When Can a Machine Trust a Statute? A Survival Certificate for Machine-Extracted Legal Logic

Statutes are increasingly parsed by machines before people read them, and the parsers disagree: on Missouri's statutes, two independently written extractors diverge on numeric-threshold presence at a false-negative rate of 0.43. We ask what formal logic survives such noise. We build a passive survival certificate for the Duquenne-Guigues implication basis of machine-extracted statutory contexts: per-attribute inter-extractor disagreement is measured, replayed against the basis in 1,000 Monte Carlo trials, and an implication is certified only when a one-sided Wilson 95% lower bound on survival reaches 0.95; every certified implication carries premise spans and a minimal counterexample. On 29,365 Missouri sections and 502 Indian central-Act sections, the preregistered held-out gate passes (10 statute families across 7 Titles exact; 16 across 11 with 5% tolerance), yet under one globally deployed error model 93.2% of held-out chapters fall below the informativeness floor, and a 2x2 factorial assigns that to calibration-rate transfer, not selection. The certificate is usable but fragile: deploy it per-chapter-calibrated or error-tolerant. Code, data products, and the audit trail, including one retracted claim, are released.

Neural Boltzmann Equations

The dynamics of particles in the early universe are described by Boltzmann equations, which involve high-dimensional phase-space integrals. Classical approaches use quadrature integration and evolve the system on a fixed momentum grid, which scales poorly to complicated systems and parameter scans, severely limiting the complexity of processes that can be studied. We introduce Neural Boltzmann Equations (NBEs), which combine three coupled concepts to overcome these limitations. First, particle properties are encoded in physics-inspired neural distribution functions, with parameters that can be predicted using neural networks, enabling efficient parameter scans. Second, phase-space integrals are evaluated with Monte Carlo, using importance sampling tools from collider physics. Third, we use the natural gradient method to evolve the system. After demonstrating the individual benefits of NBEs, we use the framework to perform a precision calculation of the effective number of relativistic neutrino degrees of freedom in the early universe.

Maximum Entropy Encoding of Energy-Weighted Spherical Moments

We study how angular energy signals composed of non-negative Monte Carlo path samples can be compressed and reconstructed for irradiance using finite moments. Writing each sample as an energy-weighted directional feature $x = r u$, we adopt total energy, the first directional moment, and the traceless second moment as $1+3+5$ linearly additive, rotationally covariant statistics. Under a fixed Lebesgue reference measure, the maximum-entropy closure yields $p(r,u) \propto \exp(-βr g(u))$, where $g(u) = 1 - b \cdot u + u^T Q u$, whose directional probability and angular energy density are proportional to $g^{-3}$ and $g^{-4}$, respectively. When $g_{\min} > 0$ the closure is normalizable and the reconstruction is strictly positive. We further provide analytic moment matching, variance, inverse sampling, and closed-form diffuse response for the pure-dipole four-parameter subfamily, as well as the realizability domain, partition function, azimuthal algebraic integral, and LUT-oriented reconstruction form for the dipole-second-moment coaxial five-parameter subfamily. Experiments cover 981 Poly Haven HDRI 2K scenes and three Debevec probes. Five-parameter MaxEnt achieves a 78.7% per-scene win rate against stored QZH, with mean luminance RMSE reduced by 15.8%; the advantage is more pronounced in scenes with strong directionality. Both MaxEnt variants maintain zero negative irradiance across all scenes. Full second-order SH-2 yields the lowest overall error, while five-parameter MaxEnt ranks second and outperforms SH-2 in the high-directionality bucket; the coaxial subfamily shows systematic closure error on non-coaxial multi-source scenes.

Every pooling rule has its world: matching probability combination rules to situations and stakes

Systems often need to combine two numerical assessments of the same yes/no question. The appropriate formula depends on what the numbers represent and on how the sources are related. Averaging is correct when one of several alternative interpretations applies; multiplying odds is correct when probability reports are based on conditionally independent evidence and a common prior; and probabilities of alternative successful derivations require their dependence or shared evidence to be taken into account. We state the assumptions behind several common combination rules and derive the corresponding combined probabilities. Two groups of Monte Carlo experiments address different questions. First, controlled generating mechanisms verify that the derived rule recovers the correct probability in the situations for which its assumptions hold. Second, the same mechanisms measure the consequences of using a mismatched rule, using logarithmic score and threshold decisions with different costs. Distinct pooling rules can produce the same binary decision at threshold 1/2 while assigning substantially different probabilities, so binary accuracy alone can conceal important differences. We also give probabilistic interpretations of conflicting-evidence rules and show that, for overlapping derivations, retaining the identities of shared uncertain premises permits direct calculation of the probability that at least one derivation is available. Pairwise combination of proof probabilities loses information when there are three or more derivations.

Walk-on-Spheres Monte Carlo and deep neural network approximations of elliptic PDEs with drift and killing

In this paper we provide Monte Carlo and deep neural network approximations for stochastic representations of solutions to linear elliptic partial differential equations with constant diffusion, drift and killing. Building on the modified Walk-on-Spheres algorithm of Beznea et al. (arXiv:2209.01432), we introduce Monte Carlo estimators that explicitly incorporate sampled random times arising in the analyzed stochastic representations. We establish uniform error bounds for these estimators and show that, under suitable assumptions, a prescribed approximation accuracy is achieved with sample complexities growing at most polynomially in both the inverse accuracy and the problem dimension. Furthermore, we prove a deep neural network approximation result for the stochastic representations. Assuming suitable neural network representations of the boundary data and the distance function to the boundary, we use the constructed Monte Carlo to design deep neural networks that approximate the representation uniformly with a number of parameters growing at most polynomially in the inverse accuracy and the problem dimension. These results extend previous complexity analyses to a broader class of elliptic equations involving drift and killing.

What does a Bayes-filtered transformer believe? A predictive Monte Carlo approach

A Bayes-filtered transformer (BFT) is a transformer trained on sequences that are generated in two steps: first a latent task is drawn from a prior, then observations are drawn conditional on that task. Trained under autoregressive log loss, the BFT's next-token prediction, in the idealized limit, is the Bayesian posterior predictive distribution (PPD) induced by that prior and that conditional law. In practice the trained BFT is only an approximation of this ideal PPD, raising an interpretive question: what prior and posterior over the latent task has the trained BFT actually internalized? Existing work answers this question by comparing the trained BFT's predictions against the predictions of various "reference" posteriors, each standing in for a different candidate algorithm or computation the BFT might be implementing. This prediction-space comparison is fragile: different posteriors can share the same posterior-mean predictions. We use predictive Monte Carlo (PMC) as a general interpretability tool for any BFT: using only next-token generation, PMC returns an approximation to the implicit prior and posterior over the latent task, answering the interpretive question directly in latent space. We apply PMC to three stylized task families spanning 0-Markov and 1-Markov exchangeability. The phenomena previously reported in these settings remain visible in latent space. Code is available at https://github.com/afiq-aswadi/bft-pmc

Persona-Trained Monte Carlo: Estimating Market-Outcome Distributions via Swarms of Persona-Conditioned Neural Policy Bots in a Limit Order Book

We propose Persona-Trained Monte Carlo (PTMC), a method for estimating distributions of market-outcome statistics by repeatedly simulating limit-order-book interaction among swarms of persona-conditioned neural-policy trading bots. Each run instantiates many bots sharing one trained policy network but conditioned on heterogeneous, individually sampled persona parameters drawn from a learned trader-heterogeneity distribution; the bots interact in a continuous double auction, and the resulting price path is one Monte Carlo sample. Repeating this over independent persona-population draws yields an ensemble from which a target market statistic is estimated. Randomness enters through persona draws, within-run action sampling, and optional exogenous shocks, not solely through price as in classical Monte Carlo. We distinguish PTMC from adjacent paradigms, including classical Monte Carlo, hand-coded agent-based models, single-agent reinforcement learning, and large-language-model-based generative agents. To justify the design, we survey cross-disciplinary foundations -- agent-based computational economics, market microstructure, behavioral finance, deep reinforcement learning, generative/LLM-based agents, news-driven trading, systemic risk, econophysics, and game theory -- connecting each literature to a specific design choice in the policy network, training data, or validation protocol. We formalize the PTMC estimator and its convergence properties, specify a candidate bot architecture and training objective, and propose a four-level validation methodology: stylized-fact matching, microstructure- and agent-level checks, and historical stress-test comparison against a zero-intelligence baseline. The framework is proposed but not implemented: we contribute a formal estimator, a cross-disciplinary design justification, and a validation roadmap, and conclude with open research questions.

Data assimilation for subsurface flow using latent diffusion model parameterization: performance of ensemble-Kalman and Monte Carlo techniques

Data assimilation (DA) in subsurface flow entails calibrating model parameters to match observed data, typically at wells, while preserving geological realism. Latent diffusion models (LDMs) provide efficient mappings from high-dimensional geological model space to a low-dimensional latent variable, reducing the dimensionality of the inverse problem while maintaining plausibility in posterior geomodels. However, the high nonlinearity in the LDM mapping may degrade the performance of Kalman-gain-based ensemble updates. We present a systematic comparison of DA algorithms applied to large-scale 3D channelized geomodels with hierarchical geological uncertainty. We compare model-space and latent-space DA using the ensemble smoother with multiple data assimilation (ESMDA), and demonstrate a key trade-off: model-space updates achieve significant uncertainty reduction but produce geologically unrealistic posterior models, while latent-space updates preserve realism but exhibit limited uncertainty reduction. Motivated by this, we explore rigorous Markov chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) algorithms in the 3D-LDM latent space. To accommodate their high computational demands, we develop a fast surrogate flow model that approximates well-rate responses. MCMC and SMC are evaluated against ESMDA across three synthetic test cases, with DA performed in the LDM latent space. All models maintain geological realism due to the LDM parameterization. MCMC and SMC are consistent with one another and achieve lower data mismatch and more uncertainty reduction than latent-space ESMDA. Our overall results demonstrate that ensemble Kalman methods may provide overestimated posterior uncertainty with highly nonlinear parameterizations, while rigorous Monte Carlo sampling, enabled by fast surrogate models, can provide a more reliable alternative.

Nonlinear Bayesian Estimator for Parameter Learning: A Fixed-Point Characterization

This paper presents a nonlinear parameter estimator for Wiener-type state-space models obtained as a fixed-point architecture that couples two affine minimum mean-squared error (MMSE) estimators: one for the unknown parameters and one for latent variables. The architecture retains the functional structure of the optimal affine MMSE parameter estimator while incorporating Dynamic Basis Statistics (DBS) estimates that summarize nonlinear basis-function evaluations. Two DBS construction strategies are developed, leading to two nonlinear estimator frameworks. The dual basis-parameter estimator combines an affine basis estimator with the affine parameter estimator, whereas the dual state-parameter estimator first computes affine state estimates and their covariances, then maps these state-estimate statistics through a Gaussian DBS operator to obtain DBS estimates. Both dual estimators admit fixed-point characterizations that alternate between estimating each component using the updated prior of the other, obtained from that component's plug-in estimate statistics from the previous iteration. The efficacy of the proposed methods is examined via extensive Monte Carlo experiments, showing that the dual basis-parameter estimator attains parameter mean-squared errors comparable to those of the purely affine parameter estimator, while the dual state-parameter estimator achieves the lowest parameter mean-squared error, outperforming both the dual basis-parameter and purely affine parameter estimators, as well as sequential Monte Carlo variants of classical Particle Gibbs and Expectation-Maximization schemes.