Bayesian

Bayesian Optimization (BO) generally begins with an initialization phase: a batch of $n_0$ uninformed evaluations. The choice of $n_0$ remains largely heuristic, and we empirically observe that the total cost (random initial points plus BO iterations needed to find the global optimum) is U-shaped in $n_0$, i.e., a practitioner wastes resources by selecting either too low or too high a value of $n_0$. We find this tradeoff persists across MLE, Bayesian MCMC, and exact GP hyperparameters, as well as across acquisition functions. Toward the latter, Thompson Sampling appears an exception, with both total cost and simple regret essentially $n_0$-agnostic, though higher in our experiments. We attribute this U-shape to the known boundary issue of variance-driven BO: BO burns early budget on corners of the hypercube before turning inward. We demonstrate this effect using a 3D BO trajectory where the exact hyperparameters are known. We conclude with practical recommendations: use multi-step lookahead BO where possible; otherwise use Thompson Sampling when $n_0$ cannot be tuned, and a generously large $n_0$ when it can.

Bayes-assisted conformal prediction combines the strengths of Bayesian modelling with exact, distribution-free frequentist coverage guarantees. Although conformal validity is preserved even when the Bayesian working model (BWM) is misspecified, the size of the resulting prediction sets can degrade substantially when the prior is poorly aligned with the observed data. We address this limitation by introducing RoBAS (Robust Bayes-Assisted Shrinkage): a Bayes-assisted framework for constructing robust nonconformity scores, with two instantiations: one induced by a heavy-tailed BWM, and a closed-form empirical Bayes shrinkage score. The resulting scores adapt to the quality of the working information encoded in the prior: when this information is reliable, they exploit it to produce efficient prediction sets; when it is weak or inaccurate, they revert to the Distance-To-Average (DTA) score, a robust non-informative baseline. We evaluate the proposed scores on tabular and image regression tasks where the training distribution may differ from the calibration and test distributions, while the calibration and test data themselves remain exchangeable. We find that they are competitive with widely used scores in the absence of such shift, while substantially reducing interval widths in shifted settings.

Physical sensing and actuation noise floors should inform how much belief resolution a decision-making system can reliably use. We introduce Finite Reliability Representations (FRR), a framework for covering belief spaces by reliability cells: regions within which the optimal action-value function Q*(b,u) varies by at most a tolerance epsilon, uniformly over actions. The framework is formulated on beliefs rather than states and uses a cover rather than an equivalence quotient, because approximate decision-closeness is not transitive in general. A central technical point is that noisy Bayesian updates should not be treated as globally contractive on arbitrary beliefs. We therefore separate three objects: the fixed-observation filter map, the predictive observation law, and the controlled belief-transition kernel. For nonlinear continuous-state systems, FRR is obtained under a reachable-set Lipschitz modulus for the belief-transition kernel. For finite-state POMDPs, the same construction becomes exact on the belief simplex: prediction is linear, Bayesian correction is a normalized positive linear map, sensor noise enters through observation-distribution distinguishability, and actuation uncertainty enters through an action-execution channel. Under the corresponding action-value Lipschitz condition, an FRR cover supports a cell-constant policy whose suboptimality is bounded by 2 epsilon/(1 - gamma). We also introduce reliability entropy, the logarithm of the minimal number of reliability cells, as a measure of certified decision-relevant belief complexity. The framework distinguishes representation sufficiency from fundamental performance floors imposed by sensing, process, and actuation noise. It applies to finite POMDPs, linear-Gaussian filters, locally linearized nonlinear filters, and particle-filter implementations through analytic or empirical certification of reliability cells.

Pulsar timing arrays (PTAs) provide a unique window into nanohertz gravitational waves (GWs), but extracting astrophysical parameters from noisy, long-baseline timing residuals remains computationally challenging with traditional Bayesian techniques due to the high dimensionality of the parameter space, complex and correlated noise models, and the cost of repeated likelihood evaluations. We introduce a Transformer with a physics-informed positional-encoding framework for the efficient inference of eccentric binary black holes in relativistic orbits from PTA data. Our approach embeds analytical GW phase evolution directly into the model through structured positional encodings, enabling the network to learn physically meaningful representations from raw PTA timing residuals. We then use generative models, including discrete and continuous conditional normalizing flows, to infer posterior distributions within a simulation-based inference framework. Across a range of signal-to-noise ratios, the proposed method achieves improved accuracy, sharper posteriors, and faster inference compared to physics-agnostic baselines. While presented for deterministic white-noise signals, the modular framework readily generalizes to realistic PTA analyses incorporating red noise and additional components. This work highlights the potential of physics-aware deep learning models as scalable alternatives to conventional inference pipelines for next-generation PTA datasets.

Algorithmic recourse addresses the challenge of providing tailored recommendations to users affected by unfavorable machine learning decisions, in potentially high-stakes scenarios. Traditional approaches to recourse often rely on the closest counterfactual explanations or assume a priori knowledge of a user's causal structure, resulting in interventions that overlook individual contexts and specific feature interactions. To overcome these limitations, we study a human-in-the-loop framework that iteratively approximates the user's structural causal model through interactive queries via Bayesian inference before producing recourse recommendations. This framework exploits humans' feedback to improve the identification of causal effects, allowing personalized recourse that is plausible, cost-effective, and aligned with the actual causal dependencies of each user. As a proof of concept, we evaluate this framework through simulated human responses. Our simulations across linear and non-linear causal models show promising results, though challenges remain in capturing complex, non-linear structures, emphasizing the importance of accurate approximations and robust noise distribution modeling.

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.

Large language models (LLMs) exhibit remarkable reasoning capabilities, but their task-specific fine-tuning is notoriously plagued by overconfidence, severely hindering trustworthy deployment. We propose Data-Adaptive Lower-Rank Adaptation (DALorRA), a simple and effective variational Bayesian sparse framework that shifts the paradigm of uncertainty quantification from the dense parameter space to the lightweight rank level of low-rank adaptation (LoRA). With the insight that LoRA essentially aggregates multiple rank-one components that may provide superfluous model capacity, DALorRA imposes stochastic masking on rank dimensions, enabling Bayesian regularization of model capacity during training and ensemble-like calibration during inference. Extensive experiments demonstrate DALorRA's excellent calibration of LLMs without compromising reasoning accuracy.

Hardware impairments in massive multiple-input multiple-output (MIMO) receivers introduce inter-symbol memory and inter-element coupling, severely degrading channel estimation. This paper employs a residual recurrent gated unit (RGRU) to model the intra-slot memory of the hardware impairments and proposes a message-passing-based two-timescale Bayesian deep learning (MP-TTBDL) framework for joint channel and impairment tracking. Owing to small-scale fading, the wireless channel varies rapidly across slots, whereas hardware impairments drift slowly due to hardware aging and environmental variations. To capture these distinct physical timescales, a fastvarying Markov prior and a slow-varying Gaussian Markov prior are assigned to the sparse channel and the network parameters, respectively. Based on a multi-slot factor graph formulation, a message-passing algorithm is developed. Specifically, the inter-slot messages admit closed-form updates, while the intra-slot factor graph, due to its complex recurrent structure, is partitioned into a channel tracking module and an impairments calibration module. The channel tracking module performs sparse channel estimation via turbo orthogonal approximate message passing (Turbo-OAMP), and the impairments calibration module updates the impairment parameters via a specially designed deep approximate message passing (DAMP) procedure, with the two modules iteratively exchanging extrinsic information through expectation propagation (EP) until convergence. Simulation results show that the proposed framework robustly achieves lower channel estimation error than conventional compensators followed by channel estimation across different online impairment scenarios and signal-to-noise ratio (SNR) conditions.

Radio-frequency (RF) sensing is a central modality for counter-unmanned-aerial-system (counter-UAS) defence because it exploits the control, telemetry, and video links between a drone and its operator. Reported accuracies for RF-based drone detection and identification are often very high, but many are obtained using cross-validation that splits a small number of continuous recordings into short segments. This can place near-duplicate slices of the same recording in both training and test partitions, creating data leakage. We study this leakage problem through theory and measurement. We formalise the optimism of segment-level cross-validation and show, using Cover's function-counting theorem, that a classifier can exactly memorise the recording-to-label map when the number of independent recordings, R, is small relative to the feature dimension, d. In particular, this can occur when 2R is less than or approximately equal to d. Under these conditions, naive accuracy approaches 1, and the inflation gap approaches 1 - ACC*, where ACC* is the Bayes accuracy. The inflation eases only once R grows beyond this separability threshold. A controlled synthetic experiment with 10 seeds confirms the predicted curves: naive balanced accuracy rises from the Bayes level toward 1.0 as recording-specific nuisance variation grows, while honest recording-grouped evaluation declines to chance, with a gap reaching about 0.5. On the public DroneRF dataset, pooled leave-one-recording-out cross-validation shows drone type identification, AR versus Bebop, collapsing from a naive macro-F1 of 0.74 to 0.46, the two-class chance level. A leakage-pathway ablation attributes essentially all of the inflation to segment-level leakage.

Data assimilation models state dynamics conditioned on sequential observations, and has wide-ranging scientific applications. In the filtering setting, the goal is to model the posterior over the current state given all observations so far. Classical solutions typically make simplifying distributional or functional assumptions, e.g., linear-Gaussian systems, which can be inaccurate in many scenarios. In principle, particle filters (PFs) remove these assumptions, yet often collapse in high dimensions. Recent generative approaches learn conditional state transitions, but without principled Bayesian updates they do not recover the correct filtering posterior and can accumulate error over long horizons. In this work, we introduce Flow Proposal Particle Filters (FPPF), which learn a conditional generative model based proposal approximating the variance-minimizing optimal proposal for particle propagation. Conditioning on observations steers particles toward high-likelihood regions before weighting, reducing weight variance and delaying degeneracy. Since our proposal admits tractable likelihood evaluation, FPPF computes accurate importance weights and retains a Bayesian update step. We further extend FPPF to high-dimensional problems through localization strategies, adressing another standard PF failure mode. Extensive experiments on a variety of dynamical systems show that FPPF outperforms statistical baselines and other generative methods in non-linear, non-Gaussian, and high-dimensional regimes.

Adaptive experiments for average treatment effects (ATE) require randomized allocations balancing valid inference with statistical efficiency. The oracle design is a covariate-dependent Neyman rule governed by unknown arm-conditional outcome variances. We investigate whether this sequential variance-estimation and allocation process can be amortized via in-context learning. We introduce Bayesian in-context experimenters: transformer policies trained to imitate a Bayesian posterior Neyman teacher. The teacher updates nonparametric beliefs over potential outcomes using experimental history to assign posterior Neyman treatment probabilities. This design converges to the oracle rule, supporting efficient ATE inference. Transformers constructively implement this mapping through attention-based sufficient statistics and projected gradient descent, imitating Bayesian updating for Gaussian-series priors. To address unknown outcome smoothness, we combine smoothness-indexed experimenters using a mixture-of-experts transformer. The gate acts as a hierarchical posterior over smoothness classes, concentrating on near-oracle experts. By bounding the complexity of the transformer class, we prove this amortized policy can be learned via empirical risk minimization using supervised pretraining. Experiments confirm accurate teacher imitation, adaptive allocation, and improved ATE precision over baselines.

This paper proposes a Bayesian filtering-based approach for learning the dynamics of a physical system from partial, noisy measurements. We model the system dynamics using a Lagrangian mechanics formulation. As in Lagrangian neural networks (LNNs), we parameterize the kinetic and potential energies with neural networks. The unknown external forces in the Lagrangian formulation are modeled as white Gaussian noise. The corresponding Euler--Lagrange equations then yield a continuous-time stochastic state-space model (SSM) that describes the system dynamics. The neural network parameters and system states are then jointly learned via a maximum-likelihood method using Gaussian-approximation-based Bayesian filters. The effectiveness of the proposed method is demonstrated on pendulum and Duffing oscillator examples, and its performance is compared with conventional LNNs and with approximate Bayesian filters using known system models.

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.

With rapidly improving capabilities, Large Language Models (LLMs) are increasingly used in many complex real-world tasks. Beyond requiring in-depth knowledge and reasoning skills, many of these tasks exhibit a high degree of subjectivity and require that the outputs of the model can be trusted. While a lot of progress has been made to train better models, decision-making algorithms have received less attention. In this work, we present and evaluate various uncertainty-aware decision-making algorithms based on Bayesian decision theory and risk-averse decision making on the tasks of tutoring and automatic peer reviewing. Concretely, we take uncertainty over tutoring strategies and review scores into account when generating a tutor response or review and use conformal prediction to provide guarantees over strategy and score. We find empirically that these algorithms can improve the utility of the generations but need to be carefully implemented when ambiguity is high. For example, risk-averse rules can degrade performance by optimizing for generic outputs, while Bayesian methods tend to perform better. Our work uses techniques from decision theory to improve LLM-based decision-making and outlines open challenges for the community.

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.

Autonomous scientific discovery systems increasingly use large language models (LLMs) to propose new hypotheses, but many such systems condition primarily on experimental memory: archives of high-scoring candidates or heuristic summaries of recent trials. We argue that discovery agents should instead maintain explicit, uncertainty-aware beliefs about hypothesis quality. We introduce BayesEvolve, a belief-guided discovery framework that converts experimental evidence into a predictive belief state and uses this belief to guide future experimentation. As a controlled testbed for belief-guided discovery, we evaluate BayesEvolve on shifted BBOB-style black-box optimization tasks, leaving program and laboratory discovery domains to future work. BayesEvolve improves sample efficiency over memory- and archive-guided LLM baselines under a fixed evaluation budget. We further show that the belief state is predictive on held-out candidate pools, that controlled decision-rule ablations favor belief-guided selection with an annealed uncertainty bonus, and that BayesEvolve exhibits productive late-stage concentration rather than unfocused exploration.

We study the Bayesian fixed-budget best-arm identification problem in which a learner can abstain from making a terminal recommendation. Subject to an abstention budget $α$, we analyze the probability of undetected error--the risk of recommending a suboptimal arm without abstaining. Our central finding is that abstention induces a phase transition: without abstention, the error probability decays polynomially in the sampling budget $T$; in contrast, introducing any small positive abstention budget shifts this to an exponential decay. For Gaussian priors and rewards, in the regime $T\to\infty$ followed by $α\downarrow0$, we establish exact matching information-theoretic lower bounds and algorithmic upper bounds on the optimal error exponent, which takes the form $\exp(-\frac{α^{2}T}{8κ_ν^{2}})$. The hardness parameter $κ_ν$ represents the prior density of the top-two gap at zero, highlighting that nearly tied instances drive the fundamental error. We introduce an adaptive algorithm, PGWS, that successfully achieves this optimal exponent by expending its abstention budget on statistically ambiguous instances. We further demonstrate that this polynomial-to-exponential improvement is exclusively a Bayesian phenomenon--in the frequentist setting, abstention only affects lower-order exponent terms. We also extend our results beyond the Gaussian model.

While Low-rank adaptation (LoRA) enables highly efficient fine-tuning by constraining task-specific updates to fixed low-rank subspaces, this rigid design limits representational flexibility and often results in overconfident predictions and miscalibrated uncertainty, especially in low-data regimes. Recent Bayesian LoRA variants improve uncertainty estimation by modeling posterior distributions over adaptation parameters. However, these approaches typically rely on fixed or heuristically determined ranks, overlooking the inherently context-dependent nature of adaptation capacity. In this paper, we propose BaRA, a Bayesian Adaptive Rank Allocation framework for parameter-efficient fine-tuning. Drawing inspiration from probabilistic topic models, BaRA dynamically allocates adaptation capacity by activating a sparse, context-dependent subset of disentangled latent factors, enabling instance-wise variation in effective rank. This Bayesian formulation provides principled, data-driven capacity control, mitigating over-parameterization while preserving expressiveness. Beyond the modeling contribution, we provide a complexity-theoretic generalization analysis showing that the generalization gap of BaRA depends on the learned joint effective rank $\bar{s}_{Φ,θ}$ induced by the global-local gate, rather than the maximum rank $r$. This result explains why sparse adaptive rank allocation can reduce the effective hypothesis complexity while preserving input-dependent expressiveness. Extensive experiments on diverse natural language benchmarks demonstrate that BaRA consistently improves predictive performance, robustness, and uncertainty calibration compared to standard LoRA and existing Bayesian LoRA variants.

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.

PAC-Bayesian bounds provide finite-sample guarantees for data-dependent randomized predictors, but applying them to learning-based control is difficult because the natural objective is a quadratic trajectory cost. Such losses are unbounded, non-Lipschitz , and lead to response-dependent Chernoff terms. We employ System Level Synthesis parameterization, which exposes the closed-loop trajectory map of a linear system directly and makes the quadratic control loss amenable to explicit certification. Moreover, we provide a set of PAC-Bayes-Chernoff certificates for posterior distributions over feasible closed-loop responses. For Gaussian disturbance trajectories with arbitrary covariance, we derive an exact one-sided Gaussian transform and a tractable quadratic upper bound expressed through closed-loop sensitivity quantities. We also derive a posterior-localized surrogate for settings where pointwise closed-loop response certificates are unavailable or have support related admissibility issues. Although PAC-Bayes certifies a non-degenerate posterior, the convex quadratic form of the SLS loss transfers the certificate to the posterior mean response. We present a deterministic mean response deployment result that is particularly suitable for control while retaining the stochastic posterior in the bound. Additionally, we provide a data-driven bound for this deployment, transitioning away from an oracle bound. Minimizing this bound naturally results in a learning algorithm for control selection from data. Numerical experiments on a double integrator show that the algorithm acts as a sensitivity-aware finite-sample regularizer, improving held-out cost and reducing closed-loop sensitivity in the low-data regime

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.

Reliably quantifying predictive uncertainty is difficult for complex, high-dimensional, or misspecified models. Both fully Bayesian and bootstrap resampling methods provide principled uncertainty estimates but are often too expensive for modern machine-learning models because they require posterior sampling or repeated model refitting. We introduce Ribbon, a scalable approximation to Dirichlet-reweighted bootstrap uncertainty. Ribbon replaces repeated refitting with an influence-function linearization around a single fitted model, preserving the first-order data-reweighting structure of the Bayesian bootstrap while requiring only post-hoc linear algebra. Ribbon approximates the Bayesian-bootstrap or weighted-likelihood-bootstrap refitting target. With a general concentration parameter, Ribbon gives a calibrated Dirichlet-reweighting family whose uncertainty scale can be tuned on validation data. We show that Ribbon is asymptotically equivalent to a flat-prior Laplace approximation under correct likelihood specification and recovers the robust sandwich covariance under misspecification. Across synthetic regression, MNIST classification, and California Housing benchmarks, Ribbon provides competitive predictive performance and improved calibration in several settings while avoiding repeated model retraining.

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.

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.

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.

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.

This note describes an integration of the sim-to-real performance estimate with betting (from Chen et al.) and the safe anytime-valid inference (from Ramdas et al.). Using the scaled simulators. The method produces efficient, reliable certificates for the mean estimate, an approach that is especially valuable in robot performance testing. This note gives a primary, self-contained account of the construction; preliminaries of the respective methods are kept at a minimum, and one shall refer to the original works for full detail. Some synthetic examples demonstrating the proposed algorithm can be found at https://github.com/ISUSAIL/Bet4Sim2Real-EProcess.

Bayesian experimental design (BED) has traditionally been based on maximising expected uncertainty reductions from prior to posterior. A major shortfall of this approach is that it leads to doubly intractable objectives that are difficult to optimise, while customising them to particular downstream tasks of interest can also be difficult. Following first principles decision theory, we demonstrate that BED can alternatively be formulated in terms of an expected future loss (EFL) on downstream actions, providing a simple and naturally task-driven framework. Critically, we then show that all such EFLs can be rearranged into singly intractable objectives that can be jointly optimised with respect to both the design policy and a downstream action policy using stochastic gradients, an approach we refer to as ACTION-BED. This formulation further sidesteps the need for any explicit posterior or marginal likelihood estimation and is naturally implicit, requiring only the ability to sample from the joint model over model parameters and data, and evaluate the downstream loss function. It thus allows design policies to be learned more effectively, efficiently, and simply than existing methods, while providing easy customisation to different downstream tasks and losses.

Frameworks for ensuring fairness in machine learning typically focus on learning fair models from existing data. But this endeavor is often undermined by biases already present in that data. We therefore look to modify the data acquisition process itself to help gather fairer data that is inherently more suitable for training fair predictors. To this end, we introduce FairBED, which provides novel formulations for quantifying the fairness of datasets themselves based on the idea that fair datasets should be uninformative about sensitive attributes. We then use this to construct practical fairness-aware Bayesian experimental design (BED) objectives that maximize expected information gain about the target quantity of interest while minimizing expected information gain about sensitive attributes. We further derive a theoretical link between FairBED and demographic parity, and show empirically that models trained on data gathered using FairBED provide improved fairness-accuracy trade-offs compared to randomly acquired data and conventional BED.

We perform a realistic KiDS-Legacy mock analysis with field-level neural compression and simulation-based inference using just 60 $N$-body simulations. The weak lensing shear field encodes substantially more cosmological information than standard two-point summary statistics such as the power spectrum. Field-level inference can fully exploit this information, but physical realism at the field-level requires very high-fidelity simulations. This poses a major challenge for simulation-based inference (SBI): accurate empirical density modelling and deep-learning-based neural compression require tens of thousands of training samples, but achieving physical realism at the field level makes each simulation extremely costly. We demonstrate that multifidelity SBI can alleviate this tension by substantially reducing the number of high-fidelity simulations needed for accurate cosmological inference. We pre-train neural inference models on realistic KiDS-Legacy-like shear mocks using fast log-normal \texttt{GLASS} simulations and fine-tune them on a small set of high-fidelity $N$-body simulations. We show that $60$ high-fidelity simulations are sufficient to obtain informative and well-calibrated cosmological posteriors, enabling at least an order-of-magnitude reduction in simulation cost for accurate field-level inference in a realistic setting.

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.

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.

Misalignment can change how information moves from an AI agent to a human user. We model this as an information advantage: the AI agent observes the world state, while the human receiver only knows a prior and must act after seeing the agent's signal. A strategic AI sender may withhold evidence or garble information in order to steer the human's decision. We ask how much useful information can still reach the human when the AI optimizes a misaligned objective. We study a Bayesian persuasion model in which the world state is a bit string, the human receiver wants to guess the bits correctly, and a single AI sender wants the receiver to guess as many bits as possible as $1$. For a prior $μ$, let $R_0(μ)$ be the receiver's utility from using only the prior, and let $R_{\max}(μ)$ be the largest receiver utility among signaling schemes that are optimal for the sender. We prove $R_{\max}(μ)/R_0(μ)\leq 3/2$. This bound improves for priors close to the independent product prior with the same marginals: if $μ(x)\geq (1-η)π_μ(x)$ for every state $x$, then $R_{\max}(μ)\leq R_0(μ)+ηn$. We also give a six-bit prior for which $R_{\max}(μ)/R_0(μ)=39/31>5/4$, so no universal $5/4$ bound is possible.

Differential privacy (DP) has become the gold standard for ensuring the privacy protection of machine learning and statistical algorithms in recent decades. A plethora of algorithms and methods have been developed to enhance the utility of DP algorithms while maintaining the same level of DP. However, these are often overly complex or computationally ineffective. We propose a novel approach focusing on denoising the output of the simple additive Gaussian mechanism by adopting the idea of \textit{empirical Bayes estimation}. We highlight that the empirical Bayes approach can reduce the mean-squared error solely by taking the output of the Gaussian mechanism as input. Our numerical studies show that this simple yet powerful approach can be applied to improve upon various statistical problems, including histogram release, principal component analysis, and linear regression, often outperforming existing private algorithms.

We introduce BASIL, a user-friendly desktop application for process optimization. BASIL employs a Bayesian approach, incorporating special acquisition functions that can be used to solve both single and multi-objective optimization problems. It provides a graphical interface that enables users to input their experimental parameters, optimization objectives, and legacy data. This is then used to build surrogate models, which are coupled with acquisition functions to guide and optimize a process towards a desired objective. To facilitate model building, BASIL provides a variety of predefined surrogate model templates. BASIL can be used to optimize any arbitrary experiment or process with known, user-defined input variables, optimization objectives, and defined output.

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.

Robots must generate trajectories that remain faithful to learned expert behavior while satisfying safety constraints and task-specific objectives specified only at inference time. We formulate constrained trajectory generation for pretrained diffusion and flow-matching policies as Bayesian posterior sampling, with the learned demonstration distribution as a prior and an inference-time, cost-derived likelihood tilting it toward feasible, optimal trajectories. To sample from this posterior without any retraining of the base policy, we leverage the Feynman--Kac corrector framework, originally formulated for diffusion models, and extend it to deterministic flow-matching policies. The result is a unified, inference-time, retraining-free sampler for diffusion and flow policies. We validate the approach on pretrained Diffusion Policy, GR00T-N1.6, and $π_{0.5}$ checkpoints across simulated and real-world manipulation tasks, including planning around non-convex obstacles introduced at inference time, and show improvements over the base $π_{0.5}$ on zero-shot tasks.

IVF pregnancy rates are routinely modeled using patient-level variables, while high-resolution laboratory environmental data remain underutilized. We show that this is a missed opportunity. Rather than relying on raw sensor averages, we engineer 55 context-aware temporal features, including rolling thermal stability, simultaneous temperature-humidity adherence, peak stress duration, and post-stress recovery speed, that capture the dynamics of incubator microenvironments. On 61 weeks of data from an Asian IVF clinic, these features reduce cross-validated prediction error to 1.27%, compared to 3-5% for raw averages. We then train a hierarchical Bayesian Beta regression model that shares environmental effects across an Asian and a Northern European clinic via partial pooling, while preserving site-specific baselines. On held-out data from the Northern European clinic, the model achieves R2 = 0.86 and a 64% error reduction for the 35-39 age group over a naive baseline, demonstrating that structured environmental monitoring contains clinically meaningful, transferable signal.

Process Reward Models (PRMs) provide step-level verification for Large Language Model (LLM) reasoning, yet their training data acquisition remains a bottleneck: human annotation is costly and Monte Carlo roll-out estimates are noisy. A recent approach, FOVER, trains PRMs on step-level error labels automatically annotated by formal verification tools such as Z3 and Isabelle, and empirically observes cross-task generalization from symbolic tasks to diverse reasoning benchmarks. However, this generalization phenomenon lacks any theoretical explanation, and no formal bounds exist on the generalization error, sample complexity, convergence rate, or downstream Best-of-K performance of such PRMs. We propose VeriBound, a theoretical framework that provides PAC-Bayesian generalization bounds for PRMs trained with formal verification tools. We establish four main results: (i) a PAC-Bayesian generalization bound that relates the empirical verification error on formal-verification-annotated training data to the expected error on unseen reasoning tasks, with the bound depending on the formal verification accuracy and the divergence between training and test task distributions; (ii) a sample complexity result showing that $O(d \log(d/δ) / ε^2)$ formal-verification-annotated examples suffice to achieve generalization error $ε$ with probability $1-δ$, where $d$ is the complexity of the PRM hypothesis class; (iii) a convergence analysis proving that PRM training with formal verification labels converges at a linear rate under $L$-smoothness and bounded variance conditions; and (iv) an error propagation bound that relates step-level verification error to Best-of-K performance degradation.

We present a framework to cross-match sources from the Chandra Source Catalog (CSC v2.1) with optical sources from Gaia Data Release 3. Unlike purely spatial approaches, we use source properties such as magnitudes, colors, and distances to identify true counterparts, detect chance coincidences, and resolve ambiguities when multiple plausible candidates exist. We define a training set of high-confidence matches using NWAY, a Bayesian cross-matching framework that accounts for positional errors and source densities. We train a gradient-boosted classifier (LightGBM) on a variety of features from both catalogs. Of the ~$254$k unique X-ray sources, we find counterparts for ~$113$k sources, of which plausible multiple counterparts are found for ~$7$k. We find no counterparts for ~$20$k sources for which separation-based cross-matching does find a match, and attribute half of these to chance coincidences. We validate the pipeline on the Chandra Orion Ultradeep Project (COUP), where the machine-learning matches reproduce 95% of NWAY cross-matches without using any positional information. We release a catalog of the ~$113$k Chandra-Gaia counterparts, together with ~$7$k alternative matches and ~$20$k ambiguous NWAY associations, supporting future population studies of sources detectable by both Chandra and Gaia. We discuss limitations and provide a generalization of the framework that is applicable in other cross-matching scenarios.

We study PAC-Bayes derandomization for smooth loss functions. Our goal is to obtain generalization bounds that hold with high probability for deterministic predictors by exploiting smoothness properties of both the loss and the predictor class. We show that passing from the Gibbs predictor to the deterministic predictor at the posterior mean has a precise cost, given by the generalization gap of the Jensen gap class. We control this class through its Rademacher complexity, leading to bounds for deterministic predictors that involve flatness quantities expressed in terms of parameter Jacobians and Hessians of the score map. The framework applies to both bounded and unbounded smooth loss functions, and we specialize the results to linear predictors and smooth neural networks. Finally, the Jacobian and Hessian quantities appearing in the theory motivate a practical regularizer. For BatchNorm networks, we compute this regularizer with respect to effective BatchNorm weights obtained by folding the BatchNorm transformation into the adjacent affine weights. Experiments on CIFAR-10 illustrate the behavior of this regularizer under different batch sizes.

Foundation models for language and vision are powered by internet-scale data, while structured domains such as tabular prediction are powered by synthetic data. This substitute shifts the challenge from collection to prior design. Such priors already exist for many structured tasks: TabPFN and its successors solve tabular classification with a transformer pretrained on a synthetic Bayesian prior. We make two points. \textbf{First}, reinforcement learning is the conspicuous gap: sampling a synthetic MDP is as feasible as sampling a synthetic tabular dataset, yet no in-context RL work treats prior design as a primary objective. \textbf{Second}, MDPs admit a fixed-size sufficient statistic, independent of the episodes observed and tabular in shape, which makes them directly amenable to the attention-based architectures used for tabular foundation models, with a policy head replacing the supervised target. Together these define the agenda for an RL foundation model. As a proof of concept, we train a Graph Attention Network entirely on synthetic MDPs and show that, with no task-specific tuning, it solves held-out tabular benchmarks in context, both online and offline: online, in far fewer episodes than UCB-VI and tabular Q-learning, and offline, competitively with VI-LCB.

Identifying Pareto optimal solutions is critical to support multi-objective decision-making. We introduce the first anytime Multi-Objective Multi-Armed Bandit algorithm for the Pareto Set Identification problem, taking a Bayesian approach: Top-Two Pareto Front Thompson Sampling (TTPFTS). We benchmark TTPFTS against state-of-the-art fixed-budget Pareto Set Identification algorithms on synthetic environments. Next, we demonstrate its practical utility in a challenging multi-objective molecular discovery setting by efficiently exploring an ultra-large synthesis-on-demand molecular library. Furthermore, we introduce a novel uncertainty quantification metric that estimates our algorithm's confidence in the predicted Pareto set. We demonstrate that this metric effectively proxies true performance, yielding a robust methodology for monitoring learning progress in complex settings. Finally, we complement these empirical findings with a theoretical proof of the algorithm's asymptotic correctness.

Existing information extraction (IE) tasks increasingly adopt in-context learning (ICL) with large language models. However, current approaches either show inconsistent performance across model scales or lack systematic optimization and generalizability. Building on this, we propose BCL (Bayesian In-Context Learning Framework for Information Extraction), the first optimization framework that uses particle filtering with Bayesian updates to systematically refine label representations across IE tasks. Through four steps initialization, observation, weight update, and resampling, BCL generalizes to both sequence labeling and relation classification paradigms. Extensive experiments demonstrate substantial and consistent improvements over existing approaches.

People make decisions differently in strategic interactions. Some update beliefs like a Bayesian; others exhibit biases like motivated reasoning. Although creators of large language models use simulated humans for safety evaluations and training, they often fail to cover this breadth of human behavior. We argue that cognitive science and economics provide a convenient tool for doing so, making use of mathematical models of human decision-making. We propose an approach that we call Equation-to-Behavior Prompting for guiding large language models to match cognitive models, and evaluate this approach on persuasion games based on legal decision-making. We find that large models can approximate equation-based specifications -- Bayesian updating, affine distortion, motivated updating, and Grether's $α$-$β$ model -- using prompting, but small models fail to do so. However, training small models with reinforcement learning to adhere to mathematical rules, Equation-to-Behavior RL, reduces belief error by 26.5% in out-of-distribution parameterizations. We show that these simulations can help create diverse training environments; training small models to consider different kinds of decision-makers improves average belief change by 2.5%--12% over Bayesian-only training, even when persuading GPT-5-mini. Our work could improve human simulations for training and evaluation in increasingly realistic settings, and could also enable novel research into more complicated mathematical models of human decision-making.

Non-autoregressive (NAR) decoding generates output tokens in parallel, making speech recognition faster than autoregressive decoding, which generates them sequentially from left to right. However, the recognition performance is degraded because NAR decoding cannot resolve uncertainty by conditioning on previously generated tokens. To address this issue, we propose a novel NAR decoding framework based on minimum Bayes' risk (MBR) decoding, termed NAR-MBR decoding, that maximizes the expected utility calculated from samples drawn from the output probability of an NAR model rather than maximizing the output probability. Notably, by leveraging the nature of NAR models, multiple samples are obtained efficiently with a single forward computation. Our experiments across LibriSpeech, Switchboard, AMI, and web presentation corpus demonstrated that our NAR-MBR decoding outperformed previous NAR decoding and ran faster than AR decoding.

We propose a novel Bayesian framework for joint image reconstruction and uncertainty quantification from compressed sensing magnetic resonance imaging data. The problem is formulated as a linear inverse problem, where prior distributions are assigned to the unknown image parameters. Specifically, the image is assumed to be sparse in a given transform domain. We develop a general framework applicable to any sparsifying transform and demonstrate its performance using (1) a total variation transform based on image spatial gradients and (2) a wavelet-domain transform. Bayesian inference is performed using a split-and-augmented Gibbs sampler, while the resulting non-differentiable conditional distributions are efficiently sampled using a proximal Markov chain Monte Carlo method. The proposed algorithms are validated on both single-coil and multi-coil datasets using various k-space sampling patterns and acceleration factors. The results demonstrate that the proposed Bayesian methods consistently outperform their optimisation-based counterparts in image reconstruction while providing uncertainty estimates for the reconstructed images. Furthermore, the estimated uncertainty maps show a strong correlation with the true reconstruction errors and substantially outperformed deep learning-based uncertainty estimation methods.

Public AI evaluations are often read as terminal leaderboards, yet the underlying evidence is a selective time series shaped by reporting rules, benchmark revisions, and missingness. Repeated public archives for LiveBench and Open LLM Leaderboard v2 serve as the primary longitudinal record; LMArena provides a preference stress test; and GAIA and tau-bench contribute limited agentic pilots. Together, these archives instantiate a Bayesian inference problem: under a fixed reporting convention, one constructed terminal-only example over $1{,}000$ systems is compatible with two pre-terminal histories, yielding times of $23.03$ or $75.13$ to reach within $0.05$ of the ceiling under the same terminal-tail model. In synthetic posterior comparisons, action-facing diagnostics differ across observation regimes. The candidate selection-aware frontier model fails synthetic recovery, objective-archive prediction, preference transfer, and uncertainty calibration; correspondingly, fixed audit gates reject its stronger claims. An archive-and-adjudication protocol reconstructs public evaluation histories, isolates a verified timing boundary, and falsifies unsupported frontier claims.

State-space models (SSMs) are the standard formalism for Bayesian treatment of dynamical systems, with natural applications in statistics, signal processing, and machine learning. Despite their importance in both theory and application, dynamical systems have proven difficult to incorporate in modern probabilistic programming languages (PPLs), making state-of-the-art methods less accessible to practitioners and introducing friction in following the "Bayesian workflow." We introduce dynestyx, a probabilistic programming library with first-class support for SSMs, including state-of-the-art methods in the estimation of both states and parameters. Through a single, unified interface, users may specify arbitrary priors for discrete-time or continuous-time dynamical systems, perform inference over mixed-effect data, and make state and parameter estimates with principled uncertainty quantification.

Simulation-based inference (SBI) of latent parameters is often hindered by simulator misspecification, the mismatch between simulated and real-world observations caused by inherent modeling simplifications. RoPE, the recent state-of-the-art for robust SBI, addresses this through optimal transport between learned representations of real and simulated observations, but requires ground-truth parameter calibration pairs that are typically unavailable in the very settings where SBI is needed. What practitioners do have is unstructured side-information such as regime labels, instruction text, and policy bulletins. We propose Misspecification-Aware Simulation-Based Inference (MA-SBI), a calibration-free framework that turns this side-channel into a posterior correction. A learned corrector maps side-channel text to an observation-space shift applied before any pre-trained amortized posterior, requiring no retraining and no parameter ground-truth. Our main theorem bounds achievable bias reduction by the mutual information between misspecification and side-channel, with a non-vacuous constant that extends to all sub-Gaussian noise via Donsker-Varadhan. On hide-the-calibration benchmarks, MA-SBI with text alone matches the oracle posterior across 10 seeds and two backbones (TOST equivalence), while RoPE given more data does not. The two approaches are complementary: where misspecification is structural and recoverable from parameter pairs, RoPE dominates, as the theory predicts. A stochastic variant improves posterior-predictive log-likelihood on real COVID and OxCGRT epidemiological data, and correctly leaves the posterior unchanged on a well-specified cognitive-science corpus.

Retail marketing measurement increasingly requires granular campaign-level insights without relying on user-level tracking. However, the two dominant approaches, Marketing Mix Modeling (MMM) and Multi-Touch Attribution (MTA), often produce fragmented insights. MMM is privacy-safe and robust for channel-level planning but is too coarse for campaign optimization, while MTA provides granular attribution but has become less reliable under increasing privacy restrictions. We propose Integrated Marketing Attribution (IMA), a unified framework that combines MMM with channel specific Bayesian attribution models to derive campaign-level effects from aggregated data. By leveraging MMM-informed priors, IMA delivers granular, privacy-safe attribution while preserving consistency with MMM.

Bayesian Neural Networks (BNNs) offer opportunities for greatly enhancing the trustworthiness of conventional neural networks by monitoring the uncertainties in decision-making. A significant drawback for BNN inference at the extreme edge, however, is the imperative need to incorporate Gaussian Random Number Generators (GRNG) within each neuron. State-of-the-art GRNG algorithms heavily depend on multiple arithmetic operations and the use of extensive look-up tables, posing significant implementation challenges for ultra-low power hardware implementations. To overcome this, this paper presents an innovative binary tree random number generator (TreeGRNG) allowing the use of ultra-low-cost constant comparators instead of arithmetic units. We further enhance the TreeGRNG proposal with a set of hardware-aware optimizations exploiting the Gaussian properties. The optimized TreeGRNG surpasses the State-of-the-Art (SoTA) in terms of distribution accuracy while achieving a 3.7$\times$ reduction in energy per sample and boosting the throughput per unit area by 5.8$\times$. Moreover, our TreeGRNG proposal possesses a distinct advantage over the current SoTA in terms of flexibility, as it easily enables designers to adjust the shape of the sampled probability distribution, extending beyond the capabilities of traditional GRNGs, opening the horizon towards future probabilistic AI designs. The TreeGRNG design is available open-source in the link

This paper studies the information gap between mixture detection and label recovery in binomial logistic mixtures. Standard likelihood-based criteria such as the Bayesian information criterion (BIC) can detect the presence of two components, but this does not guarantee that the corresponding labels are recoverable. We show that this gap is intrinsic to binomial logistic mixtures with a fixed number of trials: observed-data evidence for mixture structure and per-observation information for label recovery have different local orders in the component separation, and only the former accumulates with the sample size. As a result, there exists a detectable-but-unrecoverable regime in which BIC selects two components while the posterior labels remain essentially uninformative. To address this issue, we propose two feasibility-aware inference procedures: a recoverability-aware BIC with a posterior-entropy penalty and an entropy-regularized estimator that mitigates the tendency of the maximum likelihood estimator to produce overly separated components and overly concentrated posterior responsibilities. Numerical experiments confirm the predicted gap and demonstrate that the proposed methods avoid misleading component selections and improve the calibration of posterior label probabilities.

Test-time training (TTT) adapts a pretrained model to each prompt via parameter updates, improving accuracy under pretraining-to-test distribution shifts. Yet, its performance often suffers from instability and sensitivity to hyperparameters such as update steps and subspace. We explain this behavior through a decision-theoretic lens, treating TTT as implicit Bayesian inference in the kernel regime. Under a Gaussian process benchmark, we show that TTT reduces prediction error when updates are spectrally matched to the prompt's signal-to-noise ratio and aligned with query-relevant eigen-directions. This perspective underpins the following results: (1) we show when fixed update steps and subspaces fail under distribution shifts, motivating adaptive strategies; (2) we prove that selecting update steps via prompt evidence admits a PAC-Bayes guarantee against overfitting; and (3) we characterize the Bayes-optimal update subspace under a linear-Gaussian correction model, yielding a scoring rule for selecting Transformer blocks and heads. Our theory helps explain the empirical instability of TTT, taking a step toward principled guidance for when, how far, and which directions to adapt.

Real-world spatio-temporal forecasting must handle irregular time points, spatially sparse observations, and the need for uncertainty quantification. This setting is often further compounded by nonlocal interactions (long-range spatial coupling). Modeling continuous-space, continuous-time nonlocal dynamics naturally leads to infinite-dimensional integro-differential equations (IDEs), making principled Bayesian inference intractable. We propose the NonLocal Bayesian Spatio-Temporal model (NLBST), a hierarchical Bayesian framework for continuous spatio-temporal fields that learns explicit nonlocal coupling while retaining tractable inference. NLBST represents the latent field via a coordinate-based spatial basis expansion and models the coefficient process with a continuous-time ODE whose learnable linear operator corresponds to a Galerkin reduction of a nonlocal IDE; a Neural ODE residual captures additional nonlinear dynamics. A linear-Gaussian observation model enables Kalman-style sequential updates under missing and irregular observations, while the spatial basis representation enables inductive prediction at unmeasured locations without retraining. Global parameters are learned via variational inference, and uncertainty is handled through a Bayesian hierarchy. Experiments on synthetic and real-world datasets demonstrate strong forecasting and spatial generalization with well-calibrated uncertainty, yielding substantial gains over baselines in strongly nonlocal and partially observed regimes.

Kalman filters based on the Embedded Latent Transfer Operators (ELTO) emerge as novel statistical tools for sequential state estimation. However, a critical limitation stems from their use of simplified noise models, which fail to dynamically adapt to non-stationary processes. To address this limitation, we introduce an ELTO-based Bayesian filtering approach with a new structured parameterization for the filter's noise model. This parameterization enables structured noise adaptation, which couples the data-driven learning of an optimal time-invariant noise model with dynamic parameter adaptation that responds to changes in dynamics within non-stationary processes. Empirical results show that our structured noise adaptation improves the filter's dynamic state estimation performance in noisy, time-varying environments.

This thesis investigates how Bayesian principles can deepen our understanding of modern deep learning systems. While neural networks achieve remarkable predictive performance, their ability to generalize and to quantify uncertainty remains only partly understood. This thesis approaches this challenge from both methodological and theoretical angles: unifying Bayesian inference, function-space modeling, and large-deviation theory under a common probabilistic perspective. On the methodological side, the thesis introduces the Deep Variational Implicit Process (DVIP), a scalable Bayesian framework that extends implicit processes to deep architectures. Complementing this, two post-hoc methods -- the Variational Linearized Laplace Approximation (VaLLA) and the Fixed-Mean Gaussian Process (FMGP) -- are proposed to equip pretrained deterministic networks with calibrated uncertainty estimates. The theoretical contributions focus on one of the central open questions in modern machine learning: why do large, over-parameterized neural networks generalize so well? To address this, the thesis develops a unified probabilistic framework that connects three key mechanisms -- diversity, smoothness, and stochasticity -- within the language of PAC-Bayesian and large-deviation theory.

We present Simplex-Constrained Sparse Bagging (SCSB), a mathematically rigorous framework for post-training compression and probability calibration of bootstrap-based bagging ensembles. Standard bagging ensembles (such as Random Forests, Bagged SVMs, and Bagged Neural Networks) assign uniform voting power to all constituent estimators. However, this naive uniform prior ignores the varying local competence of base estimators and contributes to model overconfidence. We formulate ensemble pruning and calibration as a joint optimization problem over the probability simplex by minimizing the Out-Of-Bag (OOB) loss. To induce sparsity, we address the theoretical "L1-simplex paradox" - the mathematical reality that the L1 norm is constant on the simplex and fails to prune - by introducing a concave quadratic penalty. SCSB is model-agnostic and achieves up to 96% ensemble compression, yielding linear inference speedups and superior probability calibration (lowered Expected Calibration Error) while preserving or enhancing generalization accuracy.

Personalized health AI systems face a fundamental cold-start problem: machine learning models for physiological interpretation require weeks of individual behavioral data before they can distinguish constitutional variation from environmentally driven deviation. We propose a solution grounded in causal inference and Bayesian prior design. An individual's genomic profile serves as an exogenous genetic anchor -- a domain-informed, personalized prior that is fixed at conception, immune to reverse causation, and available before a single behavioral observation is collected. The anchor initializes a Bayesian belief state over an individual's physiological set point G-hat = mu + sum(beta_i * g_i), where beta_i are GWAS-derived effect sizes and g_i are risk-allele counts. Each incoming physiological measurement P produces a non-constitutional deviation delta = P - G-hat that separates the signal attributable to environment and state from the constitutionally fixed baseline. As behavioral data accrue, the prior decays according to G-hat_t = w(t)*G-hat_genomic + [1-w(t)]*P-bar_t, transitioning from genome-dominated to empirical-baseline-dominated inference. The same observed HRV of 55 ms generates a suppression hypothesis for a person whose prior predicts 80 ms, and an enhancement hypothesis for a person whose prior predicts 30 ms -- a reversal impossible without a personalized anchor. We develop this architecture across six physiological domains, grading genomic priors by evidence strength, distinguishing robustly replicated anchors (FTO, FADS1/2, FKBP5) from contested candidate genes (SLC6A4, MAOA, DRD2). We address the inference boundary between association, Mendelian randomization, and individual token causation, and define four constraints for deployment: evidence-graded priors, dynamic decay, ancestry-matched effect sizes, and attribution rather than deterministic output.

Transfer learning is usually studied as a consequence of distribution shift. This paper identifies an orthogonal failure mode in which the data distribution is fixed and the loss changes. This setting is called \emph{loss shift}. A loss determines which information in $X$ is Bayes-relevant, and two losses may therefore require different representations even under the same joint law $P(X,Y)$. The idea is formalized using Bayes quotients, which allow losses to be ordered by refinement. In the Bayes-quotient formulation, strict refinement gives an immediate qualitative obstruction. A source-minimal representation for a coarser loss is insufficient for a strictly finer target loss. For finite-output log loss, this obstruction becomes an exact quantitative identity. The excess risk is the conditional information about $Y$ discarded by the representation. Experiments in controlled, learned, synthetic-image, and real-image settings show the predicted effect, i.e., classification-equivalent representations can have different optimal log-loss performance under a fixed data distribution.