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math.NAcs.LGcs.NA Xin He, Huan Lao, Xiliang Lu et al. · Oct 22, 2026

This paper studies P-trainable neural networks, where a proportion P of hidden neurons are trainable and the rest stay fixed as random features, bridging random feature methods and fully trainable networks. The authors establish two-layer approximation bounds showing that a small trainable fraction can capture most of the gain when initialization mismatch is large, yielding a phase transition in rates of the form $\mathcal{O}(((P/\kappa_1^*+(1-P)/\kappa_0^*)m/\log m)^{-\alpha})$. They verify these assumptions explicitly for spherical biased-ReLU features and present numerical experiments showing analogous phase transitions in training losses across architectures with up to 15 layers.

Constructing accurate and computationally tractable approximation spaces is a fundamental task in scientific computing. Partially trainable neural networks bridge fixed random features and fully adaptive representations. This paper quantifies a phase transition pattern in approximation bounds and observes analogous behavior in training errors: a rapid but smooth initial improvement followed by diminishing returns, with a sharper transition under greater initialization mismatch. Under polynomial spectral decay with exponent $\alpha>1$ and leverage compatibility, we establish a squared $L_2$ approximation rate $\mathcal{O}((\kappa_P\log(m/\delta)/m)^\alpha)$ for two-layer networks of width $m$ and trainable proportion $P$, where $\kappa_P=(P/\kappa_1^*+(1-P)/\kappa_0^*)^{-1}$. The bound holds uniformly over the unit ball of a reproducing kernel Hilbert space (RKHS) with probability at least $1-\delta$. The constants $\kappa_0^*$ and $\kappa_1^*$ quantify the fixed and trainable groups' sampling mismatches relative to the target RKHS. For spherical biased-ReLU features in dimension $d$, we verify these assumptions with $\alpha=(d+2)/(d-1)$ and $\kappa_0^*=4\sqrt{2}\tau(d+1)/d$ for initialization scale $\tau\ge1$, and $\kappa_1^*=1$ under ridge leverage sampling. For $d=5$ and $\tau=10$, a trainable proportion of approximately $4.1\%$ captures $90\%$ of the reduction in the approximation bound from $P=0$ to $P=1$. A structured three-layer example illustrates how a few trainable first-layer neurons exploit fixed downstream blocks through nonlinear composition. Numerical experiments across diverse settings, including networks with up to 15 layers, exhibit similar phase transitions in training errors.
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stat.MLcs.LGmath.PR Yuansi Chen, Francesco Pedrotti, Peter A. Whalley · Oct 22, 2026

Classical analyses of the Unadjusted Langevin Algorithm (ULA) in Wasserstein-2 distance predict a dimension-dependent mixing time and bias, yet empirically ULA often estimates low-dimensional statistical functionals accurately without scaling the step size with dimension. This paper proposes using the subspace robust Wasserstein (SRW) distance to analyze ULA on ridge-separable Bayesian posteriors, proving that iteration complexity can be dimension-free in both the overparameterized regime ($N \lesssim d$) and the large-sample regime ($N \gtrsim d^2$), while showing such guarantees are impossible near the proportional regime $N \asymp d$. The results explain a bell-shaped bias profile and provide a rotationally invariant alternative to prior $\ell^\infty$-based dimension-free analyses that fail under isotropy.

The Unadjusted Langevin Algorithm (ULA) is widely used for high-dimensional Bayesian inference. Classical analyses in Wasserstein-2 distance predict an asymptotic bias and a mixing time that grow with dimension, but this metric is stronger than necessary for many statistical tasks. We instead analyze the bias in subspace robust Wasserstein distance, which controls the mean and arbitrary low-dimensional marginals and is therefore well suited to observables typically estimated in practice. For ridge-separable potentials formed with i.i.d. data, we prove high-probability bounds showing a bell-shaped mixing profile as the number of data points $N$ varies relative to the dimension $d$. In the overparameterized regime, the effective dimension is the rank $N$ of the data-dependent perturbation, leading to complexity depending on $N$ rather than $d$. In the large-sample regime, Gaussian-perturbation estimates yield dimension-free complexity once $N$ is sufficiently large. In contrast, near the proportional regime $\asymp d$, we prove that dimension-free guarantees are impossible in general.
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stat.MLcs.LGmath.ST Vahe Karagulyan, Miko{\l}aj Kasprzak, Pierre Alquier · Oct 14, 2026

The paper studies minimax estimation of the pseudo-spectral gap $\gamma_{ps}$ of a continuous-state Markov chain on $[0,1]^d$ from a single trajectory. The core idea is to discretize the state space into a regular grid, approximate the transition density by a histogram, and adapt finite-state estimators to this compressed chain. The result matters because it yields fully empirical concentration inequalities for non-iid data, enabling UCB bandit algorithms and PAC-Bayes bounds without prior knowledge of mixing coefficients.

We study the minimax estimation of the pseudo-spectral gap $\gamma_{ps}$ of a Markov chain from the observation of a single trajectory. Extending earlier works on finite-state space chains by Wolfer and Kontorovich (2024), we provide an estimator in the case of a compact, continuous state-space. Our estimator appears to be minimax-optimal on the class of chains with a transition operator with Lipschitz density, up to logarithmic terms. Our estimator, combined with Paulin's version of Bernstein inequality, allows to derive empirical concentration inequalities for Markov chains. This unlocks many applications, from confidence intervals, to active learning and generalization bounds. In particular, for rested bandits with Markov rewards, we provide a version of UCB with a regret bound similar to the one in the iid case, without assuming any knowledge on the pseudo-spectral gap of the chains.
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cs.LGcs.AImath.ST Katy Blumer, Da-Cheng Juan, Jon Kleinberg et al. · Oct 14, 2026

This paper studies the infinite-generation limit of autoregressive transformers. Rather than fixing sequence length, the authors let generation time tend to infinity and ask whether the model's empirical state converges. Their core result is that, for a broad class of architectures, the stochastic generation process tracks a deterministic ODE on a slow time scale, and every fixed transformer has a finite temperature threshold above which it converges to a unique limit. However, no uniform temperature works for all models; for any finite temperature, some transformer can fail to converge, even with just one layer and three tokens.

In this paper we study the behavior of transformer networks generating text over long periods of time. We show that even a three-token, single-layer attention-only transformer can fail to converge. We then study a rich class of transformers with arbitrary finite depth, layer normalization, MLPs, RoPE encodings, and an arbitrary mix of local and global layers. Every transformer in this class has a softmax temperature threshold above which its empirical cache distribution converges to a unique limit, independent of initial conditions. We show further that, while each transformer has a temperature threshold, the supremum of this set is infinite, so there is no global minimal temperature that forces all transformers to converge.
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stat.MLcs.LGmath.ST Ruyu Zhou, Fang Liu · Oct 14, 2026

Bayesian posterior sampling offers a potentially 'free' source of differential privacy, but existing guarantees are fragmented and often require strong boundedness assumptions. This paper develops a unified Rényi-divergence framework that characterizes the inherent privacy loss of One-Posterior-Sampling (OPS) through exponential moments of the single-record log-likelihood ratio. The results yield exact, tighter bounds for a broader class of models and clarify how prior strength, sample size, and neighboring relations jointly shape privacy.

Differential Privacy (DP) provides a rigorous framework for quantifying privacy guarantees. While most methods achieve DP by injecting calibrated random noise, the intrinsic randomness of certain procedures such as sampling can yield DP guarantees ``for free''. In this work, we develop a unified R\'enyi divergence framework to characterize the inherent DP guarantees of sampling from a Bayesian posterior distribution. We show that the privacy loss incurred by One-Posterior-Sampling (OPS) is governed by posterior exponential moments of the single-record log-likelihood ratio, and establish explicit DP guarantees under uniformly bounded, sub-Gaussian, or sub-exponential tail regimes. We apply the framework to representative Bayesian models, including categorical likelihoods with arbitrary priors, Gaussian-Gaussian conjugate pair, generalized linear models from the exponential family and linear regression with Gaussian likelihood, both with Gaussian priors on the regression coefficients. Our results elucidate sample size, model structure, neighboring relations in DP (bounded or unbounded), and how prior if applicable, jointly determine the inherent DP guarantees of OPS. Furthermore, our results recover the existing DP guarantees for OPS as special cases -- often with tighter privacy loss bounds -- and substantially broaden the class of Bayesian models for which the inherent DP guarantees of OPS can be rigorously characterized.
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math.STcs.LGstat.ML Shivam Kumar, Nabarun Deb · Oct 1, 2026

Many applications require sampling from high-dimensional categorical distributions with local dependence, but discrete diffusion models lack end-to-end statistical guarantees. This paper introduces a pinning decomposition of the discrete score under uniform noising, showing that time dependence separates multiplicatively from target dependence for Markov random fields of order $d$. Building on this, the authors design a weight-sharing neural score learner and prove a sample-complexity rate of $\widetilde O_{\mathbb P}(S^d/n)$, replacing the ambient dimension $D$ with the interaction order $d$.

Many applications in statistics, economics, and physics require sampling from high-dimensional categorical distributions with local dependence structures. Examples include finite memory language models, Ising and Potts systems in statistical physics and protein folding, etc. In modern machine learning, discrete diffusions have emerged as a flexible approach for sampling such data, with strong empirical performance. Motivated by this, we develop learning methods with end-to-end sample complexity bounds for discrete diffusion with uniform noising under local dependence, which we model through low order Markov random fields (MRFs). Our main technical insight is a new \emph{pinning decomposition} of the discrete score. It shows that unlike in continuous diffusions, the score decomposes into components where the dependence on time separates multiplicatively from the dependence on the target. Building on this decomposition, we propose a \emph{weight-sharing neural score learner} and combine it with $\tau$-leaping to obtain an end-to-end sampling procedure. Rather than treating score-learning error as a black-box input, as is common in existing sampling analyses, we study the score learning error from finite data and derive optimal sampling guarantees with explicit dependence on the vocabulary size, the interaction order of the MRF, and the sample size. Moreover, our strategy trains a single score network across uniform noise levels while leaving the sampling discretization to be chosen at inference-time. This allows the same trained model to trade accuracy for computational cost as inference-time budgets vary. Numerical experiments on Potts, Ising, and tree-structured models show that weight-sharing score networks outperform fully connected ones for sampling long sequences.
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cs.LGcs.AImath.ST Hanna Malet, Gabriel Turinici · Oct 1, 2026

This paper studies model collapse in diffusion models under a fixed-budget data regime, where synthetic data accumulates but each generation trains on a constant-size subsample from the growing pool. Unlike prior work on total replacement (rapid collapse) or unbounded accumulation (collapse avoided), the authors argue that fixed budgets yield partial, feature-selective collapse: "fragile" features with large eigenvalues in a linearized parameter dynamics model decay quickly, while "robust" features with small eigenvalues persist for exponentially many generations. They support this with theory (stochastic recursion giving per-feature halving times) and experiments on 2D spirals, MNIST, Fashion-MNIST, and CIFAR-10.

Model collapse arises when generative models are trained on synthetic data produced by earlier models. The phenomenon has attracted considerable attention because of its societal and technical implications. However, previous studies have reached seemingly contradictory conclusions: replacing real data with synthetic data causes collapse (Shumailov et al.), yet accumulating real data alongside synthetic data can prevent it. For diffusion models, we study an intermediate regime typical of finite-budget pipelines: all past datasets and the real data are kept, but each new model is trained on a fixed-size sample from this growing pool, so the real fraction vanishes without any data being removed. Experiments on a 2D spiral dataset as well as the image benchmarks (MNIST, Fashion-MNIST, and CIFAR-10) show that replacement protocol degrades dataset rapidly as in the literature, whereas the fixed budget degrades only partially, sparing some features. A linear-response model of the multi-generational parameter dynamics, analyzed by stochastic recursion, confirms that the two protocols differ: some features will be fragile and lost within a few generations for both protocols, while some will be robust and preserved over practically unbounded horizons under the fixed budget protocol.
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cs.LGcs.AImath.ST Yunrui Guan, Krishnakumar Balasubramanian, Shiva Prasad Kasiviswanathan · Oct 1, 2026

Counterfactual generation aims to sample the distribution of outcomes that would occur if a treatment were applied to an entire population, but observational data suffer from selection bias because treated individuals differ systematically from the target population. This paper develops a flow-matching method that learns to transport observed outcomes to counterfactual targets using a learned source-target coupling, a doubly robust training objective, and a score-corrected stochastic sampler with Gaussian smoothing. The core theoretical result is a finite-step KL bound governed by the coupling displacement moment $D_5$ rather than worst-case regularity, yielding near-linear dimension scaling and an end-to-end nonparametric sample-complexity guarantee; experiments on synthetic and semi-synthetic image data support the predicted coupling dependence and show that stochastic sampling can outperform deterministic counterparts at limited discretization budgets.

Counterfactual generation seeks to sample outcomes under a hypothetical intervention or decision using observational data collected under the factual assignment mechanism. We develop a flow-matching approach that combines a sample-split, doubly robust training objective with a learned coupling between observed source outcomes and target outcomes drawn from a fitted conditional outcome model. To enable finite-step generation, we leverage a score-corrected stochastic sampler based on a Gaussian-smoothed interpolation. Our main theoretical contribution is a coupling-sensitive KL bound for constant-step Euler discretization: the error is controlled by moments of the source--target displacement under the chosen coupling, rather than by global uniform regularity of the velocity field, and has near-linear dependence on the ambient dimension. We also establish finite-sample non-parametric guarantees for the learned velocity and score fields when both the conditional outcome model and the source-target coupling are estimated from data. These bounds separate approximation, coupling-replacement, nuisance-estimation, generalization, and Monte Carlo errors and, combined with the sampler analysis, yield an end-to-end guarantee for counterfactual generation. Experiments on synthetic and semi-synthetic image benchmarks support the coupling-dependent theory and show that, at finite discretization budgets, the stochastic sampler can outperform the corresponding deterministic ODE sampler.
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stat.MEcs.LGmath.ST Hansheng Jiang · Oct 1, 2026

The nonparametric maximum likelihood estimator (NPMLE) of a Gaussian mixture is a convex program over an infinite-dimensional space, yet its maximizers can be nonunique and are only known to have at most $n$ atoms. This paper shows that a vanishingly small random reweighting of the likelihood---using independent Gamma weights that concentrate around one---selects a unique maximizer with polylogarithmically many atoms in any fixed dimension $d$. The resulting estimator retains a Hellinger rate that is parametric up to logarithmic factors, solving the open problem of exact sparsity for multivariate Gaussian NPMLEs without any support penalty.

The nonparametric maximum likelihood estimator (NPMLE) of a Gaussian location mixture maximizes the likelihood over the infinite-dimensional space of mixing distributions. The maximizing mixing distribution can be nonunique, and the classical bound on its number of atoms grows linearly with the sample size $n$. We show that a vanishingly small random perturbation of the likelihood yields exact polylogarithmic sparsity. The resulting randomly reweighted NPMLE maximizes a weighted likelihood whose independent weights, taken to be Gamma in our analysis, concentrate around one as $n$ grows. With high probability, it is unique, has $O\{(\log n/\log\log n)^d+\log n\}$ atoms in dimension $d$, nearly maximizes the ordinary likelihood, and estimates the mixture density at a Hellinger rate that is parametric up to logarithmic factors. This sparsity holds for the estimator itself, not for an approximation of it, and requires no support penalty. The proof rests on an effective-dimension principle for positive kernel mixtures: low-dimensional variation of the fitted values controls the support of every extreme point of the set of maximizers. Numerical illustrations verify that the reweighted NPMLE has Hellinger risk and support size comparable to those of the ordinary NPMLE.
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math.STcs.LGstat.TH Jing Zhang, Chenping Hou · Mar 23, 2026

Feature incremental clustering addresses dynamic scenarios where data arrives in expanding feature spaces—such as activity recognition systems that acquire new sensors over time. This paper proposes four k-means-based algorithms (FIC-FT, FIC-DR, FIC-DA, FIC-MR) tailored to different data-access constraints, from full historical access to model-only reuse. The core theoretical contribution establishes generalization error bounds for all four settings, revealing that model reuse (FIC-MR) can achieve a fast $\tilde{\mathcal{O}}(1/n_2)$ convergence rate when the pre-trained model aligns well with the current distribution.

In many learning systems, such as activity recognition systems, as new data collection methods continue to emerge in various dynamic environmental applications, the attributes of instances accumulate incrementally, with data being stored in gradually expanding feature spaces. How to design theoretically guaranteed algorithms to effectively cluster this special type of data stream, commonly referred to as activity recognition, remains unexplored. Compared to traditional scenarios, we will face at least two fundamental questions in this feature incremental scenario. (i) How to design preliminary and effective algorithms to address the feature incremental clustering problem? (ii) How to analyze the generalization bounds for the proposed algorithms and under what conditions do these algorithms provide a strong generalization guarantee? To address these problems, by tailoring the most common clustering algorithm, i.e., $k$-means, as an example, we propose four types of Feature Incremental Clustering (FIC) algorithms corresponding to different situations of data access: Feature Tailoring (FT), Data Reconstruction (DR), Data Adaptation (DA), and Model Reuse (MR), abbreviated as FIC-FT, FIC-DR, FIC-DA, and FIC-MR. Subsequently, we offer a detailed analysis of the generalization error bounds for these four algorithms and highlight the critical factors influencing these bounds, such as the amounts of training data, the complexity of the hypothesis space, the quality of pre-trained models, and the discrepancy of the reconstruction feature distribution. The numerical experiments show the effectiveness of the proposed algorithms, particularly in their application to activity recognition clustering tasks.
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stat.MLcs.LGmath.ST Yingzhen Yang, Ping Li · Mar 22, 2026

This paper studies nonparametric regression for learning degree-$k_0$ spherical polynomials on the unit sphere $\mathbb{S}^{d-1}$ using over-parameterized two-layer neural networks. The authors propose a novel Gradient Descent with Projection (GDP) algorithm that constrains learning to the top $r_0 = \Theta(d^{k_0})$ eigenspaces of the Neural Tangent Kernel (NTK). The main result establishes a nearly minimax optimal risk bound of order $\log(4/\delta) \cdot \Theta(d^{k_0}/n)$, improving the sample complexity from previous polynomial-in-$1/\varepsilon$ rates to linear $1/\varepsilon$ scaling.

We study the problem of learning a low-degree spherical polynomial of degree $k_0 = \Theta(1) \ge 1$ defined on the unit sphere in $\RR^d$ by training an over-parameterized two-layer neural network with augmented feature in this paper. Our main result is the significantly improved sample complexity for learning such low-degree polynomials. We show that, for any regression risk $\eps \in (0, \Theta(d^{-k_0})]$, an over-parameterized two-layer neural network trained by a novel Gradient Descent with Projection (GDP) requires a sample complexity of $n \asymp \Theta( \log(4/\delta) \cdot d^{k_0}/\eps)$ with probability $1-\delta$ for $\delta \in (0,1)$, in contrast with the representative sample complexity $\Theta(d^{k_0} \max\set{\eps^{-2},\log d})$. Moreover, such sample complexity is nearly unimprovable since the trained network renders a nearly optimal rate of the nonparametric regression risk of the order $\log({4}/{\delta}) \cdot \Theta(d^{k_0}/{n})$ with probability at least $1-\delta$. On the other hand, the minimax optimal rate for the regression risk with a kernel of rank $\Theta(d^{k_0})$ is $\Theta(d^{k_0}/{n})$, so that the rate of the nonparametric regression risk of the network trained by GDP is nearly minimax optimal. In the case that the ground truth degree $k_0$ is unknown, we present a novel and provable adaptive degree selection algorithm which identifies the true degree and achieves the same nearly optimal regression rate. To the best of our knowledge, this is the first time that a nearly optimal risk bound is obtained by training an over-parameterized neural network with a popular activation function (ReLU) and algorithmic guarantee for learning low-degree spherical polynomials. Due to the feature learning capability of GDP, our results are beyond the regular Neural Tangent Kernel (NTK) limit.
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stat.MLcs.LGmath.ST Marcos Matabuena, Xiaokai Luo, Oscar Hernan Madrid Padilla · Oct 22, 2026
Deep learning (DL) methods have substantially improved predictive performance across a wide range of downstream prediction tasks, enabling new discoveries in multiple domains. However, principled DL methods for non-Euclidean random objects remain relatively scarce, despite the growing importance of modern biomedical outcomes taking the form of probability distributions, random graphs, functions, and other random objects in metric spaces. Motivated by a new generation of digital and clinical biomarkers, we propose a deep learning framework for regression with random objects in metric spaces. Our approach operates directly on the metric structure of the response space, avoiding restrictive manifold or Euclidean embedding assumptions imposed by many existing methods. At the same time, it retains modern statistical guarantees under the stated statistical assumptions. We establish statistical consistency and convergence rates for the proposed estimator, and characterize conditions under which it can mitigate the curse of dimensionality for hierarchically compositional regression functions. Extensive simulation studies demonstrate competitive predictive performance, with gains over several competing approaches in multiple Euclidean and non-Euclidean configurations. Finally, we demonstrate the practical utility of the proposed framework in two digital health case studies with distribution-valued outcomes in Wasserstein spaces, using high-resolution accelerometry and continuous glucose monitoring data. Embedding-based deep-learning methods may be less suitable when no informative low-dimensional representation exists or when the learned embedding does not adequately preserve the intrinsic geometry of the response space.
Deep learning (DL) methods have substantially improved predictive performance across a wide range of downstream prediction tasks, enabling new discoveries in multiple domains. However, principled DL methods for non-Euclidean random objects remain relatively scarce, despite the growing importance of modern biomedical outcomes taking the form of probability distributions, random graphs, functions, and other random objects in metric spaces. Motivated by a new generation of digital and clinical biomarkers, we propose a deep learning framework for regression with random objects in metric spaces. Our approach operates directly on the metric structure of the response space, avoiding restrictive manifold or Euclidean embedding assumptions imposed by many existing methods. At the same time, it retains modern statistical guarantees under the stated statistical assumptions. We establish statistical consistency and convergence rates for the proposed estimator, and characterize conditions under which it can mitigate the curse of dimensionality for hierarchically compositional regression functions. Extensive simulation studies demonstrate competitive predictive performance, with gains over several competing approaches in multiple Euclidean and non-Euclidean configurations. Finally, we demonstrate the practical utility of the proposed framework in two digital health case studies with distribution-valued outcomes in Wasserstein spaces, using high-resolution accelerometry and continuous glucose monitoring data. Embedding-based deep-learning methods may be less suitable when no informative low-dimensional representation exists or when the learned embedding does not adequately preserve the intrinsic geometry of the response space.