arXiv subjects

Dino Sejdinovic

Publications and source records attributed to Dino Sejdinovic.

At least 19 recordsLinked to original sources

arXiv2026

When Routine Operations Break Architectural Pattern Relationships in LLM Agent Harnesses

LLM agent harnesses distribute tool mediation, state management and safety guardrails across native services, independently written plugins and configuration. Routine operations can change the runtime order or retained state that architectural pattern relationships require, without any code change. We study five relationships associated with the Guardrail Enforcement Point, Autonomy Controller and Blackboard patterns across five released harnesses, analysing a main sample of fourteen independently written plugins. Using PatternOps, our assessment procedure, we trace requirements from pattern descriptions, provider documentation and deployment profiles to the providers that realise them and the records that decide them. We then compare alternative allocations under supported operations. Such operations broke relationships silently: after a plugin was reapplied or an allow rule saved, policy stopped evaluating edits while every plugin stayed active, and a prohibited edit executed. Which alternatives qualified depended on the requirement. Allocations that kept the required order, or kept or rebuilt the needed state, held on their tested paths and operation sequences, while others prevented prohibited effects but missed edits rejected elsewhere. In these harnesses, a pattern relationship is a property of the running system and its history, so architects should evaluate it against the decision paths, state lifetimes and operation sequences their deployments use.

cs.SE↗

arXiv2026

Harnessing Agent Skills: Architectural Patterns and a Reference Architecture for Skill-Mediated LLM Agents

CONTEXT: Agent skills package reusable behavioural guidance and resources that large language model agents load or apply during a run. Within the agent harness, agent skill harnessing comprises connected architectural responsibilities that govern which skills enter a run, which actions they can cause, and how their use is recorded and informs revision. OBJECTIVES: We identify architectural patterns for agent skill harnessing and organise their responsibilities into a reference architecture that makes these connections explicit. METHODS: A multivocal literature review covered 36 practitioner systems and 51 academic papers; we consolidated practices into patterns and derived the reference architecture from patterns, source evidence, and architectural reasoning. We evaluated the reference architecture by mapping eight systems and applying it in Deep Agents and Hermes Agent. RESULTS: Ten patterns cover skill supply and activation, skill declarations and execution authority, verification and recording of skill use, and run evidence feeding repair and governed revision. The reference architecture organises their responsibilities into four layers (Supply Chain, Mediation, Execution Control, Evidence & Feedback) and two cross-cutting substrates, separating permission determination from enforcement and routing persistent revisions through acceptance. Mapping eight systems showed the first three layers broadly realised and 14 of 15 partial or unestablished ratings in Evidence \& Feedback. Applying the architecture in Deep Agents and Hermes Agent turned requirements into checks that exposed a shell route outside the file-tool rules and a preview--apply mismatch. CONCLUSION: The patterns and reference architecture support comparing implementations and turning requirements into responsibility allocations and checks.

cs.AI↗

arXiv2026

Does the Judge See What the Evaluation Requires? Input Assurance for LLM Agent Evaluation

An LLM judge assesses agent steps from text packets. A renderer converts recorded runs into these packets, while software checkers test records and packets against requirements. We ask what evidence shows a packet is what the evaluation requires and propose four input-assurance obligations: required content survives rendering, checkers cover their requirements, a failed check stops later use and the judge reads the bytes last checked. In one pipeline with 30 trajectories, matching hashes, passing checkers and successful staging (copying packets for the judge) coexisted with violations of all four obligations, the last two in integration tests. The renderer omitted every structured tool call, leaving 53 of 60 judged steps blank despite matching hashes. For one judge configuration, later context raised error flags by 13 more on error than on correct steps. Restoring every call reduced this contrast to 2, a reduction of 11 (0.37 per trajectory, 95% cluster-bootstrap interval 0.17 to 0.53). In packets ending at the judged step, that configuration abstained at least once on every blank step, while the other four sometimes abstained but also flagged blank error and correct steps. Both separately written checkers accepted an unmatched tool result. In integration tests, a stub replacing the judge read a failed build's packet and a copy changed after staging. Three added controls stopped 18 of 19 constructed fault cases before the stub read any packet. The remaining stale script never ran. We turn the obligations into four tests and plan to evaluate their transfer to independent pipelines.

cs.SE↗

arXiv2026

Measuring Differences between Conditional Distributions using Kernel Embeddings

Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions in a reproducing kernel Hilbert space (RKHS) provide powerful non-parametric techniques, the existing literature remains fragmented and lacks a unified theoretical treatment. This paper addresses this gap by establishing a coherent framework for studying kernel-based methods to measure divergence between conditional distributions through what we refer to as conditional maximum mean discrepancy (CMMD). The CMMD consists of a family of metrics which we call levels, with three special cases each using a different type of RKHS embedding: CMMD$_0$ (conditional mean operators), CMMD$_1$ (conditional mean embeddings), and CMMD$_2$ (joint mean embeddings). We additionally introduce a general level $s$ CMMD, clarifying the required assumptions, and establishing mathematical connections between the levels through the lens of operator-based smoothing. In addition to reviewing previously proposed estimators, we introduce a novel doubly robust estimator for the CMMD that maintains consistency provided the product of errors of the underlying models reduces sufficiently fast. We provide numerical experiments demonstrating that the CMMD effectively captures complex conditional dependencies for statistical testing.

stat.ML↗

arXiv2026

Gaussian Processes and Reproducing Kernel Hilbert Spaces: Connections and Equivalences

This monograph studies the relations between two approaches using positive definite kernels: probabilistic methods using Gaussian processes, and non-probabilistic methods using reproducing kernel Hilbert spaces (RKHS). They are widely studied and used in machine learning, statistics, and numerical analysis. We study connections and equivalences for fundamental topics such as regression, interpolation, numerical integration, distributional discrepancies, and statistical dependence, as well as sample path properties of Gaussian processes. A unifying perspective for these equivalences is established, based on the equivalence between the Gaussian Hilbert space and the RKHS. The monograph serves as a basis to bridge many other methods based on Gaussian processes and reproducing kernels, which are developed in parallel by the two research communities.

stat.ML↗

arXiv2026

TimeLAVA: Learning-Agnostic Valuation for Time Series Data

Data valuation quantifies the intrinsic quality of individual samples to enable principled data curation, quality control, and robust learning. For time series in critical domains such as healthcare, finance, and industrial monitoring, effective valuation methods are essential yet fundamentally lacking. Existing approaches are either model-dependent, limiting their generalizability, or designed for i.i.d. data and thus fail to capture temporal dependencies, multi-scale patterns, and non-stationary dynamics inherent to sequential data. We introduce TimeLAVA, a learning-agnostic framework that values temporal segments by their marginal contribution to minimizing distributional discrepancy between evaluated and reference data. At its core is a novel Selective Wavelet-based Wasserstein discrepancy combining multi-scale wavelet transforms for temporal localization with unbalanced optimal transport for robustness to distributional shifts. Segment values are efficiently computed via sensitivity analysis without requiring model training and aggregated into point-wise scores. We provide theoretical guarantees linking valuation to model-agnostic generalization and prove bounded sensitivity to outlier contamination. Extensive experiments across anomaly detection, data pruning, and label noise detection demonstrate that TimeLAVA produces significantly more informative value scores than existing methods on diverse real-world datasets.

stat.ML↗

arXiv2026

Instrumental and Proximal Causal Inference with Gaussian Processes

Instrumental variable (IV) and proximal causal learning (Proxy) methods are central frameworks for causal inference in the presence of unobserved confounding. Despite substantial methodological advances, existing approaches rarely provide reliable epistemic uncertainty (EU) quantification. We address this gap through a Deconditional Gaussian Process (DGP) framework for uncertainty-aware causal learning. Our formulation recovers popular kernel estimators as the posterior mean, ensuring predictive precision, while the posterior variance yields principled and well-calibrated EU. Moreover, the probabilistic structure enables systematic model selection via marginal log-likelihood optimization. Empirical results demonstrate strong predictive performance alongside informative EU quantification, evaluated via empirical coverage frequencies and decision-aware accuracy rejection curves. Together, our approach provides a unified, practical solution for causal inference under unobserved confounding with reliable uncertainty.

stat.ML↗

arXiv2026

Uncertainty-Guided Edge Learning for Deep Image Regression in Remote Sensing

Edge learning refers to training machine learning models deployed on edge platforms, typically using new data accumulated onboard. The computational limitations on edge devices affect not only model optimisation, but also calculation of the predictive uncertainty of the current model on the unlabelled data, which is vital for informing model updating. In this paper, we investigate edge learning in the context of performing deep image regression on a remote sensing satellite, where a deep network is executed by an onboard computer to regress a scalar $y$ from an input image, e.g., $y$ is the percentage of pixels indicating cloud coverage or land use. We propose an uncertainty-guided edge learning (UGEL) algorithm that can accurately prioritise the data to speed up training convergence of the on-board regression model. Underpinning UGEL is the calculation of predictive uncertainty based on deep beta regression, where a deep network is used to estimate the parameters of a beta distribution for which the target $y$ for an input image has a high likelihood. Compared to established methods for uncertainty estimation that are either too costly on edge devices (e.g., require many forward passes per sample) or make strict assumptions on the predictive distribution (e.g., Gaussian), deep beta regression is computable in a single forward pass and allows more general predictive distributions. Results show that UGEL delivers faster-converging edge learning than active or semi-supervised learning. Code and models are publicly available at https://github.com/anh-vunguyen/UGEL.

cs.CV↗

arXiv2026

Uncertainty Propagation in LLM-Based Systems

Uncertainty in large language model (LLM)-based systems is often studied at the level of a single model output, yet deployed LLM applications are compound systems in which uncertainty is transformed and reused across model internals, workflow stages, component boundaries, persistent state, and human or organisational processes. Without principled treatment of how uncertainty is carried and reused across these boundaries, early errors can propagate and compound in ways that are difficult to detect and govern. This paper develops a systems-level account of uncertainty propagation. It introduces a conceptual framing for characterising propagated uncertainty signals, presents a structured taxonomy spanning intra-model (P1), system-level (P2), and socio-technical (P3) propagation mechanisms, synthesises cross-cutting engineering insights, and identifies five open research challenges.

cs.SE↗

arXiv2026

The Generalised Kernel Covariance Measure

We consider the problem of conditional independence (CI) testing and adopt a kernel-based approach. Kernel-based CI tests embed variables in reproducing kernel Hilbert spaces, regress their embeddings on the conditioning variables, and test the resulting residuals for marginal independence. This approach yields tests that are sensitive to a broad range of conditional dependencies. Existing methods, however, rely heavily on kernel ridge regression, which is computationally expensive when properly tuned and yields poorly calibrated tests when left untuned, which limits their practical usefulness. We propose the Generalised Kernel Covariance Measure (GKCM), a regression-model-agnostic kernel-based CI test that accommodates a broad class of regression estimators. Building on the Generalised Hilbertian Covariance Measure framework (Lundborg et al., 2022), we characterise conditions under which GKCM satisfies uniform asymptotic level guarantees. In simulations, GKCM paired with tree-based regression models frequently outperforms state-of-the-art CI tests across a diverse range of data-generating processes, achieving better type I error control and competitive or superior power.

stat.ML↗

arXiv2026

Observationally Informed Adaptive Causal Experimental Design

Randomized Controlled Trials (RCTs) represent the gold standard for causal inference yet remain a scarce resource. While large-scale observational data is often available, it is utilized only for retrospective fusion, and remains discarded in prospective trial design due to bias concerns. We argue this "tabula rasa" data acquisition strategy is fundamentally inefficient. In this work, we propose Active Residual Learning, a new paradigm that leverages the observational model as a foundational prior. This approach shifts the experimental focus from learning target causal quantities from scratch to efficiently estimating the residuals required to correct observational bias. To operationalize this, we introduce the R-Design framework. Theoretically, we establish two key advantages: (1) a structural efficiency gap, proving that estimating smooth residual contrasts admits strictly faster convergence rates than reconstructing full outcomes; and (2) information efficiency, where we quantify the redundancy in standard parameter-based acquisition (e.g., BALD), demonstrating that such baselines waste budget on task-irrelevant nuisance uncertainty. We propose R-EPIG (Residual Expected Predictive Information Gain), a unified criterion that directly targets the causal estimand, minimizing residual uncertainty for estimation or clarifying decision boundaries for policy. Experiments on synthetic and semi-synthetic benchmarks demonstrate that R-Design significantly outperforms baselines, confirming that repairing a biased model is far more efficient than learning one from scratch.

stat.ML↗

arXiv2025

All Models Are Miscalibrated, But Some Less So: Comparing Calibration with Conditional Mean Operators

When working in a high-risk setting, having well calibrated probabilistic predictive models is a crucial requirement. However, estimators for calibration error are not always able to correctly distinguish which model is better calibrated. We propose the \emph{conditional kernel calibration error} (CKCE) which is based on the Hilbert-Schmidt norm of the difference between conditional mean operators. By working directly with the definition of strong calibration as the distance between conditional distributions, which we represent by their embeddings in reproducing kernel Hilbert spaces, the CKCE is less sensitive to the marginal distribution of predictive models. This makes it more effective for relative comparisons than previously proposed calibration metrics. Our experiments, using both synthetic and real data, show that CKCE provides a more consistent ranking of models by their calibration error and is more robust against distribution shift.

stat.ML↗

arXiv2025

ActiveCQ: Active Estimation of Causal Quantities

Estimating causal quantities (CQs) typically requires large datasets, which can be expensive to obtain, especially when measuring individual outcomes is costly. This challenge highlights the importance of sample-efficient active learning strategies. To address the narrow focus of prior work on the conditional average treatment effect, we formalize the broader task of Actively estimating Causal Quantities (ActiveCQ) and propose a unified framework for this general problem. Built upon the insight that many CQs are integrals of regression functions, our framework models the regression function with a Gaussian Process. For the distribution component, we explore both a baseline using explicit density estimators and a more integrated method using conditional mean embeddings in a reproducing kernel Hilbert space. This latter approach offers key advantages: it bypasses explicit density estimation, operates within the same function space as the GP, and adaptively refines the distributional model after each update. Our framework enables the principled derivation of acquisition strategies from the CQ's posterior uncertainty; we instantiate this principle with two utility functions based on information gain and total variance reduction. A range of simulated and semi-synthetic experiments demonstrate that our principled framework significantly outperforms relevant baselines, achieving substantial gains in sample efficiency across a variety of CQs.

stat.ML↗

arXiv2025

Causal-EPIG: A Prediction-Oriented Active Learning Framework for CATE Estimation

Estimating the Conditional Average Treatment Effect (CATE) is often constrained by the high cost of obtaining outcome measurements, making active learning essential. However, conventional active learning strategies suffer from a fundamental objective mismatch. They are designed to reduce uncertainty in model parameters or in observable factual outcomes, failing to directly target the unobservable causal quantities that are the true objects of interest. To address this misalignment, we introduce the principle of causal objective alignment, which posits that acquisition functions should target unobservable causal quantities, such as the potential outcomes and the CATE, rather than indirect proxies. We operationalize this principle through the Causal-EPIG framework, which adapts the information-theoretic criterion of Expected Predictive Information Gain (EPIG) to explicitly quantify the value of a query in terms of reducing uncertainty about unobservable causal quantities. From this unified framework, we derive two distinct strategies that embody a fundamental trade-off: a comprehensive approach that robustly models the full causal mechanisms via the joint potential outcomes, and a focused approach that directly targets the CATE estimand for maximum sample efficiency. Extensive experiments demonstrate that our strategies consistently outperform standard baselines, and crucially, reveal that the optimal strategy is context-dependent, contingent on the base estimator and data complexity. Our framework thus provides a principled guide for sample-efficient CATE estimation in practice.

stat.ML↗

arXiv2025

Indirect Query Bayesian Optimization with Integrated Feedback

We develop the framework of Indirect Query Bayesian Optimization (IQBO), a new class of Bayesian optimization problems where the integrated feedback is given via a conditional expectation of the unknown function $f$ to be optimized. The underlying conditional distribution can be unknown and learned from data. The goal is to find the global optimum of $f$ by adaptively querying and observing in the space transformed by the conditional distribution. This is motivated by real-world applications where one cannot access direct feedback due to privacy, hardware or computational constraints. We propose the Conditional Max-Value Entropy Search (CMES) acquisition function to address this novel setting, and propose a hierarchical search algorithm with multi-resolution feedback to improve computational efficiency. We show regret bounds for our proposed methods and demonstrate the effectiveness of our approaches on simulated optimization tasks.

cs.LG↗

arXiv2025

Label Distribution Learning using the Squared Neural Family on the Probability Simplex

Label distribution learning (LDL) provides a framework wherein a distribution over categories rather than a single category is predicted, with the aim of addressing ambiguity in labeled data. Existing research on LDL mainly focuses on the task of point estimation, i.e., finding an optimal distribution in the probability simplex conditioned on the given sample. In this paper, we propose a novel label distribution learning model SNEFY-LDL, which estimates a probability distribution of all possible label distributions over the simplex, by unleashing the expressive power of the recently introduced Squared Neural Family (SNEFY), a new class of tractable probability models. As a way to summarize the fitted model, we derive the closed-form label distribution mean, variance and covariance conditioned on the given sample, which can be used to predict the ground-truth label distributions, construct label distribution confidence intervals, and measure the correlations between different labels. Moreover, more information about the label distribution prediction uncertainties can be acquired from the modeled probability density function. Extensive experiments on conformal prediction, active learning and ensemble learning are conducted, verifying SNEFY-LDL's great effectiveness in LDL uncertainty quantification. The source code of this paper is available at https://github.com/daokunzhang/SNEFY-LDL.

cs.LG↗

arXiv2025

Real-time small area estimation of food security in Zimbabwe: integrating mobile-phone and face-to-face surveys using joint multilevel regression and poststratification

Real-time, fine-grained monitoring of food security is essential for enabling timely and targeted interventions, thereby supporting the global goal of achieving zero hunger - a key objective of the 2030 Agenda for Sustainable Development. Mobile phone surveys provide a scalable and temporally rich data source that can be tailored to different administrative levels. However, due to cost and operational constraints, maintaining high-frequency data collection while ensuring representativeness at lower administrative levels is often infeasible. We propose a joint multilevel regression and poststratification (jMRP) approach that combines high-frequency and up-to-date mobile phone survey data, designed for higher administrative levels, with an annual face-to-face survey representative at lower levels to produce reliable food security estimates at spatially and temporally finer scales than those originally targeted by the surveys. This methodology accounts for systematic differences in survey responses due to modality and socio-economic characteristics, reducing both sampling and modality bias. We implement the approach in a fully Bayesian manner to quantify uncertainty. We demonstrate the effectiveness of our method using data from Zimbabwe, thus offering a cost-effective solution for real-time monitoring and strengthening decision-making in resource-constrained settings.

stat.AP↗

arXiv2025

Squared families: Searching beyond regular probability models

We introduce squared families, which are families of probability densities obtained by squaring a linear transformation of a statistic. Squared families are singular, however their singularity can easily be handled so that they form regular models. After handling the singularity, squared families possess many convenient properties. Their Fisher information is a conformal transformation of the Hessian metric induced from a Bregman generator. The Bregman generator is the normalising constant, and yields a statistical divergence on the family. The normalising constant admits a helpful parameter-integral factorisation, meaning that only one parameter-independent integral needs to be computed for all normalising constants in the family, unlike in exponential families. Finally, the squared family kernel is the only integral that needs to be computed for the Fisher information, statistical divergence and normalising constant. We then describe how squared families are special in the broader class of $g$-families, which are obtained by applying a sufficiently regular function $g$ to a linear transformation of a statistic. After removing special singularities, positively homogeneous families and exponential families are the only $g$-families for which the Fisher information is a conformal transformation of the Hessian metric, where the generator depends on the parameter only through the normalising constant. Even-order monomial families also admit parameter-integral factorisations, unlike exponential families. We study parameter estimation and density estimation in squared families, in the well-specified and misspecified settings. We use a universal approximation property to show that squared families can learn sufficiently well-behaved target densities at a rate of $\mathcal{O}(N^{-1/2})+C n^{-1/4}$, where $N$ is the number of datapoints, $n$ is the number of parameters, and $C$ is some constant.

stat.ML↗