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arXiv2026

A Complete Characterization of Tensorizable $f$-divergences

Csiszar's formulation of the $f$-divergence introduced a vast family of functionals for quantifying dissimilarity between probability distributions. However, many applications in statistics and information theory rely only on a few $f$-divergences, such as the Kullback-Leibler divergence, the $χ^2$-divergence, and the squared Hellinger distance. These divergences are especially useful because they admit simple compositional formulas under product measures, a property sometimes referred to as tensorization. In this work, we refine a formalism of tensorization previously introduced in the literature. Then, we show that any possible tensorization formula has a multi-affine form characterized by a single parameter, and identify all tensorizable $f$-divergences under our adopted notion of tensorization.

cs.IT↗

arXiv2026

Sharp mean-field analysis of permutation mixtures and permutation-invariant decisions

We develop sharp bounds on the statistical distance between high-dimensional permutation mixtures and their i.i.d. counterparts. Our approach establishes a new geometric link between the spectrum of a complex channel overlap matrix and the information geometry of the channel, yielding tight dimension-independent bounds that close gaps left by previous work. Within this geometric framework, we also derive dimension-dependent bounds that uncover phase transitions in dimensionality for Gaussian and Poisson families. Applied to compound decision problems, this refined control of permutation mixtures enables sharper mean-field analyses of permutation-invariant decision rules, yielding strong non-asymptotic equivalence results between two notions of compound regret in Gaussian and Poisson models.

math.ST↗

arXiv2026

Sharp Restricted Isometry Thresholds for Global Minima of Rank-Restricted Matrix LASSO

We determine the sharp restricted isometry threshold for recovery at global minima of the rank-restricted matrix LASSO. For target rank $r_{\star}$, if the rank-$k$ RIP constant satisfies $δ<δ_{\mathrm{sharp}}(k/r_{\star})$, where $δ_{\mathrm{sharp}}(t)=t/(4-t)$ for $0<t<4/3$ and $δ_{\mathrm{sharp}}(t)=\sqrt{(t-1)/t}$ for $t\ge4/3$, then every global minimizer has Frobenius error $\lesssim\sqrt{r_{\star}}λ$ for all $λ\gtrsim\|\mathcal{A}^{*}(ξ)\|_{\mathrm{op}}$ and at every search rank $r\ge r_{\star}$. The constants depend only on the RIP constant and $t=k/r_{\star}$, and in particular are independent of the search rank. When the rank restriction is inactive, the result specializes to the ordinary convex matrix LASSO. We also obtain the analogous results for sparsity-restricted vector LASSO. Conversely, we show that the threshold $δ<δ_{\mathrm{sharp}}(k/r_{\star})$ cannot be improved, due to the existence of counterexamples whose global minimizers fail to recover the ground truth.

stat.ML↗

arXiv2026

Sub-Gaussian Concentration and Entropic Normality of the Maximum Likelihood Estimator

It is well known that, under standard regularity conditions, the maximum likelihood estimator (MLE) satisfies a central limit theorem and converges in distribution to a Gaussian random variable as the sample size grows. This paper strengthens this classical result by developing several stronger forms of asymptotic normality for the normalized MLE. With additional assumptions on the score, we first establish sub-Gaussian tail bounds and convergence of all moments for the normalized estimation error. We then prove an entropic central limit theorem for a smoothed version of the estimator, showing convergence in relative entropy to the limiting Gaussian law. When the Fisher information of the normalized estimate is bounded, or its density has bounded first derivative, we further show that the smoothing can be removed, yielding entropic normality of the MLE itself. The proofs develop auxiliary tools that may be of independent interest, including exponential consistency bounds, high-moment estimates, and entropy-control arguments for the estimator.

cs.IT↗

arXiv2026

A composite generalization of Ville's martingale theorem using e-processes

We provide a composite version of Ville's theorem that an event has zero measure if and only if there exists a nonnegative martingale which explodes to infinity when that event occurs. This is a classic result connecting measure-theoretic probability to the sequence-by-sequence game-theoretic probability, recently developed by Shafer and Vovk. Our extension of Ville's result involves appropriate composite generalizations of nonnegative martingales and measure-zero events: these are respectively provided by ``e-processes'', and a new inverse capital outer measure. We then develop a novel line-crossing inequality for sums of random variables which are only required to have a finite first moment, which we use to prove a composite version of the strong law of large numbers (SLLN). This allows us to show that violation of the SLLN is an event of outer measure zero and that our e-process explodes to infinity on every such violating sequence, while this is provably not achievable with a nonnegative (super)martingale.

math.PR↗

arXiv2026

Coherent information deletion: Bayes' theorem and generalized Bayesian unlearning

Bayes' theorem admits an information-processing interpretation due to Zellner (1988): under the Shannon-information criterion, the posterior is the unique rule that processes prior and data information without information loss. We revisit these ideas, but from the perspective of information deletion. Given a posterior based on a complete dataset, what distribution should replace it when a subset of the data is removed? We define information deletion using the same information conservation principle as Zellner (1988), and show that the optimalpost-deletion distribution is exactly the leave-data-out posterior. We then extend the framework beyond likelihood-based inference from Bayes to the generalized Bayesian updating of Bissiri et al. (2016) based on loss functions. We introduce a sequential coherence requirement for deletion, under which, removing two pieces of information jointly is equivalent to removing them successively. The resulting coherent deletion rule exactly recovers the generalized Bayesian posterior based only on the retained data. Restricting these optimization problems to variational families yields corresponding formulations of variational Bayesian and generalized Bayesian unlearning.

stat.ME↗

arXiv2026

Branch Scaling Manifests as Implicit Architectural Regularization for Improving Generalization in Overparameterized ResNets

Scaling factors in residual branches have emerged as a prevalent method for boosting neural network performance, especially in normalization-free architectures. While prior work has primarily examined scaling effects from an optimization perspective, this paper investigates their role in residual architectures through the lens of generalization theory. Specifically, we establish that wide residual networks (ResNets) with constant scaling factors become asymptotically unlearnable as depth increases. In contrast, when the scaling factor exhibits rapid depth-wise decay combined with early stopping, over-parameterized ResNets achieve minimax-optimal generalization rates. To establish this, we demonstrate that the generalization capability of wide ResNets can be approximated by kernel regression associated with the Neural Tangent Kernel (NTK). Our theoretical findings are validated through experiments on synthetic data and real-world classification tasks, including MNIST and CIFAR-100.

cs.LG↗

arXiv2026

Generalized Splines and Gaussian Processes

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

math.ST↗

arXiv2026

Bellman-sufficient Information Complexity

We introduce Bellman-sufficient information complexity for minimax analysis of sequential decision problems. A Bellman-sufficient state retains enough of the history to close the controlled recursion, while an index $Y=χ(Ω)$ specifies the decision-relevant information being charged. The upper bound is a log-penalized Bellman program; the lower bound is a Bellman--Fano comparison along an algorithm-dependent reference trajectory. If the two values match at a common localization scale and the stated admissibility, calibration, and growth conditions hold, they form an information-risk sandwich. UCB, E2D, and AMS/EBO control or relax the upper Bellman bracket in different ways. For the main application, we give a negative answer to a widely studied form of the GP--UCB minimax-optimality question. For every $0<α<1/4$, we construct one bounded continuous kernel whose minimax regret is $Θ(T^{1-α})$ along an infinite sequence of horizons, while two globally calibrated GP--UCB rules incur linear regret under one fixed truth. An epochwise finite-marginal action-index AIR Bellman policy, implemented through robust AIR/AMS/EBO control, attains the minimax order. The construction separates realized information from the cost of uniform optimism: many low-value directions inflate the exploration multiplier and change the trajectory. Through the canonical RKHS feature map, it also yields a finite-horizon polynomial minimax separation for the specified maximal-information-calibrated LinUCB rule. A reproducible experiment illustrates the mechanism.

cs.LG↗

arXiv2026

Improved $\ell_0$-Isoperimetry for Convex Bodies via Mass Transport

We study $\ell_0$ isoperimetry for a convex body $K\subset \mathbb{R}^n$, $n\ge2$. For a Borel set $S\subset K$, let $\partial_0^K S$ be the set of points in $K \setminus S$ that can be reached from $S$ by changing at most one coordinate (i.e. the $\ell_0$ boundary of $S$). Suppose that, for some unconditional convex body $Q \subset \mathbb{R}^n$, numbers $r,R>0$, and possibly different centers $x_0,y_0$, \[ x_0+rQ \subset K\subset y_0+RQ. \] Writing $s=\text{vol}(S)/\text{vol}(K)$, we prove that whenever $0 0$ is an absolute constant. Consequently, the associated $\ell_0$-isoperimetric coefficient is at least $cr/(n^2R)$. Previous direct lower bounds were only known for $\ell_2$ and $\ell_\infty$ regularity whereas our lower bound holds directly for any $Q$-regularity, where $Q$ is an unconditional convex body. Compared to $\ell_2$ and $\ell_\infty$ regularity, our lower bound result improves upon the previously best known lower bounds, for any $s$, by a factor of $n$. As an application of our result, we give improved mixing time bounds for the Coordinate Hit and Run walk (CHAR). Our proof of the lower bound is based on a modification of the method of canonical paths applied to a continuous Hamming graph over our convex body. Our construction of canonical paths can be viewed as a suitable coordinate discretization of certain mass transport maps from $S$ to $S^c$. We also give complementary upper-bounds for any $Q$-regularity, with an overall factor of $n$ gap between the two.

math.FA↗

arXiv2026

Robust Assortment Optimization from Observational Data

Assortment optimization is a fundamental challenge in modern retail and recommendation systems, where the goal is to select a subset of products that maximizes expected revenue under complex customer choice behaviors. While recent advances in data-driven methods have leveraged historical data to learn and optimize assortments, these approaches typically rely on strong assumptions -- namely, the stability of customer preferences and the correctness of the underlying choice models. However, such assumptions frequently break in real-world scenarios due to preference shifts and model misspecification, leading to poor generalization and revenue loss. Motivated by this limitation, we propose a robust framework for data-driven assortment optimization that accounts for potential distributional shifts in customer choice behavior. Our approach models potential preference shift from a nominal choice model that generates data and seeks to maximize worst-case expected revenue. We first establish the computational tractability of robust assortment planning when the nominal model is known, then advance to the data-driven setting, where we design statistically optimal algorithms that minimize the data requirements while maintaining robustness. Our theoretical analysis provides both upper bounds and matching lower bounds on the sample complexity, offering theoretical guarantees for robust generalization. Notably, we uncover and identify the notion of ``robust item-wise coverage'' as the minimal data requirement to enable sample-efficient robust assortment learning. Our work bridges the gap between robustness and statistical efficiency in assortment learning, contributing new insights and tools for reliable assortment optimization under uncertainty.

stat.ML↗

arXiv2026

3D Uncertainty Quantification for Photoacoustic Tomography

Photoacoustic tomography (PAT) is a promising modality for high-resolution biomedical imaging, motivating the need for reliable uncertainty quantification (UQ) of reconstructed images. Bayesian approaches provide a rigorous framework for UQ but remain computationally challenging for realistic three-dimensional PAT and are sensitive to numerical approximations in the governing wave equation. We develop a finite-element Bayesian UQ framework for PAT that accommodates complex computational domains and detector geometries while enabling large-scale three-dimensional inference. The proposed methodology reformulates the randomize-then-optimize (RTO) sampling strategy as a matrix-free algorithm that generates independent posterior samples using only forward and adjoint wave propagations. Particular attention is given to constructing an adjoint discretization that forms an exact transpose pair with the discrete forward operator while remaining consistent with the continuous PAT adjoint, enabling efficient least-squares solvers within the sampling procedure. We investigate the influence of temporal discretization, artificial boundary conditions, and adjoint consistency on posterior uncertainty and identify discretization strategies that avoid numerical artifacts. The framework is validated against exact posterior statistics, existing Bayesian PAT methods, and Hamiltonian Monte Carlo using the No-U-Turn Sampler (NUTS), and is demonstrated on a three-dimensional problem with approximately $2\times 10^5$ unknowns on a general finite-element domain. To the best of our knowledge, this is the first large-scale Bayesian PAT study on general three-dimensional finite-element geometries, and the methodology extends naturally to a broad class of linear PDE-constrained inverse problems.

math.NA↗

arXiv2026

Probabilistic Symbolic Regression for Equation Discovery via Operator-induced and Regularized Symbolic Forests

Symbolic regression has emerged as a powerful tool for artificial intelligence-driven scientific discovery by learning interpretable analytical expressions that reveal governing relationships directly from data. Existing methods, however, often rely on heuristic search, struggle to balance predictive accuracy with expression complexity in noisy settings, and offer limited characterization of symbolic uncertainty. Probabilistic approaches that address these challenges in a unified manner remain underexplored. We introduce a probabilistic symbolic regression framework that represents mathematical expressions as ensembles of symbolic trees. A regularizing prior over tree topology controls expression complexity, while an Occam's window-based posterior summary captures uncertainty across multiple plausible symbolic models. Given the limited existing theoretical treatment of symbolic regression, we develop posterior concentration guarantees when symbolic expressions approximate the underlying relationship arbitrarily well, with a near-parametric rate when an exact finite formula exists. Additionally, we establish a sharp oracle concentration result under symbolic misspecification. Comparisons of our proposed framework with state-of-the-art competitors demonstrate superior predictive accuracy, optimal symbolic complexity, and stable structural recovery when learning benchmark scientific equations, together with the identification of scientifically interpretable descriptor formulas in a challenging materials discovery application.

stat.ME↗

arXiv2026

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

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

stat.ML↗

arXiv2026

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

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

stat.ML↗

arXiv2026

The Value of Depth in Message Passing on Sparse Graphs: A Kesten-Stigum Dichotomy

How deep does a graph neural network need to be on a sparse graph? We study its purest statistical form: node classification on the sparse contextual stochastic block model (CSBM) with average degree $Δ=O(1)$, whose local weak limit is a broadcast-labelled Poisson Galton-Watson tree. Prior work derived a message-passing classifier $h_\ell$ that aggregates from each vertex at distance $k\le\ell$ the attenuated evidence $2\operatorname{artanh}(γ^k t(X_v))$, with $γ$ the edge signal and $t$ a bounded likelihood-ratio transform of the feature. We prove that the value of depth is governed by a single number, the Kesten-Stigum ratio $κ=γ^2Δ$. Below the threshold ($κ<1$), the error sequence is Cauchy at a geometric rate, $|\mathcal{E}(\ell)-\mathcal{E}(\ell')|\le Cκ^{(\ell+1)/3}$ for all $\ell'>\ell$, so all layers beyond depth $O(\log(1/ε))$ change the error by less than $ε$; conversely, under mild regularity each sufficiently deep layer still flips the decision with probability at least $cκ^{\ell/2}$, the empirically sharp exponent. Above the threshold ($κ>1$), depth is geometrically productive: $\mathcal{E}(\ell)$ is driven to a branching-process floor of order at most $1/(κ-1)$ at any geometric rate $κ^{-s\ell}$, $s<1$ (this bound has content only for $κ>17$). No local classifier of any depth beats the universal floor $e^{-Δ}Φ(-ζ)$ set by isolated roots ($ζ$ the feature signal-to-noise ratio), while the first layer provably helps by an explicit total-variation amount. Simulations with an exact belief-propagation baseline on the same trees show that the pairwise rule's error curve is mildly non-monotone in $\ell$, so an optimal finite depth exists (an exact instance is certified in the appendix), while BP saturates strictly faster, at an effective per-layer ratio below $κ$ that we identify.

math.ST↗

arXiv2026

Compact and Infinite-Order Error Analysis for Null-Space SVD Estimation

We study null-space estimation from a noisy matrix. For a simple left null space, we first derive an exact compact expression for the error of the smallest left singular vector. We then give an all-order series for the SVD vector and projector, followed by compact and consistently truncated series forms for the fixed-realization empirical risk and conditional population generalization risk. The recursion extends to a multiple-dimensional null space by following the complete invariant subspace. The convergence radius is not inferred from an error plot: it is computed independently from the nearest complex exceptional point that joins a retained eigenvalue branch to its complement. A reduced-nullity experiment shows that moving this spectral boundary can increase the radius, although the improvement is not monotone in the retained nullity. For individually ordered null directions under Gaussian training with $τ\geq m$, we prove that the Wishart splitting matrix $W$ gives a strict second-order empirical ranking. Gaussian averaging equalizes the leading generalization risks at both small and very large noise, while a column-swap theorem proves strict expected generalization ranking for an isotropic signal subspace. For unequal spikes, an exact population-overlap criterion and a simultaneous $99\%$ Monte Carlo confidence certificate explain the observed intermediate ranking. A sixth-order risk correction improves the lower-crossover estimate in the reported experiment. This equal--ranked--equal phenomenon is a finite-sample diagnostic related to spectral mixing, but its tolerance crossings, the exceptional-point radius, and the asymptotic BBP threshold are three distinct quantities.

math.ST↗

arXiv2026

Orientations without transitive arcs for cubic graphs and phylogenetic networks

An $st$-orientation of an undirected graph $G$ is an acyclic digraph with a single source $s$ and a single sink $t$ that can be obtained from $G$ by assigning a direction to each edge. The classical problem of deciding if an undirected graph $G$ has an $st$-orientation can be solved efficiently. On the other hand, deciding if an $st$-orientation of $G$ exists that does not have any transitive arc is NP-complete, even if each vertex of $G$ has degree at most four. Here we show that this last decision problem remains NP-complete if $G$ is cubic, which settles an open question by Binucci et al. (2025). We obtain NP-completeness for two variants of the problem: (i) $s$ and $t$ are fixed and given as part of the input and (ii) $s$ and $t$ can be chosen freely. We then use these results to investigate the computational complexity of a problem that arises in computational evolution. Specifically, we show that the problem of deciding if an unrooted binary phylogenetic network has an orientation as a rooted binary phylogenetic network without any shortcuts (the analog of a transitive arcs in phylogenetics) is NP-complete. Our results connect the two (mostly) distinct research areas of orienting undirected graphs and orienting unrooted phylogenetic networks.

cs.CC↗