Statistical inference with belief functions: A survey

Classical deep learning typically operates on individual cases. Despite its success, real-world usage often requires repeated inference to estimate statistical quantities for complex decision-making tasks involving uncertainty or extreme-value analysis, resulting in substantial latency. We introduce neural statistical functions, a new family of models learned from pre-trained single-sample predictors and scattered data samples, which can directly infer statistics over continuous operating condition ranges without explicit sampling. By introducing the notion of prefix statistics, we transform and unify diverse statistical functions (e.g., integrals, quantiles, and maxima) into an interval-conditional framework, in which a principled identity between the prefix statistics and the individual-case regression serves as the learning objective. Neural statistical functions achieve strong performance in estimating essential statistics of complex physical processes, including accumulated energy in dynamical systems, quantiles of aerodynamic responses, and maximum stress in crash processes, while achieving up to a 100$\times$ reduction in model evaluations.

Reliable inference requires that artificial intelligence (AI) models provide trustworthy uncertainty estimates, not merely accurate predictions. Recent advances in Bayesian learning have made significant progress toward this goal, and growing concerns about computational overhead have jointly shifted the design criterion from reliability alone to the co-design of reliability and efficiency, i.e., reducing computational overhead while preserving trustworthy uncertainty quantification. This thesis develops a unified framework from two perspectives to address the central question: can we efficiently perform reliable inference?

$U$-statistics play a central role in statistical inference. In many modern applications, however, acquiring the labels required for $U$-statistics is costly. Motivated by recent advances in active inference, we develop an active inference framework for $U$-statistics that selectively queries informative labels to improve estimation efficiency under a fixed labeling budget, while preserving valid statistical inference. Our approach is built on the augmented inverse probability weighting $U$-statistic, which is designed to incorporate the sampling rule and machine learning predictions. We characterize the optimal sampling rule that minimizes its variance and design practical sampling strategies. We further extend the framework to $U$-statistic-based empirical risk minimization. Experiments on real datasets demonstrate substantial gains in estimation efficiency over baseline methods, while maintaining target coverage.