Hypothesis Testing with Conditional Queries: Learnability and the Value of Interaction
arXiv:2608. 06262v1 Announce Type: new Abstract: Model evaluations may fix all tests before observing any responses or select later tests using earlier responses.
arXiv:2606. 11437v1 Announce Type: cross Abstract: Efficiently sampling from a complex probability distribution is a fundamental problem which has become increasingly pertinent in recent years with the rise of generative AI, as sophisticated sampling procedures from LLMs have been proposed to solve challenging reasoning problems.
arXiv:2608. 06262v1 Announce Type: new Abstract: Model evaluations may fix all tests before observing any responses or select later tests using earlier responses.
arXiv:2509. 03734v3 Announce Type: replace-cross Abstract: In the hypothesis selection problem, we are given sample and query access to finite set of candidate distributions (hypotheses), $\mathcal{H} = \{H_1, \ldots, H_n\}$, and samples from an unknown distribution $P$, both over a domain $\mathcal{X}$.
arXiv:2607. 07085v1 Announce Type: cross Abstract: The Adaptive Data Analysis (ADA) problem formalizes the challenge of preventing false discovery and overfitting when a dataset is repeatedly reused.
arXiv:2606. 09191v1 Announce Type: new Abstract: We prove that $\rho\text{-}\mathrm{NPTS}_{\mathrm{SG}}$, an anchor-free nonparametric Thompson Sampling algorithm for risk-averse bandits, achieves regret matching the instance-dependent lower bound to leading order in $\log n$, establishing it as asymptotically optimal for any continuous risk functional $\rho$ (CVaR, mean-variance, Sharpe ratio, distortion risk measures, and more) on the class of distributions with bounded density and sub-Gaussian tails, including Gaussian arms.
We prove that $ρ\text{-}\mathrm{NPTS}_{\mathrm{SG}}$, an anchor-free nonparametric Thompson Sampling algorithm for risk-averse bandits, achieves regret matching the instance-dependent lower bound to leading order in $\log n$, establishing it as asymptotically optimal for any continuous risk functional $ρ$ (CVaR, mean-variance, Sharpe ratio, distortion risk measures, and more) on the class of distributions with bounded density and sub-Gaussian tails, including Gaussian arms. Both this result and its bounded-support counterpart require only continuity of $ρ$: strictly weaker than the dominance condition of prior parametric Thompson Sampling results, and strictly weaker than the Lipschitz condition of UCB-type algorithms, yielding the first instance-optimal guarantees for non-Lipschitz functionals such as the Sharpe ratio without parametric reward assumptions.
arXiv:2607. 06720v1 Announce Type: new Abstract: Training large language models (LLMs) with extended reasoning has enabled in-context search, in which models iteratively generate, critique, and revise solution attempts.
arXiv:2607. 01179v1 Announce Type: new Abstract: Scaling inference compute, by generating many parallel attempts per problem, is a costly but reliable lever for improving language model capabilities.
arXiv:2603. 06957v2 Announce Type: replace-cross Abstract: We study post-training linear autoregressive models with outcome and process rewards.
arXiv:2606. 25170v1 Announce Type: cross Abstract: We study PAC learning in tabular discounted Markov decision processes with exogenous i.
arXiv:2606. 19354v1 Announce Type: cross Abstract: Test-time scaling (TTS) has emerged as a powerful paradigm for improving the reasoning performance of large language models (LLMs) by investing additional compute at inference time.
arXiv:2607. 29460v1 Announce Type: new Abstract: Heavy-tailed distributions arise naturally in sequential decision-making problems such as financial investment, online advertising, and network management, where rare but extreme outcomes can dominate performance.
arXiv:2607. 22889v1 Announce Type: new Abstract: Learning the natural parameters $z \in \mathbb{R}^n$ of discrete distributions $\mu_z$ from independent samples constrained to a subset $S \subseteq \{0,1\}^n$ is a foundational challenge in high-dimensional statistics.