Bayesian Inference

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20 papers in the last four weeks, up 300% on the four weeks before. 0.2% of all new papers.

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Latest papers 219

Jul 10, 2026cs.LG

Nonparametric Bayesian Inverse Reinforcement Learning with Data-Parallel Gibbs Sampling

Inverse Reinforcement Learning recovers reward functions from expert demonstrations, but standard formulations assume that all demonstrations come from a single expert. When demonstrations are pooled from multiple experts with distinct preferences, parametric methods recover an averaged reward that fits no individual expert well. We implement Nonparametric Bayesian Inverse Reinforcement Learning with a Dirichlet Process prior over reward functions, allowing the number of latent reward types to be inferred jointly with the rewards themselves. Inference uses a collapsed Gibbs sampler combining a Chinese Restaurant Process update for cluster assignments with a Metropolis-Hastings update for reward weights, and soft value iteration as the inner planning routine. We evaluate on a 10x10 ObjectWorld grid with two and three ground-truth reward types. The serial sampler recovers K=2 with Adjusted Rand Index of 1.000, substantially outperforming a Maximum Entropy IRL baseline (ARI=0.000). Extension to K=3 shows that the sampler correctly identifies the number of clusters in all runs; assignment ARI of 0.48-0.58 reflects behavioral overlap between expert types that persists across grid instantiations, revealing that reliable K=3 evaluation on ObjectWorld requires controlled object placement rather than random seeding. We further parallelize the sampler across CPU cores using Ray on HPC hardware, achieving a peak speedup of 4.79x at 8 workers, and characterize a throughput-versus-accuracy tradeoff arising from the consensus merge heuristic used during state aggregation. Code and a containerized environment are available at https://github.com/dasashreeya/np_bayes_irl.

Sai Anirudh Katupilla, Shreeya Dasa Lakshminath

University of Maryland, College Park

Reinforcement Learning Bayesian Inference

Jul 10, 2026astro-ph.IM

Neural Posterior Estimation for Inferring Weak Lensing Shear

The prevailing approach to inferring weak gravitational lensing shear from images involves detecting galaxies, estimating their ellipticities, and calibrating these estimates to correct for image noise, selection bias, and model misspecification. Characterizing the statistical model and assumptions underlying this pipeline is challenging, which makes it difficult to propagate uncertainty through its various stages. As an alternative, we propose to infer shear using neural posterior estimation (NPE), a type of simulation-based inference. We train a deep neural network to map a simulated multiband image to a variational distribution over the underlying shear field, thereby folding galaxy detection, deblending, measurement, and calibration into a single implicit inference step. Once trained, the network accounts for all features present in the simulated images, including potential sources of bias. In experiments on simulated constant-shear images with increasingly complex observational effects, NPE produces accurate and well-calibrated posterior approximations for both shear components in the presence of blended galaxies, spatially varying point spread functions, stars, and detector artifacts. These results demonstrate that NPE can be a viable shear estimation method in settings where all anticipated features and artifacts can be simulated, a requirement that will become increasingly feasible as simulation fidelity improves in the coming decades.

Tim White, Dingrui Tao, Camille Avestruz +2

Department of Statistics, University of Michigan · Department of Physics, University of Michigan

Simulation-Based Inference Neural Posterior Estimation Bayesian Inference

Jul 6, 2026cs.LG

Geometry-Aware Bayesian Quantification via Compositional Data Analysis

Accurately estimating the unknown target label distribution is the critical first step for adapting to label shift. This task, widely known as quantification or class prevalence estimation, has recently seen significant advances through continuous KDE-based methods which model the density of multiclass classifier posteriors. Posterior vectors might be regarded as compositional data, since they lie on the probability simplex. However, existing KDE-based quantifiers typically rely on Euclidean Gaussian kernels, which ignore simplex geometry and incorrectly assign probability mass outside its boundaries. We introduce a geometry-aware KDE model for multiclass quantification based on log-ratio representations and Aitchison geometry, together with a shrinkage regularization that improves robustness near the simplex boundary. Combined with a maximum-likelihood interpretation of KDE-based quantification, we derive both point-estimation and Bayesian inference procedures for class prevalences. Experiments on 42 datasets across tabular, text, and image domains show that the proposed method is competitive with state-of-the-art quantifiers, often improving over standard KDE-based baselines, while also yielding strong results among Bayesian quantification methods.

Alejandro Moreo, Pablo González, Juan José del Coz

Istituto di Scienza e Tecnologie dell’Informazione Consiglio Nazionale delle Ricerche Pisa, Italy · Artificial Intelligence Center University of Oviedo Asturias, Spain

Label Shift Bayesian Inference Kernel Density Estimation

Jul 6, 2026stat.ML

Integrating Neural Encoders in Bayesian Generalized Linear Mixed Models for Multimodal Data

Scalable Bayesian inference for generalized linear mixed models (GLMMs) provides uncertainty-aware analysis of correlated longitudinal data, but existing scalable approaches largely assume low-dimensional tabular predictors and do not directly accommodate high-dimensional modalities such as images and text. We address this limitation by learning one or more modality-specific neural encoders jointly with a GLMM objective, then performing variance-corrected stochasticgradient MCMC for the GLMM parameters conditional on the learned representation. This conditional-Bayes design combines supervised representation learning with posterior uncertainty quantification for population-level effects, subjectspecific heterogeneity, and modality-level random slopes. The resulting model preserves interpretable fixed and random effects for structured covariates and learned modalities while scaling gracefully to large longitudinal datasets. In simulation studies, our method recovers posterior means and variance estimates from full-data MCMC benchmarks after covariance correction. We further evaluate uncertainty through parameter-level interval coverage in simulations and predictive calibration on held-out data. Applications to glaucoma progression and adolescent mental health demonstrate that the framework allows nuanced assessment of the relative importance of each modality on both individual and population levels without sacrificing predictive performance.

Yuankang Zhao, Youngsoo Baek, Felipe A. Medeiros +2

Department of Biostatistics & Bioinformatics, Duke University · Department of Ophthalmology, University of Miami

Bayesian Inference Hierarchical Bayesian Modeling Mixed-Effects Models Generalized Linear Models Multimodal Learning

Jul 3, 2026cs.LG

A Bayesian Framework for Evaluating Scenario Compatibility in Generative Population Synthesis

Scenario-based transportation analysis specifies future assumptions through aggregate population targets, whereas generative population synthesis models produce detailed individual-level realizations. When scenario targets are imposed on generative models, current practice relies on deterministic marginal calibration, implicitly assuming that the targets are compatible with the model's learned structural support. However, whether scenario-level constraints lie within the generative support--and how strongly they distort structural uncertainty--remains largely unexamined. We propose an ensemble-based Bayesian updating framework to quantify scenario compatibility in conditional population synthesis. A population-aware conditional variational autoencoder is developed to learn a distribution over plausible population structures while preserving aggregate fidelity. An ensemble of realizations sampled from the learned prior provides an empirical approximation of structural uncertainty. Scenario targets are treated as probabilistic evidence over aggregate statistics, and posterior weights are obtained through Bayesian updating across the ensemble. Scenario compatibility is quantified using effective sample size (ESS), which measures posterior concentration and the compression of structural uncertainty induced by conditioning. Experiments demonstrate that scenario impact depends not only on target magnitude but also on alignment with the learned joint structure, and reveal structural failure modes when targets fall outside prior ensemble support. The proposed framework provides a probabilistic diagnostic model for evaluating scenario feasibility and structural consistency before downstream projection and transportation planning.

Zhenlin Qin, Leizhen Wang, Yancheng Ling +1

Department of Civil and Architectural Engineering, KTH Royal Institute of Technology, Stockholm, Sweden. · Department of Data Science and Artificial Intelligence, Monash University, Melbourne, Australia. · Digital Futures, KTH Royal Institute of Technology, Stockholm, Sweden.

Uncertainty Quantification Bayesian Inference

Jul 2, 2026stat.ML

Full Bayesian Reinforcement Learning via LF-IBIS

Reinforcement Learning (RL) is a sequential decision-making framework in which an agent learns optimal policies through interaction with an environment by maximizing cumulative rewards. Among RL methods, Bayesian Reinforcement Learning (BRL) addresses common practical challenges related to data scarcity by leveraging prior knowledge about the environment and sequential belief updates. However, most BRL approaches require an explicit likelihood function, which is frequently inaccessible or intractable in real-world settings. We propose Likelihood-Free Iterated Batch Importance Sampling (LF-IBIS), a novel algorithm for BRL that updates the agent's beliefs online as new interactions become available. By combining Approximate Bayesian Computation with Iterated Batch Importance Sampling, LF-IBIS enables full Bayesian inference in settings where the environment dynamics are not described by an explicit or tractable likelihood. The method yields approximate posterior distributions over both environment parameters and optimal policies, providing a quantification of policy uncertainty useful for a Bayesian treatment of the exploration-exploitation trade-off. We test the method on a simulation study in response-adaptive randomization in clinical trials, where closed-form posteriors enable validation. Additional experiments address settings where the posterior has no closed form and illustrate online policy updating based on the posterior distribution of the optimal policy.

Stefano Masini, Cecilia Viscardi, Michela Baccini

Department of Computer Science, University of Pisa, Italy · Department of Economics and Statistics, University of Salerno, Italy · Department of Statistics, Computer Science, Applications ”G.Parenti”, University of Florence, Italy

Simulation-Based Inference Reinforcement Learning Bayesian RL Bayesian Inference

Jun 30, 2026cs.LG

Calibration, Not Compilation: Detecting and Repairing Misspecified Probabilistic Programs Written by Language Models

Language models increasingly write probabilistic programs (in NumPyro, Stan, or Pyro), but a program that compiles, runs, and passes every unit test can still be \emph{statistically} wrong -- a Gaussian likelihood for heavy-tailed data, a Poisson for over-dispersed counts, an invalid prior support, or a pathological parameterization. The right verifier is therefore not a test suite but the Bayesian workflow itself: posterior predictive checks, simulation-based calibration, sampler diagnostics (

\hat R

, divergences, ESS), and held-out predictive density. We study this calibration oracle along three axes. \textbf{Detection:} on a benchmark of

14

misspecification types across

10

model families (

200

instances), it flags the bug with AUC

0.97

(

88\%

at

2\%

FPR \emph{when handed the correct reference program, an upper bound}) -- and a fully \emph{reference-free} version that uses no correct program reaches

62

--

78\%

(the upper figure from a small automated model search), versus

0\%

for a unit-test oracle. \textbf{Repair:} used as feedback in an LLM repair loop across fifteen models, calibration significantly outperforms unit-test feedback -- which is itself \emph{significantly worse than no feedback at all}, a passing test inducing false confidence that suppresses repair -- and improves over no feedback on strong-but-unsaturated models (GPT-5.1

33{\to}92\%

, Claude

75{\to}100\%

; paired McNemar,

n{=}228

). \textbf{Reality:} on programs LLMs write from scratch for neutral briefs,

15

--

47\%

of runnable ones are statistically misspecified (unit tests catch none), and calibration-guided repair significantly beats LLM-as-judge review, a Bayesian-workflow checklist, and data-summary self-debug. Across all three, the lesson is the same: for probabilistic programs, correctness is calibration, not compilation.

Jian Xu, Delu Zeng, John Paisley +1

RIKEN iTHEMS · RIKEN AIP · South China University of Technology +1

Automated Program Repair Bayesian Inference LLM-Based Program Synthesis Model Misspecification Probabilistic Programming

Jun 30, 2026cs.LG

TDGT: A Tabular Data Generation Toolkit supporting adaptive GPU-accelerated Bayesian mixture models, diffusion-based models, and latent-space generative modeling

The growing demand for privacy-preserving data sharing has positioned synthetic data generation as a critical component of responsible AI workflows. Despite notable advances in generative modeling, existing solutions often lack integration of adaptive generation strategies, multi-metric evaluation, and accessible end-to-end generators within a unified web-based toolkit. In this work, we introduce TDGT (Tabular Data Generation Toolkit), a web-based toolkit for synthetic tabular data generation and fidelity assessment. TDGT introduces the Adaptive Bayesian Mixture Synthesizer (ABMS), a novel algorithm that autonomously determines the optimal number of mixture components through iterative cluster quality optimization, eliminating the need for manual hyperparameter configuration. Building upon ABMS, we further propose VAE-ABMS, a hybrid architecture that couples Variational Autoencoder-based latent space learning with adaptive Bayesian mixture synthesis, enabling high-fidelity generation of complex, nonlinear tabular distributions. For large-scale scenarios, TDGT provides a GPU-accelerated variant of ABMS leveraging CUDA-based k-means clustering and Gaussian mixture fitting. Synthetic data fidelity is assessed through eleven statistical fidelity metrics spanning distributional divergence, structural correlation, and sample-level similarity, complemented by privacy risk indicators including k-anonymity scoring and disclosure rate estimation. The web-based toolkit supports a real-time streaming interface with interactive Plotly-based visualizations. TDGT is assessed across datasets from healthcare, socioeconomic modeling, and cybersecurity domains, demonstrating consistent generation fidelity and statistical coherence across heterogeneous feature types and data scales.

Vasileios C. Pezoulas, Nikolaos S. Tachos, Eleni Georga +3

SYNTHAINA AI, Ioannina, Greece

Bayesian Mixture Models Bayesian Inference Synthetic Tabular Data Generation

Jun 29, 2026cs.AI

BayesBench: Evaluating LLM Belief Trajectories Under Multi-Turn Evidence Accumulation

Large language models (LLMs) are typically deployed in multi-turn conversations, where each turn provides new evidence that should reduce epistemic uncertainty about their environment. Acting rationally then requires inferring the unobserved quantities that govern it and updating beliefs about them as evidence accumulates. Yet most evaluations only score the model's final-turn answer in a single-turn format, leaving this process unexamined. We ask how closely LLMs' belief updates match those of a rational Bayesian reasoner in multi-turn settings, and introduce BayesBench, a suite of simulation environments that probe this across three progressively complex tasks: (i) Bayesian estimation, where the model infers an unknown parameter from sequential evidence; (ii) Bayesian prediction, where the model turns inferred beliefs about a latent variable into outcome forecasts; and (iii) latent-framed Bayesian prediction, where observations are filtered through a user-persona framing, requiring joint inference over the latent state and the persona. Across seven LLMs (3B--70B), scaling improves latent inference and evidence accumulation, with updates occasionally matching the Bayesian posterior. However, these gains do not reliably carry over to downstream prediction, exposing a gap between inferring latent structure and using it to rationally update beliefs about the target outcome.

Ankur Samanta, Akshayaa Magesh, Tal Lancewicki +7

Meta AI · Columbia University · Work done at Meta +2

LLM Evaluation Bayesian Inference Belief Updating in LLMs LLM Reasoning

Jun 29, 2026cs.CV

RBE-Flow: Recurrent Bayesian Estimation on Feature Manifolds for Cross-Modal Registration

Cross-modal image registration is essential for multi-sensor perception but remains fundamentally challenging due to severe non-linear radiometric discrepancies and geometric distortions. Existing deterministic matching methods lack uncertainty awareness, struggling to navigate the resulting highly non-convex optimization landscape and frequently accumulating errors in ambiguous regions. In this paper, we propose RBE-Flow, a novel framework that reformulates dense cross-modal flow estimation as a closed-loop recurrent Bayesian estimation problem on learned feature manifolds. Diverging from standard feed-forward regression, RBE-Flow establishes a robust self-correcting mechanism by deeply coupling feature-metric non-linear optimization with probabilistic state updates. Specifically, a Recurrent Manifold Optimization (RMO) block iteratively generates flow observations and their associated uncertainties, which are then optimally assimilated into the prior state via an Uncertainty-Adaptive Probabilistic Update (UAPU) using deterministic sigma-point projection. Crucially, the resulting calibrated posterior covariance is fed back to adaptively regularize the damping of subsequent optimization steps, allowing the system to modulate its convergence based on predictive confidence. To ensure stable probabilistic training, we introduce a hybrid supervision scheme featuring a geometry-aware rectified NLL loss that structurally prevents variance collapse. Extensive experiments on challenging OSdataset, WHU-OPT-SAR, and RoadScene benchmarks demonstrate that RBE-Flow consistently achieves state-of-the-art performance, outperforming existing methods by a significant margin, particularly under strict sub-pixel criteria. Project page: https://github.com/NEU-Liuxuecong/RBE-Flow

Mengzhu Ding, Xin Song, Xiaoke Ding +2

Northeastern University, China

Optical Flow Bayesian Inference Cross-Modal Image Registration

Jun 29, 2026cs.LG

Transformer Architectures as Complete Bayes Processes: A Formal Proof in the Measure-Theoretic Kernel Framework

We present a complete formal proof that transformer architectures, when their internal update mechanisms satisfy a Bayes joint-distribution condition, implement exact Bayesian posterior inference. Working within the measure-theoretic kernel framework, we define a hierarchy of abstractions -- from the core Bayesian transformer, through semantic transformers with explicit update kernels, to full transformer blocks with QKV/attention/residual/MLP pipelines, and finally multilayer stacks -- and prove at each level that the Bayes joint semantics implies the update kernel equals the posterior almost everywhere. For the block-level architecture, we derive the explicit Bayes formula through Radon-Nikodym differentiation and prove its normalization. We additionally prove that the softmax attention mechanism induces a valid probability distribution over keys, establishing the bridge between the abstract kernel framework and concrete attention implementations. The framework makes no architectural assumptions beyond the Markov kernel structure and exposes explicit conditions under which a transformer block is provably Bayesian. In essence, when this joint distribution condition is satisfied, the forward computation of a Transformer is formally equivalent to a rigorous Bayesian posterior update.

Haobo Yang

Department of Computer Science and Engineering, SUSTech University

Transformer Bayesian Inference

Jun 29, 2026cs.RO

Normalizing Flow-Enhanced Message Passing for Multirobot Collaborative Localization

Accurate, robust, and adaptive localization is essential for various robotic operations. This paper proposes a new message passing (MP) algorithm for realizing collaborative localization in a distributed manner. The algorithm unifies Gaussian belief propagation (GBP) and mean-field (MF) approximation, where GBP preserves dependencies among robot states, and MF enables estimation of noise statistics. To effectively handle non-conjugate terms from nonlinear measurement models, the algorithm adopts a parametric formulation in which these terms are treated by gradient estimators. Beyond linearization and sampling, we further design a normalizing flow (NF)-based gradient estimator, enabling learnable sampling. End-to-end training tunes NF parameters according to the behavior of MP, improving the overall estimation performance. To support estimation of practical robotic states that involve rotations, the method is then extended to Lie group state spaces. Finally, the method is applied to multirobot localization task fusing odometry, global navigation satellite system (GNSS) measurements, and inter-robot ultra wideband (UWB) ranging. Simulations and experiments on autonomous surface vehicles (ASVs) demonstrate its improved accuracy, robustness, and adaptability.

Han Shen, Guanghui Wen, Liangming Chen +1

Department of Systems Science, Southeast University, Nanjing 211189, China · School of Automation, Southeast University, Nanjing 210096, China · School of Automation and Intelligent Manufacturing and Guangdong Provincial Key Laboratory of Fully Actuated System Control Theory and Technology, Southern University of Science and Technology, Shenzhen 518055, China +1

Bayesian Inference Cooperative Localization Variational Inference

Jun 26, 2026cs.LG

Adaptive Bayes exactly tracks information over intrinsic time

Bayesian and multiplicative-weights updates reweight experts, models, or actions from sequential feedback. We show that the regret of any such update obeys an exact information-accounting identity. On each round, the learner's excess loss to any chosen comparator is the sum of an immediate payment for the uncertainty exposed by the round and a reduction in the information distance from the learner's current weights to the comparator. The cumulative payment defines a pathwise uncertainty clock, the \emph{intrinsic time} of the realized sequence. Summing one-step balances yields two exact adaptive decompositions of cumulative regret, one for each natural way of composing the update across rounds. Because the decompositions are exact rather than upper bounds, favorable stochastic or low-noise regimes appear as self-bounding properties of the realized intrinsic time, not as slack in worst-case analyses. The same calculus covers Hedge, optimistic and side-information variants, continuous priors, boosting, online convex optimization, contextual bandits, and repeated games: the pathwise account is the same in every case.

Akshay Balsubramani

Bayesian Inference Online Learning

Jun 25, 2026cs.AI

Simulation-based inference for rapid Bayesian parameter estimation in epidemiological models: a comparison with MCMC

Mechanistic epidemiological models are widely used to support infectious disease forecasting and public-health decision making. Bayesian calibration of such models is commonly performed using Markov chain Monte Carlo (MCMC), which can become computationally expensive for high-dimensional nonlinear systems and repeated near-real-time analyses. Here, we investigate simulation-based inference (SBI) using neural posterior estimation as a scalable alternative for Bayesian calibration of a mechanistic SECIR epidemiological model using COVID-19 intensive care unit (ICU) occupancy data from Germany during 2020. We compared SBI and MCMC across multiple epidemic phases using both 31-day inference windows and a substantially more challenging 201-day reconstruction problem involving multiple transmission change points. Posterior agreement was evaluated quantitatively using Wasserstein distances and Kullback-Leibler divergences together with posterior predictive checks. Across the 31-day windows, SBI recovered posterior distributions in strong agreement with MCMC while accurately reproducing observed ICU trajectories. In the 201-day setting, SBI preserved the dominant posterior structure despite increased uncertainty. SBI, by combining CPU and GPU resources, substantially reduced computational runtime compared with MCMC, which was restricted to running on CPUs. Whereas MCMC required approximately 1000 seconds for the 31-day inference problems, SBI achieved comparable posterior and predictive performance in approximately 60-70 seconds on a single GPU. For the 201-day inference problem, SBI required an average of 157 seconds, while the MCMC runs took over 19,000 seconds. Our results demonstrate that SBI provides a rapid and computationally efficient framework for Bayesian calibration of mechanistic epidemiological models, supporting repeated near-real-time inference and rapid outbreak analysis.

Alina Bazarova, Johann Fredrik Jadebeck, Henrik Zunker +5

Forschungszentrum Jülich, Jülich Supercomputing Centre, Jülich, Germany · Helmholtz AI, Germany · Forschungszentrum Jülich, Institute of Bio- and Geosciences, Jülich, Germany +3

Markov Chain Monte Carlo Simulation-Based Inference Neural Posterior Estimation Bayesian Inference

Jun 25, 2026stat.ML

Beyond Global Divergences: A Local-Mass Perspective on Bayesian Inference

Global objectives, such as KL divergence and ELBO, are widely used in Bayesian inference for measuring distributional discrepancy. This paper studies their local-mass behaviour that is not directly captured by such objectives. We introduce and use two mathematical tools: (1) Mass Index for recording the polynomial and logarithmic decay scales of local mass, and (2) regularised extended KL (RE-KL), a set-localised divergence that can be formulated in the presence of singular components. Mass Indices help characterise how Bayesian updating changes local mass: (1) power-log likelihood factors shift it explicitly, and (2) parameter-dependent supports, or their smooth softenings, may change the local scale through the amount of mass that remains near the parameter value. Using local RE-KL, we prove absolute, relative, and directional inequalities for comparing local small-ball masses under the two KL directions. Together, these results provide a local theoretical account of local mass behaviour. Experiments provide controlled illustrations of the local behaviour. Code is available at https://github.com/Forsythia0604/Local-Mass-Framework.

Hanli Xu, Fengxiang He, Sarat Moka

UNSW Sydney · University of Edinburgh

Bayesian Inference

Jun 25, 2026stat.ML

XMSE-Aware Adaptive Empirical Bayes Estimation

Empirical Bayes (EB) estimators can match the first-order asymptotic risk of maximum likelihood (ML) while behaving very differently at second order: recent excess mean squared error (XMSE) analysis shows that kernel-based EB estimation may be worse than ML when the kernel is poorly aligned with the true parameter. This paper turns that diagnostic into a design principle. We propose an XMSE-aware mixed estimator that interpolates between ML and EB shrinkage. Its fixed-weight XMSE is a scalar quadratic, yielding a closed-form oracle mixing weight that is no worse than both ML and the base EB estimator at the XMSE scale. A plug-in implementation based on finite-sample XMSE approximations is proved consistent, with a second-order oracle regret rate for an interior oracle weight. We further establish a transfer of the regret bound to the fixed-weight risk curve evaluated at the selected weight, a thresholded boundary rule, and extensions to compact kernel families and to finite and growing kernel dictionaries with high-probability oracle bounds. Finite impulse response simulations with SURE-tuned, hard-selection, and trace-corrected baselines, together with the public Silverbox and Cascaded Tanks benchmarks, show that the proposed estimator retains most of the benefit of regularization when it is helpful and retreats toward ML under kernel misspecification, with an identified finite-de analyzed on the benchmarks.

Minghao Chen, Jiale Zheng

Tencent Technology, Shenzhen, China · Huawei Noah’s Ark Lab, Shenzhen, China

Parameter Estimation Empirical Bayes Bayesian Inference Kernel Methods

Jun 24, 2026cs.LG

Variational Inference via Entropic Transport Descent

Particle-based variational inference (ParVI) methods approximate an intractable target distribution by evolving an ensemble of interacting samples. Existing approaches rely predominantly on kernel-based repulsion (e.g., SVGD), which suffers from variance collapse in high dimensions and mode collapse on multimodal targets -- pathologies caused by the absence of global transport structure. We introduce entropic transport descent (ETD), a ParVI family that frames each particle update as an entropy-regularized optimal transport problem. Derived from the JKO proximal scheme by lifting to the space of couplings and relaxing via the KL chain rule, each ETD iteration reduces to a Sinkhorn computation. The resulting transport plan provides global coordination, guiding each particle to nearby high-density proposals and naturally preserving multimodal structure. ETD can operate entirely score-free, requiring only pointwise evaluations of the unnormalized target density. Experiments on variance-collapse diagnostics, Bayesian logistic regression, neural networks, and molecular Boltzmann distributions show that ETD matches or outperforms SVGD, AGF-SVGD, and SGLD, with the largest gains in high-dimensional and multimodal settings.

Vincent Pacelli, Akash Ratheesh, Evangelos Theodorou

School of Aerospace Engineering Georgia Institute of Technology Atlanta, GA 30332

Bayesian Inference Variational Inference Optimal Transport

Jun 23, 2026math.ST

Laplace-Fisher Gate Identities for Optimal Matrix-Gated Blended Score Estimation

Sampling from an unnormalized target density by reversing an Ornstein-Uhlenbeck diffusion requires the score of each noise-perturbed marginal law. Two exact identities are available: Tweedie's identity and a target-score identity, each yielding unbiased finite-reference score estimators for the OU-marginal score. Score estimators induced by scalar blends of Tweedie and TSI score estimators can reduce variance, but they are too rigid for singular or strongly anisotropic targets. We formulate blended score estimation as a conditional risk-minimization problem over matrix valued blending coefficients, referred to as gates. Our central result is to show the optimal matrix valued gate for blended score estimation is given

G_\star(y,t) = α_t^2 \left(α_t^2 I_d + γ_t\, \mathbb{E}[H_0(X_0)\mid Y_t=y] \right)^{-1}, \qquad H_0=-\nabla^2\log p_0 .

Here

α_t = e^{-t}

and

γ_t = 1-e^{-2t}

are the OU coefficients, and the conditional expectation is under the OU posterior of

X_0

given

Y_t=y

. We call this formula the \emph{Laplace-Fisher Gate Identity} (\LFGI{}). Because the Tweedie-TSI disagreement has conditional mean zero, the gate changes the score-estimator variance but not its expected value. We derive the variance-optimal matrix gate, record the Gaussian special case, and establish finite-reference consistency and stability bounds for estimating the gate from weighted reference samples. We then use the finite-reference LFGI score estimator for normalized density evaluation in Bayesian inverse problems. In regimes where MCMC pilot samples and derivative information are already available, LFGI uses those byproducts to construct a normalized surrogate for the posterior density. The resulting surrogate supplies information that the MCMC samples alone do not provide: posterior-energy evaluation, model-evidence estimation, and downstream density-based diagnostics. On a PDE-constrained inverse-problem benchmark, the LFGI surrogate improves posterior-density calibration and sampling diagnostics relative to the other tested score-estimator classes. Experiments using LFGI with known model evidence check absolute evidence calibration in both Gaussian and non-Gaussian settings.

Alois Duston, Tan Bui-Thanh

The Oden Institute for Computational Engineering and Sciences, The University of Texas at Austin · The Oden Institute for Computational Engineering and Sciences, and the Department of Aerospace Engineering & Engineering Mechanics, The University of Texas at Austin

Bayesian Inference Score-Based Generative Modeling

Jun 23, 2026cs.SD

Statistical validation and full-sphere extension of a Bayesian model for human static sound localisation

Auditory models are central tools for studying spatial hearing, yet their validation typically relies on heuristic performance metrics rather than principled statistical methods. We present two contributions building on a Bayesian sound localisation model that jointly infers sound direction from noisy perceptual features and individual head-related transfer functions (HRTFs). First, we derive an explicit likelihood function and validate it through parameter recovery on simulated data and fitting to behavioural responses from 33 participants, demonstrating that the framework reliably identifies individual sensorimotor and spectral parameters. Second, we use this framework to compare four HRTF template interpolation methods, showing that full-sphere spatial coverage and high-frequency spectral fidelity are the primary determinants of template quality, while the specific interpolation algorithm is secondary. Together, these results show that standard model-based statistical methods can address both fundamental questions in spatial hearing and applied problems such as perceptual HRTF evaluation. An open-source Python implementation is released alongside this work.

Roberto Barumerli, Fabian Brinkmann, Emanuele Zanoni +3

Dyson School of Design Engineering, Imperial College London, London, United Kingdom · Audio Communication Group, Technische Universität Berlin, Germany · Department of Industrial Systems Technology and Management, University of Padova, Vicenza, Italy

Bayesian Inference Spatial Audio

Jun 23, 2026cs.LG

Learning Dynamical Systems from Multiple Sparse Datasets: A Hierarchical Bayesian Modeling Approach

Estimating parameters of dynamical systems from sparse, noisy, and irregularly sampled data is often severely ill-conditioned. When multiple related datasets are available, they provide additional information if the shared structure and variability are properly modeled. We propose a hierarchical Bayesian framework for probabilistic meta-learning in dynamical systems, modeling dataset-specific parameters as draws from a shared population distribution. A numerical ODE solver is embedded within gradient-based MCMC to enable efficient posterior inference of the shared population and dataset-specific parameter distribution. Experiments show improved predictive performance over unpooled methods, highlighting the potential for data-efficient system identification in settings with sparse data.

Cristian Brugnara, Lea Multerer, Marco Forgione +1

SUPSI, Dalle Molle Institute for Artificial Intelligence (IDSIA USI-SUPSI), Lugano, Switzerland

Irregular Time-Series Modeling Parameter Estimation Meta-Learning Bayesian Inference Nonlinear System Identification Hierarchical Bayesian Modeling+1

Jun 21, 2026stat.ML

Scalable Bayesian Additive Models for Stellar Flare Detection via Amortized Gaussian Process Inference and Hidden Markov Models

Gaussian Processes (GPs) are a powerful tool for Bayesian time-series modeling, yet their cubic computational cost remains a severe barrier for application to long, high-cadence datasets in astronomy. While specialized scalable solvers like Celerite elegantly reduce this scaling to linear time, repeatedly evaluating the exact likelihood during iterative Bayesian sampling is a bottleneck for developing more complex models, like hierarchical or additive models in which Celerite is only one component. To make this inference computationally tractable, we introduce a generative surrogate framework. By utilizing a Variational Autoencoder (VAE) to learn a compressed representation of the Celerite prior, we map highly correlated stochastic dependencies into a low-dimensional, isotropic manifold. This transition completely bypasses exact covariance operations, shifting the computational burden to a rapid neural network forward pass. Through an extensive simulation study, we show that the generative surrogate accurately reproduces the structural fidelity of exact physical kernels like Celerite. Finally, we demonstrate embedding our VAE approximation into an additive model that combines Celerite and a hidden Markov model (HMM) for stellar flare detection in time series data of stars. We evaluate the joint VAE+HMM architecture against the exact Celerite+HMM framework on empirical astrophysical time series and demonstrate that the proposed methodology achieves significant reductions in computational time, enabling the rigorous, large-scale characterization of stellar flares across massive data archives.

Rodrigo Herrera, Vianey Leos-Barajas, Gwendolyn Eadie +2

Department of Statistical Sciences, University of Toronto · Data Sciences Institute, University of Toronto · School of the Environment, University of Toronto +3

Neural Surrogate Modeling Amortized Inference Bayesian Inference Sequence Modeling Hidden Markov Models Gaussian Process Regression

Jun 21, 2026cs.RO

BLENDS: Bayesian Learning-Enhanced Deep Smoothing for GNSS-Denied Environments

Maintaining accurate navigation during GNSS outages remains a significant challenge for autonomous systems relying on low-cost inertial sensors. While classical smoothing methods, such as the two-filter smoother and Rauch-Tung-Striebel smoother, exploit measurements collected before and after an outage, their performance remains limited by the accuracy of conventional GNSS measurements. This paper presents Bayesian learning-enhanced navigation with deep smoothing (BLENDS), a transformer-based framework that augments Bayesian smoothing with learned covariance adaptation and state correction. The proposed method preserves the statistical foundations of Bayesian estimation while leveraging data-driven learning to improve navigation accuracy. Evaluations on the quadrotor dataset with GNSS outages demonstrate that BLENDS consistently outperforms both model-based smoothers, achieving up to 25.6% improvement in the position root mean square error while also reducing estimation uncertainty. Furthermore, BLENDS learns to compensate for the systematic bias between conventional GNSS positioning and RTK ground truth, enabling accuracy beyond that achievable with conventional GNSS measurements alone. The results demonstrate the potential of learning-enhanced Bayesian smoothing for resilient and high-accuracy navigation in GNSS-challenged environments.

Nadav Cohen, Itzik Klein

The Hatter Department of Marine Technologies University of Haifa Haifa, Israel

Bayesian Inference GNSS-Denied Localization Inertial Navigation

Jun 20, 2026cs.LG

Neural Conjugate Aggregation: Identifiable Unsupervised Multi-Sensor Regression under Heterogeneous Sensor Bias

We study regression-based data fusion under uncertainty, where multiple noisy and biased measurement sources are available but ground-truth labels are absent during training. This setting arises in sensor networks, simulation ensembles, and scientific monitoring systems where supervision is costly or infeasible. We propose the Neural Conjugate Aggregation Model (NCAM), a hierarchical Bayesian framework that combines neural networks with conjugate Gaussian inference for unsupervised multi-source fusion. NCAM learns source-specific bias and reliability conditioned on contextual covariates, yielding an analytically tractable posterior over a latent target variable with decomposed epistemic and aleatoric uncertainty. Structural non-identifiability is resolved through sensor anchoring and variance regularization, enabling stable and interpretable posterior aggregation. To complement Bayesian uncertainty with finite-sample guarantees, we integrate locally adaptive Monte Carlo conformal prediction, producing heteroscedastic prediction intervals with coverage guarantees under exchangeability assumptions. Experiments on synthetic and real-world air-quality datasets demonstrate improved predictive accuracy and well-calibrated uncertainty compared to unsupervised baselines, including mean aggregation, probabilistic PCA, and Kalman filtering.

Muhammed Faruk Aytin, Zehra Demir, Alper Unal +2

AI and Data Engineering Department, Istanbul Technical University, Istanbul, Türkiye · Eurasia Institute of Earth Sciences, Istanbul Technical University, Istanbul, Türkiye · Civil & Environmental Engineering, University of Washington, Seattle, WA, USA

Bayesian Inference Uncertainty Calibration Multimodal Sensor Fusion

Jun 20, 2026cs.AI

When Does Belief-Based Agent Memory Help? Reliability-Conditional Updating and Provenance-Capped Poisoning Defense

We investigate when belief-based memory actually improves large language model (LLM) agents. Our vehicle is Nous, a long-term memory architecture that represents each entity-attribute pair as a categorical probability distribution updated through closed-form Bayesian inference, with information-theoretic surprise driving belief revision and entropy-based forgetting. A controlled ablation on the LoCoMo benchmark shows that Bayesian belief updating alone provides little benefit over naive last-write-wins because existing conversational memory benchmarks rarely contain contradictory or differently reliable evidence. We then introduce reliability-conditioned updating, estimating per-observation reliability from epistemic language, and show on a controlled contradiction benchmark that belief updating substantially outperforms last-write-wins and raw-memory retrieval when observations differ in trustworthiness. Because content-derived reliability is itself vulnerable to manipulation, we further propose provenance-capped belief updating, where trust is bounded by source provenance rather than textual confidence. Under controlled memory-poisoning experiments, this approach resists volumetric poisoning attacks while revealing the utility costs and implementation requirements of provenance-aware memory. Finally, we quantify a 27.5-point discrepancy between strict token-F1 and LLM-as-judge evaluation on identical outputs, highlighting important reproducibility concerns for long-term memory benchmarks. Our results suggest that probabilistic belief-based memory is most beneficial in environments requiring reasoning over conflicting and differently trustworthy evidence, rather than conventional conversational recall alone.

Pranav Singh

Indian Institute of Technology Ropar

Agent Memory Bayesian Inference Persistent Memory for Language Models Agent Memory Poisoning Memory Agent Benchmarks Long-Term Conversational Memory

Jun 19, 2026cs.CV

Lightweight 3D Feature Pretraining by Bayesian Inversion of 2D Foundation Models

We present Casper3D, a lightweight probabilistic framework for converting noisy multi-view 2D foundation-model embeddings into a latent 3D semantic representation. We model view-level semantic features as noisy observations of an underlying 3D semantic state and infer this state with a set-based variational model that incorporates relative pose during multi-view reasoning. Casper3D is trained by predicting held-out semantic observations from novel viewpoints, while remaining aligned with visual and text semantic spaces for open-vocabulary 3D understanding. The framework is backbone-agnostic and applies to both language-aligned and self-supervised embeddings. Experiments show that Casper3D produces more stable 3D semantics than simple multi-view pooling, especially in ambiguous and noisy settings.

Marwane Hariat, Gianni Franchi, David Filliat +1

U2IS, ENSTA – Institut Polytechnique de Paris, Palaiseau, France · Pôle Recherche, Agence Ministérielle pour l’IA de Défense, Palaiseau, France

Multi-View Consistency Bayesian Inference 3D Representation Learning 3D VLMs

Jun 19, 2026stat.ML

Bayesian Model Averaging under Predictor Redundancy via Density-Ratio Posterior Compression

Bayesian model averaging in support-indexed regression induces a posterior distribution over active predictor supports. Under predictor redundancy, posterior mass can spread across many nearly interchangeable supports, making exact-support summaries unstable or hard to interpret even when prediction is stable. We study how to report an already fitted Bayesian model averaging posterior without changing the Bayesian target. A report uses hard or soft regions of support space, and its compressed reporting law is compared with the reference posterior through an explicit density ratio. This ratio gives computable total-variation and Kullback--Leibler distortion, bounds for bounded predictive summaries, retained-mass diagnostics, and fallback-weight diagnostics. The framework covers fixed hard regions, metric-ball regions, posterior-cluster regions, and pooled-pruned region dictionaries. We prove exact error formulas and validation bounds for these region reports, and give conditions under which a few regions can replace a long list of individual supports. In simulations, our region reports often give shorter and clearer summaries while preserving the main posterior information, and the density-ratio diagnostics show when too much information has been lost.

Hanqing Li, Xuewen Lu, Yuting Chen

Department of Mathematics and Statistics University of Calgary Calgary, AB T2N 1N4, Canada · Department of Mathematics and Statistics Eastern Kentucky University Richmond, KY 40475, USA

Bayesian Inference

Jun 18, 2026cs.LG

Multi-Task Bayesian In-Context Learning

Bayesian predictive inference provides a principled framework for uncertainty quantification, data efficiency, and robust generalization. However, exact inference is often intractable, and scalable approximations may remain computationally expensive or require restrictive modeling assumptions that degrade predictive performance. Prior-Data Fitted and in-context models have recently emerged as an amortized alternative by learning to map datasets directly to predictive distributions, but existing approaches are tightly coupled to the support of the training prior and lack explicit mechanisms for adapting to new priors at test time, resulting in limited robustness under distribution shift. We introduce a multi-task in-context learning framework for amortized hierarchical Bayesian predictive inference that explicitly represents prior information as a prefix of in-context datasets. A transformer trained on sequences of prior and target tasks learns to adapt its predictions across families of priors. On a suite of evaluations with increasing difficulty, including out-of-meta-distribution priors and priors with high-dimensional latent structures, our method matches oracle Bayesian predictors while being orders of magnitude faster. We further demonstrate its practical relevance on a real-world spatiotemporal temperature prediction benchmark. Code is available at https://github.com/martianmartina/multi-task-bayesian-icl/.

Qingyang Zhu, Eric Karl Oermann, Kyunghyun Cho

New York University · NYU Langone Health

Amortized Inference Bayesian Inference Multi-Task Learning Hierarchical Bayesian Modeling In-Context Learning

Jun 17, 2026stat.ML

Variational Consensus Monte Carlo for Bayesian Mixture

Motivated by the privacy, sensitivity and sharing limitations of health data, we present a comprehensive pipeline for inference of Bayesian mixture models within a federated learning setting, i.e. when data cannot be fully shared or pooled across compute nodes. We adopt a Consensus Monte Carlo (CMC) approach, in which an MCMC algorithm is run independently within each data silo to estimate local posterior distributions, which are then aggregated to approximate the posterior over the full data. The variational CMC approach of Rabinovich, Angelino and Jordan (2015) [1] frames the aggregation step as a variational inference problem, but their application to mixtures assumes the number of clusters and key mixture parameters to be known. Our main methodological contributions are: (i) an extension of variational CMC to over-fitted Bayesian mixture models that infer the number of clusters and all model parameters, without requiring conjugacy; (ii) novel cluster-matching algorithms suitable for cross-silo settings in which not every cluster appears in each local dataset; (iii) a number of inference strategies for the aggregation step, matched to different federated learning constraints; and (iv) guidelines for choosing among these in practice. A comprehensive simulation study validates the framework and allows us to compare to state-of-the-art federated learning alternatives. Notably, we show that when the composition of local datasets reflects the underlying clustering structure in the data, our approach can recover small clusters with greater accuracy than standard MCMC applied to the pooled data. We illustrate the framework on large-scale electronic health record data, identifying multi-morbidity patterns in a British geriatric population.

Julie Fendler, Francesca L. Crowe, Tom Marshall +2

MRC Biostatistics Unit, University of Cambridge · Institute of Applied Health Research, University of Birmingham

Markov Chain Monte Carlo Federated Learning Aggregation Bayesian Mixture Models Bayesian Inference Variational Inference Federated Learning

Jun 17, 2026cs.LG

Structured Inference with Large Language Gibbs

The knowledge encoded in large language models (LLMs) can serve as a substrate for structured reasoning over variables describing a complex world, but accessing this knowledge in a probabilistically coherent manner poses a difficult inference problem. We propose Large Language Gibbs, a scheme for structured probabilistic inference that uses conditional distributions of an LLM as transition operators. Rather than sampling structured objects through single-pass autoregressive generation, we iteratively resample individual variables conditioned on others using an LLM's next-token conditionals. This approach avoids order-dependent biases and produces a stationary distribution that reflects a compromise between all local conditionals. We apply this approach to sampling from synthetic distributions, consistent reasoning tasks, and Bayesian structure learning. The results suggest that the use of LLM conditionals in MCMC is a practical alternative to one-pass generation for structured probabilistic inference under a world prior accessible through noisy LLM conditionals.

Sanghyeok Choi, Henry Gouk, Esmeralda S. Whitammer

University of Edinburgh, School of Informatics · 2CIFAR Fellow, Learning in Machines and Brains

Markov Chain Monte Carlo LLM Inference Bayesian Inference Structured Reasoning

Jun 16, 2026stat.ME

Shrinkage priors for Bayesian Substitute Confounders

Multi-cause observational studies contain information about unmeasured confounding through the dependence structure among causes. However, literal imputation of the unobserved confounder is often more complex than learning a lower-dimensional substitute score that preserves the shared assignment variation needed for stable causal adjustment. The deconfounder (Wang and Blei, 2019) and related substitute confounder methods exploit this idea, but flexible assignment models can fit the joint distribution of the causes while producing scores that over-encode the treatment vector, collapse overlap, or capture single-cause variation. We develop a Bayesian factor assignment framework for learning sparse substitute confounders that retain coarse multi-cause dependence with shrinkage priors. The theory is stated at the level of posterior concentration, factor score contraction, and overlap-preserving assignment geometry and therefore does not rely on a particular shrinkage prior. Under these conditions, the proposed regression-adjusted estimators are consistent for mean potential outcomes when the corresponding latent variable identification assumptions hold. Shrinkage priors provide a natural tool for latent structural learning: they favour low-dimensional factors supported by multiple causes, discourage effectively single-cause factors, and induce an ordering of the latent factors through progressive shrinkage. Synthetic experiments illustrate the roles of signal strength, outcome validity, and geometry-aware regularization. In an Alzheimer's Disease Neuroimaging Initiative (ADNI) baseline analysis, sparse substitute scores recover much of the adjustment obtained by directly conditioning on invasive cerebrospinal-fluid biomarkers, while collapse diagnostics identify when fitted factors reduce to individual observed measurements.

Yordan P. Raykov, Hengrui Luo, Justin D. Strait +1

School of Mathematical Sciences, University of Nottingham, Nottingham, UK · Department of Statistics, Rice University, USA · Lawrence Berkeley National Laboratory, USA +1

Causal Effect Estimation Latent Variable Models Bayesian Inference Causal Inference