Network topology inference from graph signals is central to graph signal processing with applications in neuroscience, sensor, and social networks. In practice, target-domain samples are scarce while heterogeneous source-domain data are abundant. Fusing these sources is challenging: Euclidean averaging works for homogeneous sources but degrades sharply as inter-source divergence grows, collapsing distinct geometries into an inflated, biased consensus. We exploit the Wasserstein metric's distribution-preserving properties to counter heterogeneity while preserving each source's intrinsic geometry. We propose MS-WDRO, a multi-source Wasserstein distributionally robust graph learning framework that fuses heterogeneous sources via their weighted Wasserstein barycenter, a geometrically principled nominal distribution, then builds an ambiguity ball around it to hedge residual uncertainty. Minimizing worst-case risk yields a tractable regularized Laplacian estimator solved efficiently via a provably convergent ADMM scheme. We establish non-asymptotic guarantees: a finite-sample concentration bound for the empirical barycenter, a pooling bias lower bound proving naive aggregation is suboptimal, and an out-of-sample excess risk bound decaying at a parametric rate with only logarithmic dependence on source count. To calibrate hyperparameters governing robustness, sparsity, and source fusion, we unroll the solver into a differentiable architecture trained end-to-end, achieving data-adaptive calibration beyond cross-validation while retaining interpretability. Experiments on synthetic benchmarks and the multi-site ABIDE~I neuroimaging dataset show MS-WDRO consistently outperforms seven baselines in graph recovery, sample efficiency, and downstream diagnostic utility, with the largest gains in the sample-scarce regime.
Designing effective trading strategies using reinforcement learning remains challenging due to delayed and noisy rewards, poor exploration, and the difficulty of enforcing explicit risk constraints. In this work, we propose BRaG, a barycenter-based adversarial inverse reinforcement learning framework for stock trading that learns trading behavior from multiple heterogeneous expert strategies. BRaG aggregates expert demonstrations using a performance-weighted Wasserstein barycenter, yielding a stable pseudo-expert representation that captures shared structure across diverse trading styles. This representation is used to pretrain a trading policy via adversarial imitation learning, which alleviates unstable exploration during reinforcement learning. The pretrained policy is subsequently refined using reinforcement learning with true market rewards. To ensure risk-aware decision-making, BRaG incorporates control barrier functions that constrain action execution and regularize policy learning to satisfy drawdown limits. We evaluate the proposed approach on four major global equity markets, including the US, UK, Indian, and Taiwanese indices. Across all the markets, the proposed approach achieves stronger performance than both classical trading rules and recent deep reinforcement learning methods, while exhibiting more stable risk characteristics.
Token-level knowledge distillation (KD) matches two conditional distributions per position, yet the standard objectives compare them pointwise: a Kullback-Leibler gradient is blind to which wrong token receives probability mass. We develop a distributional view in which the teacher is represented not by a single softened output but by a family of multi-temperature views - marginals of the annealing path of its logits - and the student is trained against a geometry-aware aggregate of these views under an embedding-based ground cost. We formalize the resulting design space (mixtures, log-linear pooling, entropic Wasserstein barycenters, and a debiased Sinkhorn-divergence flagship in hub and path forms), prove an exact collapse result showing log-linear pooling of tempered views is equivalent to a single temperature, and give a multi-marginal Schrodinger-bridge reading that yields falsifiable predictions. On instruction-tuned Pythia pairs, experiments yield three empirical laws: (i) dispersion law - the benefit of multi-temperature aggregation grows monotonically with the effective temperature dispersion of the views, not with their number; (ii) dispersed views unlock the aggregation operator - the barycenter separates from the arithmetic mixture exactly when transport-based aggregation starts to beat averaging; and (iii) two-regime picture governed by the ceiling gap $Γ=\mathrm{PPL}_{\mathrm{SFT}}-\mathrm{PPL}_{T}$: when the fine-tuned teacher barely beats a supervised student the gentle transport objective is the best KD loss but no KD beats supervised fine-tuning, whereas at a real ceiling the ranking inverts - and the sign of the fidelity-generalization correlation flips. We argue that "which distillation loss is the best" is not a fixed property of the loss but a function of $Γ$.
Modern generative models increasingly produce distribution-valued outputs, such as predicted cellular responses to genetic perturbations in single-cell genomics. While these models provide valuable auxiliary information, they are inherently imperfect, creating a need for statistical methods that leverage their predictions without relying on their correctness. We propose generation-powered inference (GPI), a general framework for improving inference on distribution-valued parameters using auxiliary generative models. Focusing on Wasserstein barycenters and related distributional functionals, we introduce a function-valued bridge representation that transforms inference in the nonlinear Wasserstein space into estimation of a mean function in a Hilbert space, enabling an augmented estimation framework analogous to prediction-powered inference. We develop a family of GPI estimators with optimal information borrowing, establish consistency, asymptotic normality, and simultaneous confidence bands, and derive valid inference for linear functionals and Wasserstein distances. Simulation studies demonstrate efficiency gains over labeled-data-only methods and robust performance under generative model misspecification. We illustrate the proposed framework using a Perturb-seq study of K562 cells, where synthetic perturbation responses generated by the State foundation model are used to improve inference for pathway-level consensus gene expression distributions associated with perturbations of the 40S ribosome module.
Offline policy learning has received growing attention in causal inference. The primary objective is to learn a policy (individualized treatment rule) as a mapping from covariates to treatment that maximizes the empirical welfare defined as the mean of scalar-valued potential outcomes. In this paper, we study offline policy learning with distribution-valued outcomes, where each potential outcome is a probability measure on $\mathbb{R}$ and the reward is defined through a utility functional applied to the Wasserstein barycenter of induced outcome distributions. We establish statistical guarantees for the policy learning framework based on both Inverse Probability Weighting (IPW) and Doubly Robust (DR) estimators. By handling the challenging uniform deviation over the product of the combinatorial policy class and the infinite-dimensional quantile domain, we prove that the finite-sample regret has leading dependence $\widetilde{\mathcal{O}}(\sqrt{\mathrm{N\text{-}dim}(Π)/N})$. In the one-dimensional Wasserstein setting and under the stated regularity conditions, the leading regret rate is still governed by the policy-class complexity. Moreover, we provide a minimax lower bound establishing the sharpness of the leading dependence on $N$ and $\mathrm{N\text{-}dim}(Π)$.
Imbalanced classification remains a pervasive challenge in machine learning, particularly when minority samples are too scarce to provide a robust discriminative boundary. In such extreme scenarios, conventional models often suffer from unstable decision boundaries and a lack of reliable error control. To bridge the gap between generative modeling and discriminative classification, we propose a two-stage framework \textbf{VAE-Inf} that integrates deep representation learning with statistically interpretable hypothesis testing. In the first stage, we adopt a one-class modeling perspective by training a variational autoencoder (VAE) exclusively on majority-class data to capture the underlying reference distribution. The resulting latent posteriors are aggregated via a Wasserstein barycenter to construct a global Gaussian reference model, providing a geometrically principled baseline for the majority class. In the second stage, we transform this generative foundation into a discriminative classifier by fine-tuning the encoder with limited minority samples. This is achieved through a novel distribution-aware loss that enforces probabilistic separation between classes based on variance-normalized projection statistics. For inference, we introduce a projection-based score that admits a natural hypothesis testing interpretation, allowing for a distribution-free calibration procedure. This approach yields exact finite-sample control of the Type-I error (false positive rate) without relying on restrictive parametric assumptions. Extensive experiments on diverse real-world benchmarks demonstrate that our framework achieves competitive performance against other approaches. The codes are available upon request.