer a promising alternative to autoregressive sequence extension by performing iterative latent-state refinement with shared transition functions. Yet existing RRMs are largely deterministic, following a single latent trajectory and converging to a single prediction. We introduce Generative Recursive reAsoning Models (GRAM), a framework that turns recursive latent reasoning into probabilistic multi-trajectory computation. GRAM models reasoning as a stochastic latent trajectory, enabling multiple hypotheses, alternative solution strategies, and inference-time scaling through both recursive depth and parallel trajectory sampling. This yields a latent-variable generative model supporting conditional reasoning via p_θ(y mid x) and, with fixed or absent inputs, unconditional generation via p_θ(x). Trained with amortized variational inference, GRAM improves over deterministic recurrent and recursive baselines on structured reasoning and multi-solution constraint satisfaction tasks, while demonstrating an unconditional generation capability. https://ahn-ml.github.io/gram-website

We study inference-time pattern-memory gating in a production-scale clinical natural language processing (NLP) pipeline. The pipeline pairs a generator (Llama-3.3 70B) proposing extractions with a verifier (MMed-Llama-3.1 70B) accepting or rejecting them, over 167,034 PMC-Patients narratives, and adds a lightweight memory that learns at deployment which extractions to filter, so the verifier need not re-examine candidates already seen to fail. We report four findings. First, learning filtering rules directly from the verifier's rejections failed at full scale: the relation-extraction filter stayed empty despite 785,797 logged rejections, because they were spread too thinly across too many distinct forms to accumulate. Second, a simpler rule using a fixed clinical ontology produced the same filtering without the verifier, capturing 49,734 ontology-violating relations on a held-out 5,000-patient set. Third, of five versions of the question-answering filter, four failed for distinct, instructive reasons; the fifth succeeded by checking whether a patient's extracted entities support the question asked, and where it applies was 1.84 times likelier to flag an answer the verifier would reject than one it would accept. Fourth, one pattern held across all five: a filter is selective only when it tests the same evidence the verifier weighs, not when it imitates the verifier's output. Together these give a transferable result for any generator-verifier pipeline: the most natural memory design can fail silently at scale, and whether a pre-generation gate is selective is decided before any engineering effort, by whether its signal probes the question the verifier itself answers. Throughout, the system flags suspect extractions rather than deleting them, so every decision stays visible for clinical review. All code and test artefacts are released openly.

In order to appropriately filter multi-modality data sets on a web-scale, it becomes crucial to employ suitable filtering methods to boost performance and reduce training costs. For instance, LAION papers employs the CLIP score filter to select data with CLIP scores surpassing a certain threshold. On the other hand, T-MARS achieves high-quality data filtering by detecting and masking text within images and then filtering by CLIP score. Through analyzing the dataset, we observe a significant proportion of redundant information, such as numbers, present in the textual content. Our experiments on a subset of the data unveil the profound impact of these redundant elements on the CLIP scores. A logical approach would involve reevaluating the CLIP scores after eliminating these influences. Experimentally, our text-based CLIP filter outperforms the top-ranked method on the ``small scale" of DataComp (a data filtering benchmark) on ImageNet distribution shifts, achieving a 3.6% performance improvement. The results also demonstrate that our proposed text-masked filter outperforms the original CLIP score filter when selecting the top 40% of the data. The impact of numbers on CLIP and their handling provide valuable insights for improving the effectiveness of CLIP training, including language rewrite techniques.

Currently, it is hard to reap the benefits of deep learning for Bayesian methods, which allow the explicit specification of prior knowledge and accurately capture model uncertainty. We present Prior-Data Fitted Networks (PFNs). PFNs leverage large-scale machine learning techniques to approximate a large set of posteriors. The only requirement for PFNs to work is the ability to sample from a prior distribution over supervised learning tasks (or functions). Our method restates the objective of posterior approximation as a supervised classification problem with a set-valued input: it repeatedly draws a task (or function) from the prior, draws a set of data points and their labels from it, masks one of the labels and learns to make probabilistic predictions for it based on the set-valued input of the rest of the data points. Presented with a set of samples from a new supervised learning task as input, PFNs make probabilistic predictions for arbitrary other data points in a single forward propagation, having learned to approximate Bayesian inference. We demonstrate that PFNs can near-perfectly mimic Gaussian processes and also enable efficient Bayesian inference for intractable problems, with over 200-fold speedups in multiple setups compared to current methods. We obtain strong results in very diverse areas such as Gaussian process regression, Bayesian neural networks, classification for small tabular data sets, and few-shot image classification, demonstrating the generality of PFNs. Code and trained PFNs are released at https://github.com/automl/TransformersCanDoBayesianInference.

Large language models perform near-Bayesian inference yet violate permutation invariance on exchangeable data. We resolve this by showing transformers minimize expected conditional description length (cross-entropy) over orderings, E_pi[ell(Y mid Gamma_pi(X))], which admits a Kolmogorov-complexity interpretation up to additive constants, rather than the permutation-invariant description length ell(Y mid X). This makes them Bayesian in expectation, not in realization. We derive (i) a Quantified Martingale Violation bound showing order-induced deviations scale as O(log n) with constants; (ii) the Expectation-level Decompression Law linking information budgets to reliability for Bernoulli predicates; and (iii) deployable planners (B2T/RoH/ISR) for answer/abstain decisions. Empirically, permutation dispersion follows a+bln n (Qwen2-7B b approx 0.377, Llama-3.1-8B b approx 0.147); permutation mixtures improve ground-truth likelihood/accuracy; and randomized dose-response shows hallucinations drop by sim 0.13 per additional nat. A pre-specified audit with a fixed ISR=1.0 achieves near-0\% hallucinations via calibrated refusal at 24\% abstention. The framework turns hallucinations into predictable compression failures and enables principled information budgeting.

Differentiable particle filters are an emerging class of sequential Bayesian inference techniques that use neural networks to construct components in state space models. Existing approaches are mostly based on offline supervised training strategies. This leads to the delay of the model deployment and the obtained filters are susceptible to distribution shift of test-time data. In this paper, we propose an online learning framework for differentiable particle filters so that model parameters can be updated as data arrive. The technical constraint is that there is no known ground truth state information in the online inference setting. We address this by adopting an unsupervised loss to construct the online model updating procedure, which involves a sequence of filtering operations for online maximum likelihood-based parameter estimation. We empirically evaluate the effectiveness of the proposed method, and compare it with supervised learning methods in simulation settings including a multivariate linear Gaussian state-space model and a simulated object tracking experiment.

Recursive or looped language models have recently emerged as a new scaling axis by iteratively refining the same model computation over latent states to deepen reasoning. We extend such scaling principle from a single model to multi-agent systems, and ask: Can agent collaboration itself be scaled through recursion? To this end, we introduce RecursiveMAS, a recursive multi-agent framework that casts the entire system as a unified latent-space recursive computation. RecursiveMAS connects heterogeneous agents as a collaboration loop through the lightweight RecursiveLink module, enabling in-distribution latent thoughts generation and cross-agent latent state transfer. To optimize our framework, we develop an inner-outer loop learning algorithm for iterative whole-system co-optimization through shared gradient-based credit assignment across recursion rounds. Theoretical analyses of runtime complexity and learning dynamics establish that RecursiveMAS is more efficient than standard text-based MAS and maintains stable gradients during recursive training. Empirically, we instantiate RecursiveMAS under 4 representative agent collaboration patterns and evaluate across 9 benchmarks spanning mathematics, science, medicine, search, and code generation. In comparison with advanced single/multi-agent and recursive computation baselines, RecursiveMAS consistently delivers an average accuracy improvement of 8.3%, together with 1.2times-2.4times end-to-end inference speedup, and 34.6%-75.6% token usage reduction. Code and Data are provided in https://recursivemas.github.io.

Hierarchical classification offers an approach to incorporate the concept of mistake severity by leveraging a structured, labeled hierarchy. However, decoding in such settings frequently relies on heuristic decision rules, which may not align with task-specific evaluation metrics. In this work, we propose a framework for the optimal decoding of an output probability distribution with respect to a target metric. We derive optimal decision rules for increasingly complex prediction settings, providing universal algorithms when candidates are limited to the set of nodes. In the most general case of predicting a subset of nodes, we focus on rules dedicated to the hierarchical hF_{beta} scores, tailored to hierarchical settings. To demonstrate the practical utility of our approach, we conduct extensive empirical evaluations, showcasing the superiority of our proposed optimal strategies, particularly in underdetermined scenarios. These results highlight the potential of our methods to enhance the performance and reliability of hierarchical classifiers in real-world applications. The code is available at https://github.com/RomanPlaud/hierarchical_decision_rules

The Bayesian treatment of neural networks dictates that a prior distribution is specified over their weight and bias parameters. This poses a challenge because modern neural networks are characterized by a large number of parameters, and the choice of these priors has an uncontrolled effect on the induced functional prior, which is the distribution of the functions obtained by sampling the parameters from their prior distribution. We argue that this is a hugely limiting aspect of Bayesian deep learning, and this work tackles this limitation in a practical and effective way. Our proposal is to reason in terms of functional priors, which are easier to elicit, and to "tune" the priors of neural network parameters in a way that they reflect such functional priors. Gaussian processes offer a rigorous framework to define prior distributions over functions, and we propose a novel and robust framework to match their prior with the functional prior of neural networks based on the minimization of their Wasserstein distance. We provide vast experimental evidence that coupling these priors with scalable Markov chain Monte Carlo sampling offers systematically large performance improvements over alternative choices of priors and state-of-the-art approximate Bayesian deep learning approaches. We consider this work a considerable step in the direction of making the long-standing challenge of carrying out a fully Bayesian treatment of neural networks, including convolutional neural networks, a concrete possibility.

This paper investigates the ability of transformer-based models to learn structural recursion from examples. Recursion is a universal concept in both natural and formal languages. Structural recursion is central to the programming language and formal mathematics tasks where symbolic tools currently excel beyond neural models, such as inferring semantic relations between datatypes and emulating program behavior. We introduce a general framework that nicely connects the abstract concepts of structural recursion in the programming language domain to concrete sequence modeling problems and learned models' behavior. The framework includes a representation that captures the general syntax of structural recursion, coupled with two different frameworks for understanding their semantics -- one that is more natural from a programming languages perspective and one that helps bridge that perspective with a mechanistic understanding of the underlying transformer architecture. With our framework as a powerful conceptual tool, we identify different issues under various set-ups. The models trained to emulate recursive computations cannot fully capture the recursion yet instead fit short-cut algorithms and thus cannot solve certain edge cases that are under-represented in the training distribution. In addition, it is difficult for state-of-the-art large language models (LLMs) to mine recursive rules from in-context demonstrations. Meanwhile, these LLMs fail in interesting ways when emulating reduction (step-wise computation) of the recursive function.

Hard symbolic-reasoning tasks such as Sudoku, maze pathfinding, and ARC remain challenging for LLMs due to their fixed-depth autoregressive reasoning, which limits systematic search, refinement, and backtracking. While recursive models such as Hierarchical Reasoning Model (HRM) and Tiny Recursive Model (TRM) address this limitation through iterative latent-state refinement, they are typically task-specific and do not leverage pretrained language priors. We propose R-Qwen, a recursive reasoning framework built upon a pretrained Qwen backbone. R-Qwen repeatedly refines a candidate solution through programmatic self-recursion and deep supervision, combining the structured iterative computation of recursive models with the linguistic and reasoning priors of pretrained LLMs. We further adapt Hierarchical Supervision Weighting (HSW) to autoregressive models by exponentially weighting losses across recursive steps. HSW reduces gradient variance by at least 50\%, improves the signal-to-noise ratio of stochastic gradients, and accelerates convergence. Across eight challenging benchmarks, R-Qwen consistently outperforms prior recursive reasoning models and substantially larger LLMs while using a comparable number of trainable parameters. Notably, on ARC-AGI dataset, our model achieves a 27.6\% improvement over the baseline, highlighting the effectiveness of recursive refinement for general symbolic reasoning. These results suggest that recursive reasoning mechanisms and pretrained language model priors are complementary approaches for improving symbolic puzzle-solving. Code and models will be released after acceptance.

Bayesian inference provides principled uncertainty quantification but is often limited by challenges of prior elicitation, likelihood misspecification, and computational burden. The martingale posterior (MGP, Fong et al., 2023) offers an alternative, replacing prior-likelihood elicitation with a predictive rule - namely, a sequence of one-step-ahead predictive distributions - for forward data generation. The utility of MGPs depends on the choice of predictive rule, yet the literature has offered few compelling examples. Foundation transformers are well-suited here, as their autoregressive generation mirrors this forward simulation and their general-purpose design enables rich predictive modeling. We introduce TabMGP, an MGP built on TabPFN, a transformer foundation model that is currently state-of-the-art for tabular data. TabMGP produces credible sets with near-nominal coverage and often outperforms both existing MGP constructions and standard Bayes.

Most bandit algorithms assume that the reward variances or their upper bounds are known, and that they are the same for all arms. This naturally leads to suboptimal performance and higher regret due to variance overestimation. On the other hand, underestimated reward variances may lead to linear regret due to committing early to a suboptimal arm. This motivated prior works on variance-adaptive frequentist algorithms, which have strong instance-dependent regret bounds but cannot incorporate prior knowledge on reward variances. We lay foundations for the Bayesian setting, which incorporates prior knowledge. This results in lower regret in practice, due to using the prior in the algorithm design, and also improved regret guarantees. Specifically, we study Gaussian bandits with {unknown heterogeneous reward variances}, and develop a Thompson sampling algorithm with prior-dependent Bayes regret bounds. We achieve lower regret with lower reward variances and more informative priors on them, which is precisely why we pay only for what is uncertain. This is the first result of its kind. Finally, we corroborate our theory with extensive experiments, which show the superiority of our variance-adaptive Bayesian algorithm over prior frequentist approaches. We also show that our approach is robust to model misspecification and can be applied with estimated priors.

We introduce a theoretical framework for sampling from unnormalized densities based on a smoothing scheme that uses an isotropic Gaussian kernel with a single fixed noise scale. We prove one can decompose sampling from a density (minimal assumptions made on the density) into a sequence of sampling from log-concave conditional densities via accumulation of noisy measurements with equal noise levels. Our construction is unique in that it keeps track of a history of samples, making it non-Markovian as a whole, but it is lightweight algorithmically as the history only shows up in the form of a running empirical mean of samples. Our sampling algorithm generalizes walk-jump sampling (Saremi & Hyv\"arinen, 2019). The "walk" phase becomes a (non-Markovian) chain of (log-concave) Markov chains. The "jump" from the accumulated measurements is obtained by empirical Bayes. We study our sampling algorithm quantitatively using the 2-Wasserstein metric and compare it with various Langevin MCMC algorithms. We also report a remarkable capacity of our algorithm to "tunnel" between modes of a distribution.

Tiny Recursive Models (TRM) were proposed as a parameter-efficient alternative to large language models for solving Abstraction and Reasoning Corpus (ARC) style tasks. The original work reports strong performance and suggests that recursive latent updates enable non-trivial reasoning, but it remains unclear how much of this performance stems from architecture, test-time compute, or task-specific priors. In this technical note, we empirically analyze the ARC Prize TRM checkpoint on ARC-AGI-1 and report four behavioral findings and an efficiency comparison. First, we show that test-time augmentation and majority-vote ensembling account for a substantial fraction of reported performance: the 1000-sample voting pipeline improves Pass@1 by about 11 percentage points over single-pass canonical inference. Second, a puzzle-identity ablation reveals strict dependence on task identifiers: replacing the correct puzzle ID with a blank or random token yields zero accuracy. Third, a recursion trajectory analysis shows that most of the final accuracy is achieved at the first recursion step and that performance saturates after few latent updates, indicating shallow effective recursion. Fourth, early-stage training experiments under canonical versus heavy augmentation regimes suggest that heavy augmentation broadens the distribution of candidate solutions and improves multi-sample success. Finally, we compare TRM with a naive QLoRA fine-tune of Llama 3 8B on canonical ARC-AGI-1, finding that TRM's non-autoregressive design achieves much higher throughput and substantially lower memory usage in this setting. Overall, TRM's ARC-AGI-1 performance appears to arise from an interaction between efficiency, task-specific conditioning, and aggressive test-time compute rather than deep internal reasoning.

Many applications involve estimating the mean of multiple binomial outcomes as a common problem -- assessing intergenerational mobility of census tracts, estimating prevalence of infectious diseases across countries, and measuring click-through rates for different demographic groups. The most standard approach is to report the plain average of each outcome. Despite simplicity, the estimates are noisy when the sample sizes or mean parameters are small. In contrast, the Empirical Bayes (EB) methods are able to boost the average accuracy by borrowing information across tasks. Nevertheless, the EB methods require a Bayesian model where the parameters are sampled from a prior distribution which, unlike the commonly-studied Gaussian case, is unidentified due to discreteness of binomial measurements. Even if the prior distribution is known, the computation is difficult when the sample sizes are heterogeneous as there is no simple joint conjugate prior for the sample size and mean parameter. In this paper, we consider the compound decision framework which treats the sample size and mean parameters as fixed quantities. We develop an approximate Stein's Unbiased Risk Estimator (SURE) for the average mean squared error given any class of estimators. For a class of machine learning-assisted linear shrinkage estimators, we establish asymptotic optimality, regret bounds, and valid inference. Unlike existing work, we work with the binomials directly without resorting to Gaussian approximations. This allows us to work with small sample sizes and/or mean parameters in both one-sample and two-sample settings. We demonstrate our approach using three datasets on firm discrimination, education outcomes, and innovation rates.

Autonomous scientific discovery systems increasingly use large language models (LLMs) to propose new hypotheses, but many such systems condition primarily on experimental memory: archives of high-scoring candidates or heuristic summaries of recent trials. We argue that discovery agents should instead maintain explicit, uncertainty-aware beliefs about hypothesis quality. We introduce BayesEvolve, a belief-guided discovery framework that converts experimental evidence into a predictive belief state and uses this belief to guide future experimentation. As a controlled testbed for belief-guided discovery, we evaluate BayesEvolve on shifted BBOB-style black-box optimization tasks, leaving program and laboratory discovery domains to future work. BayesEvolve improves sample efficiency over memory- and archive-guided LLM baselines under a fixed evaluation budget. We further show that the belief state is predictive on held-out candidate pools, that controlled decision-rule ablations favor belief-guided selection with an annealed uncertainty bonus, and that BayesEvolve exhibits productive late-stage concentration rather than unfocused exploration.