48 articles mentioning Minimax-h3_Singularity-x-10Eros-Max_PRISM
arXiv:2610.34045v1 Announce Type: new Abstract: We study the minimax regret rate for episodic kernel-based reinforcement learning, where the expected reward and transition density belong to a Sobolev reproducing kernel Hilbert space, with continuous state and action spaces, and adversarial initial s
arXiv:2610.35490v1 Announce Type: cross Abstract: We study minimax rates for conditional generative learning under integrated Wasserstein loss, with H\"older continuous conditional laws and an unrestricted covariate distribution. We evaluate unrestricted generators through their conditional output d
arXiv:2606.25170v3 Announce Type: replace-cross Abstract: We introduce a PAC framework in which the learner can access sampling oracles both before and at decision time. Sample complexity is measured by a pair $(n,m)$, where $n$ is the learning budget spent before a query is known and $m$ is the add
arXiv:2103.14029v5 Announce Type: replace-cross Abstract: We study the estimation of causal parameters when not all confounders are observed and instead negative controls are available. Recent work has shown how these can enable identification and efficient estimation via two so-called bridge functi
arXiv:2606.04031v3 Announce Type: replace Abstract: Leader-follower gradient iterations, including bilevel and two-time-scale methods, can exhibit large finite-time excursions despite asymptotic stability. For cascaded iterations with block matrix J = [[A,0],[C,D]], symmetric diagonal blocks of norm
arXiv:2610.32546v1 Announce Type: cross Abstract: We study squared-error estimation when a nuisance parameter is unidentified on a submodel but affects a target that vanishes there. For models with higher-order profile expansions, we give sufficient conditions under which the largest critical-path m
arXiv:2610.29595v1 Announce Type: cross Abstract: In this paper, we study quantile distributional policy evaluation, where the return distribution under a given policy is approximated by the quantile Bellman fixed point $\bm\eta_m$. We investigate the statistical accuracy of estimating $\bm\eta_m$ a
arXiv:2610.30109v1 Announce Type: cross Abstract: We analyze the problem of estimating univariate Gaussian mixture densities using the nonparametric maximum likelihood estimator (NPMLE) based on $n$ independent and identically distributed samples. We show that the unconstrained NPMLE achieves the mi
arXiv:2610.28898v1 Announce Type: new Abstract: Flow matching learns a generative velocity field by regression, but under distribution drift a field must be deployed before the current data arrive. We study this predictive problem for a fixed, possibly nonconvex, neural class, with dynamic regret ag
arXiv:2610.23337v1 Announce Type: new Abstract: Pretrained models are often reused across downstream tasks, motivating the question of whether this transfer learning procedure can provide a substantial performance improvement, namely, in terms of the scaling law. We address this question in the prot
arXiv:2610.21363v1 Announce Type: cross Abstract: Test-time scaling can improve the performance of large language models by generating multiple answers to a question and aggregating them. Weighted ensembles extend this idea by drawing answers from several models, with the weights determining how oft
arXiv:2610.21549v1 Announce Type: cross Abstract: Muon replaces a matrix gradient by an approximate polar factor and has shown strong empirical performance in neural-network training. The Isotropic Curvature Model (ICM) provides a curvature-based explanation for this update by asking when gradient o
arXiv:2610.19020v1 Announce Type: cross Abstract: Discrete diffusion models have emerged as a leading alternative to autoregressive models for generating text and other categorical data, yet their theoretical foundations remain less developed than those of their continuous counterparts. For continuo
arXiv:2610.20007v1 Announce Type: cross Abstract: 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
arXiv:2610.13692v1 Announce Type: cross Abstract: Standard Policy Gradient (PG) algorithms suffer from high estimation variance because they rely on Monte Carlo updates. While off-policy variance reduction mitigates this problem, establishing optimal sample complexity currently requires either restr
arXiv:2610.12915v1 Announce Type: new Abstract: Minimax optimization is fundamental to adversarial learning yet suffers from severe stability challenges, often manifesting as persistent limit cycles or divergence. This paper investigates these instabilities through the lens of continuous-time dynami
arXiv:2610.12740v1 Announce Type: cross Abstract: We study the two-sample estimation of the powered Sliced Wasserstein functional under projected $r$-th moment assumptions. Let $N=n\wedge m$, where $n$ and $m$ are two sample sizes. We establish the minimax rates in the noncritical regimes. When $p<r
arXiv:2609.38880v2 Announce Type: replace-cross Abstract: We study the last iterate of standard importance-weighted temporal-difference (TD) learning from a single trajectory of a finite Markov decision process. The trajectory follows a behavior policy $b$ with an irreducible, possibly periodic stat
arXiv:2610.11628v1 Announce Type: cross Abstract: Machine unlearning updates a trained model after records are deleted, aiming to match exact retraining without repeating the full training procedure. We develop Gaussian mechanisms for Newton updates under sequential deletion requests. Using Gaussian
arXiv:2605.07808v2 Announce Type: replace Abstract: Second-order calibration error quantifies how closely a higher-order predictor's epistemic-uncertainty estimate matches the conditional variance of the label probability on its level sets. We characterize the minimax rate of estimating the second-o
arXiv:2610.08872v1 Announce Type: cross Abstract: We study community recovery in the sparse symmetric stochastic block model with $q$ communities, average degree $d$ and signal strength $\lambda$ through statistical decision theory and Fisher information, and obtain three characterizations of the Ke
arXiv:2610.08561v1 Announce Type: new Abstract: Reinforcement learning (RL) has become a standard tool for post-training language models on reasoning tasks, where the policy is updated by reward feedback while exploring the space of responses. Despite its empirical success, theoretical understanding
arXiv:2610.08069v1 Announce Type: new Abstract: A mean shift between two data sources can be easy to detect but hard to remove without substantially changing their representations. We cast its removal as a statistical decision problem: from noisy differences between paired calibration measurements i
arXiv:2610.07655v1 Announce Type: cross Abstract: Discrete diffusion models have emerged as a practically successful framework for generative modeling on discrete product spaces, yet their statistical generalization properties remain poorly understood. Discrete real-world data such as text or biolog
arXiv:2610.02290v1 Announce Type: cross Abstract: This study considers the problem of portfolio choice, where we recommend a portfolio to an investor to maximize the expected utility of their wealth. Our goal is to construct an asymptotically optimal portfolio choice rule in terms of expected utilit
arXiv:2307.07113v2 Announce Type: replace-cross Abstract: In this paper, we consider the decentralized, stochastic nonconvex strongly-concave (NCSC) minimax problem with nonsmooth regularization terms on both primal and dual variables, wherein a network of $m$ computing agents collaborate via peer-t
arXiv:2610.01377v1 Announce Type: new Abstract: We study causal logistic bandits with counterfactual fairness constraints. The causal structure is given through known factual and counterfactual feature maps that share an unknown logistic reward parameter, but the learner observes only factual reward
arXiv:2609.38659v2 Announce Type: replace-cross Abstract: We study multi-armed bandits (MAB) with multiple optimal arms, motivated by the fact that many practical decision making problems admit multiple correct answers. For $K$-armed bandits with $A$ optimal arms, we first provide a sharper analysis
arXiv:2609.39020v1 Announce Type: cross Abstract: We study how well deep neural networks approximate and learn spectral Barron functions. Recent studies have shown that these function classes can be efficiently approximated by shallow neural networks without suffering from the curse of dimensionalit
arXiv:2609.39212v1 Announce Type: cross Abstract: We study additive regression under a potentially non-product random design on $[0,1]^d$, allowing the dimension $d$ to grow with the sample size $n$. We introduce coupled smoothness classes that separately control the regularity of the marginal densi
arXiv:2609.38659v1 Announce Type: cross Abstract: We study multi-armed bandits (MAB) with multiple optimal arms, motivated by the fact that many practical decision making problems admit multiple correct answers. For $K$-armed bandits with $A$ optimal arms, we first provide a sharper analysis of prev
arXiv:2606.01708v2 Announce Type: replace Abstract: We study fixed-confidence best-action identification (BAI) in stochastic minimax trees. This problem is increasingly relevant in modern AI planning, where deep minimax search and Monte Carlo Tree Search (MCTS) with language model long rollouts face
arXiv:2609.30997v1 Announce Type: cross Abstract: Passive image provenance asks whether pixels alone can reveal where an image came from: a human, an aggregate AI class, or a particular generator. This becomes a robustness problem once a source image can be edited before the verifier sees it. We stu
arXiv:2603.19703v3 Announce Type: replace-cross Abstract: Estimating covariance matrices is fundamental to a wide range of statistical applications. This paper studies minimax and adaptive estimation of high-dimensional covariance matrices under $\rho$-zero-concentrated differential privacy ($\rho$-
arXiv:2609.31458v1 Announce Type: cross Abstract: Transformers have become a central architecture for in-context learning (ICL), particularly through their state-of-the-art performance in large language models. This success motivates understanding how transformers exploit task-relevant structure in
arXiv:2609.30877v1 Announce Type: cross Abstract: We study whether the linear condition-number dependence in the stochastic complexity of SAPD+ is necessary for nonconvex-strongly-concave minimax optimization. For jointly $L$-smooth objectives with dual strong-concavity parameter $\mu$, we prove a l
arXiv:2609.27860v1 Announce Type: new Abstract: A pointwise-unbiased one-bit compressor reconstructs every real input in expectation while transmitting one bit. For a scalar source $P$ with CDF $F$, mean $m$, and $\mathcal J(P)=\int_{\mathbb R}\sqrt{F(r)(1-F(r))}\,dr$, we prove that the infimum of t
arXiv:2609.25710v1 Announce Type: cross Abstract: The statistical accuracy of neural networks depends on both their approximation power and the complexity of the class fitted from data. While increasing network size is a natural way to improve approximation, parameter magnitude provides another reso
arXiv:2609.24929v1 Announce Type: cross Abstract: In this paper, we study nonasymptotic $L^p$ error bounds for interval length and conditional coverage in split conformalized quantile regression (CQR). Our bounds rely on local regularity conditions and accuracy guarantees for the estimated quantiles
arXiv:2609.22690v1 Announce Type: new Abstract: We develop an index policy for finite-horizon Bernoulli multi-armed bandits from minimax solutions to single-arm bandit (SAB) problems. Each SAB problem involves choosing between an unknown Bernoulli arm and a known reward. We show that minimizing wors
arXiv:2609.21747v1 Announce Type: cross Abstract: We develop single-loop stochastic projected damped extragradient methods for stochastic nonconvex--(strongly) concave minimax optimization, with complexity guarantees for both game stationarity (GS) and optimization stationarity (OS). Our approach co
arXiv:2609.20327v1 Announce Type: cross Abstract: We study smooth strongly convex--strongly concave minimax optimization with general nonlinear coupling in the deterministic unconstrained setting. We propose a pure single-loop damped extragradient method with fixed parameters and two new full-gradie
arXiv:2609.20353v1 Announce Type: new Abstract: We study repeated contract design when a principal observes outcomes but not the actions that generate them. The principal may use any bounded outcome-contingent payment vector, and the agent's best response can make expected profit discontinuous in th
arXiv:2607.29245v2 Announce Type: replace-cross Abstract: We study expected improvement (EI) for minimizing a deterministic function $f$ in the RKHS $\mathcal H_k$ of a continuous positive-semidefinite kernel $k$ on a nonempty compact set $\mathcal X\subset\mathbb R^d$. Function values are observed
arXiv:2609.18131v1 Announce Type: cross Abstract: In this paper, we present a Mixture-of-Experts (MoE) quantization method based on activation entropy. Although quantization reduces memory and computational costs, it can substantially degrade performance. In particular, performance decline is pronou
arXiv:2609.17973v1 Announce Type: cross Abstract: We introduce a new single-loop algorithmic framework for smooth nonconvex--concave minimax optimization. The resulting projected damped extragradient method combines projected extragradient updates, dual momentum, and a moving proximal center. Under
arXiv:2402.04691v5 Announce Type: replace-cross Abstract: This study investigates the use of stochastic gradient descent (SGD) to learn operators between general Hilbert spaces. We study weak and strong regularity conditions for the target operator that characterize its structure and complexity. Und
arXiv:2609.14141v1 Announce Type: cross Abstract: We study a class of distributionally robust optimization (DRO) problems for the statistical risk problem, formulated as minimax problems over the product of a Euclidean space and a Riemannian manifold. Because the resulting minimax landscape is nonco