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We consider an online learning problem in environments with multiple change points. In contrast to the single change point problem that is widely studied using classical "high confidence" detection schemes, the multiple change point environment presents new learning-theoretic and algorithmic challenges. Specifically, we show that classical methods may exhibit catastrophic failure (high regret) due to a phenomenon we refer to as endogenous confounding. To overcome this, we propose a new class of learning algorithms dubbed Anytime Tracking CUSUM (ATC). These are horizon-free online algorithms that implement a selective detection principle, balancing the need to ignore "small" (hard-to-detect) shifts, while reacting "quickly" to significant ones. We prove that the performance of a properly tuned ATC algorithm is nearly minimax-optimal; its regret is guaranteed to closely match a novel information-theoretic lower bound on the achievable performance of any learning algorithm in the multiple change point problem. Experiments on synthetic as well as real-world data validate the aforementioned theoretical findings.

Testing conditional independence is fundamental yet intrinsically difficult: without additional assumptions, Type I error control is impossible in general. The ``Model-X'' paradigm addresses this difficulty by assuming exact knowledge of a relevant conditional distribution. While small deviations from this assumption can sometimes be tolerated in classical one-shot testing, existing sequential conditional independence tests typically require the Model-X conditional to be known exactly, making them fragile when it must instead be estimated. We propose a new approach that is substantially more robust to such estimation error. Our method applies testing-by-betting to an adaptively optimized Kernel Conditional Independence statistic, together with a normalization scheme and a truncate-and-shift calibration strategy. These modifications greatly reduce Type I error inflation while preserving high power across high-dimensional synthetic benchmarks and real-world fairness tasks, outperforming existing sequential Model-X approaches. Code is available at \url{https://github.com/he-zh/SKCI}.

Model-based reinforcement learning (RL) methods that leverage search are responsible for many milestone breakthroughs in RL. Sequential Monte Carlo (SMC) recently emerged as an alternative to the Monte Carlo Tree Search (MCTS) algorithm which drove these breakthroughs. SMC is easier to parallelize and more suitable to GPU acceleration. However, it also suffers from large variance and path degeneracy which prevent it from scaling well with increased search depth, i.e., increased sequential compute. To address these problems, we introduce Twice Sequential Monte Carlo Tree Search (TSMCTS). Across discrete and continuous environments TSMCTS outperforms the SMC baseline as well as a popular modern version of MCTS as a policy improvement operator, scales favorably with sequential compute, reduces estimator variance and mitigates the effects of path degeneracy while retaining the properties that make SMC natural to parallelize.

How do neural networks trained over sequences acquire the ability to perform structured operations, such as arithmetic, geometric, and algorithmic computation? To gain insight into this question, we introduce the sequential group composition task. In this task, networks receive a sequence of elements from a finite group encoded in a real vector space and must predict their cumulative product. This task can be order-sensitive and cannot be solved by a linear model. Our analysis isolates the roles of the group structure, encoding statistics, and sequence length in shaping learning. We prove that two-layer networks from vanishing initialization learn this task one irreducible representation of the group at a time in an order determined by the Fourier statistics of the encoding. To perfectly learn the task, these networks require a hidden width exponential in the sequence length $k$. In contrast, we construct deeper architectures that exploit associativity to dramatically improve this scaling: recurrent neural networks can compose elements sequentially in $k$ steps, while multilayer networks can compose adjacent pairs in parallel in $\log k$ layers. Overall, the sequential group composition task offers a tractable window into the mechanics of deep learning.

Proactive Recommender Systems (PRSs) aim to guide user preference shift toward target items by generating paths of intermediate recommendations. Reinforcement learning (RL) provides a principled framework for optimizing such sequential decision tasks, as path rewards can naturally capture both short-term acceptance and long-term guidance effectiveness. However, naively applying policy gradients to PRS results in deficient gradient estimation. We identify two deficiencies: (1) path-level rewards decompose into step-level rewards with positive mean, creating a *length-dependent bias* that causes gradients to favor path extension over meaningful exploration; (2) weighting each step by the entire path-level reward ignores the decomposition structure, leading to high gradient variance. To rectify these two deficiencies, we propose an effective RL framework **ProRL** with two novel mechanisms for proactive recommendation. First, Stepwise Reward Centering subtracts expected rewards to neutralize length-dependent bias, ensuring that path extension yields zero expected gradient signal. Second, Position-Specific Advantage Estimation leverages the reward decomposition structure to compute step-dependent baselines, reducing gradient variance. Together, these mechanisms yield policy gradients that precisely target path quality. Our experiments on three real-world datasets demonstrate that ProRL significantly outperforms state-of-the-art PRSs. Our code is available at https://github.com/hongruhou89/ProRL.

The problem of optimising functions with intractable gradients frequently arises in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation methods for this class of problems typically require inner sampling loops to obtain (biased) stochastic gradient estimates, which rapidly becomes computationally expensive. In this work, we develop sequential Monte Carlo (SMC) samplers for optimisation of functions with intractable gradients. Our approach replaces expensive inner sampling methods with efficient SMC approximations, which can result in significant computational gains. We establish convergence results for the basic recursions defined by our methodology which SMC samplers approximate. We demonstrate the effectiveness of our approach on the reward-tuning of energy-based models within various settings.

Sequential recommendation models, while powerful, have limited flexibility in responding to immediate user requests, making it difficult to adapt their recommendations to the user's timely interests. Unfortunately, existing user request adaptation methods often incur high computational overhead due to either 1) retraining the entire backbone network or 2) leveraging the inference ability of large language models (a.k.a. prompt engineering), limiting their applicability in large-scale recommendation services. This paper presents **C**ontrol via **R**equest-**A**ware **M**asking for **E**diting **R**ecommenders (**CRAMER**), a framework that takes users' natural-language requests to immediately change sequential recommendation models' behavior. Specifically, inspired by the model control theory, CRAMER treats user requests as control signals to modulate frozen backbone parameters through masking, achieving instant adaptation to diverse requests while avoiding costly retraining. Experiments on multiple large-scale benchmark datasets show that CRAMER outperforms four state-of-the-art request-aware baselines across multiple recommendation metrics while achieving minimal overhead. Moreover, the proposed framework exhibits enhanced controllability and cross-domain adaptability, establishing a new paradigm for request-aware sequential recommendation.

We study one-sided and $\alpha$-correct sequential hypothesis testing for data generated by an ergodic, finite-state Markov chain. The *null* hypothesis is that the unknown transition matrix belongs to a prescribed set $\cal P$ of stochastic matrices, and the *alternative* corresponds to a disjoint set $\cal Q$. We establish *a non-asymptotic instance-dependent lower bound* on the expected stopping time of any valid sequential test under the alternative, which is asymptotically tight. Our novel analysis improves the existing lower bounds, which are either asymptotic or provably sub-optimal in this setting. Our lower bound incorporates both the stationary distribution and the transition structure induced by the unknown Markov chain. We further propose an optimal test whose expected stopping time matches this lower bound asymptotically as $\alpha \to 0$. We illustrate the usefulness of our framework through applications to sequential detection of model misspecification in Markov Chain Monte Carlo and to testing structural properties, such as the linearity of transition dynamics, in Markov decision processes. Our findings yield a sharp and general characterization of optimal sequential testing procedures under Markovian dependence.

The state space duality (SSD) framework, central to modern state-space models (SSMs) such as Mamba, has established an efficient attention-like mechanism by leveraging the commutative property of linear recurrences. However, existing formulations are limited to single-input single-output (SISO) systems that enforce commutativity with a restrictive scalar-identity constraint, which prevents cross-dimensional interactions within the state dynamics. In this work, we generalize SSD to the multi-input multi-output (MIMO) setting by introducing a matrix polynomial parameterization. This approach not only provides a principled way to ensure commutativity for generalized duality but also induces a shared algebraic structure across state transitions, thereby significantly reducing parameter redundancy. Building on this foundation, we present \textbf{MIMOMamba}, a multi-head SSM architecture that captures rich cross-dimensional dynamics while retaining linear-time training. Empirical evaluations on a sequence modeling benchmark demonstrate that MIMOMamba achieves performance comparable to or surpassing that of standard Transformers while utilizing substantially fewer parameters.

We revisit the problem of sequentially testing the mean of bounded distributions in a level-$\alpha$ power-one framework. We study a $\mathrm{KL_{inf}}$-based sequential test that is known to attain the information-theoretic lower bound on the expected stopping time with exact constants as $\alpha \to 0$. Going beyond first-order asymptotics, we establish a central limit theorem (CLT) for the stopping time of this test. Our analysis proceeds in two steps. First, we prove a novel CLT for the $\mathrm{KL_{inf}}$ statistic itself, characterizing its fluctuations around its deterministic limit. We then leverage this result to show that the stopping time, centered appropriately and scaled by $\sqrt{\log(1/\alpha)}$, converges in distribution to a Gaussian limit with an explicit variance. This yields a second-order characterization of an asymptotically optimal sequential test for bounded distributions. Finally, we present numerical experiments that corroborate our theoretical findings.

Post-training adaptation has become the central paradigm for leveraging large language models (LLMs) in recommendation. While recent preference optimization methods, such as Direct Preference Optimization (DPO), enhance pairwise preference discrimination, they remain vulnerable to \emph{reward hacking}: models exploit imperfections in reward signals, leading to inflated training metrics without genuine recommendation gains. We analyze this issue from a gradient perspective and formalize the concept of the \emph{$\varepsilon$-insensitive region}, where pairwise updates exert little influence on the ordering between positives and unsampled negatives. Under the Bradley–Terry model, we further show that these regions can occupy a substantial fraction of the preference space, inevitably leading to misaligned rankings. To address this issue, we propose Simulated Preference Optimization for Reward-hacking mitigation using Pseudo-negatives (SIRIUS). Our framework introduces pseudo-negative samples to enrich contrastive signals and reduce the prevalence of $\varepsilon$-insensitive regions. Extensive experiments on three public benchmarks show that \our{} consistently improves ranking quality and effectively mitigates reward hacking, providing both theoretical and practical insights for advancing LLM-based recommendation. Our code is available at \url{https://anonymous.4open.science/r/C557-id}