Hierarchical Bayesian Modeling

Bayesian physics-informed neural networks (B-PINNs) are a popular framework for parameter and state inference from sparse or noisy observations. They are commonly formulated via a collider structure, in which physical and trajectory parameters are assumed to be a priori independent and become coupled through virtual likelihoods on differential-equation residuals that enforce physical consistency. We show that this modeling choice can induce severe systematic bias in the posterior over physical parameters: even when the prior is favorably centered on the ground-truth parameters, the resulting posterior can drift away and concentrate far from them. As a remedy, we advocate a hierarchical chain model in which physics generates trajectories, which in turn generate observations. The chain model does not suffer from this posterior bias, but it poses a harder, so-called doubly intractable, inference problem due to a physics-dependent normalization constant. This challenge can be resolved by discretizing the underlying stochastic dynamics, after which the chain posterior can be sampled exactly with particle MCMC. We identify two distinct mechanisms characterizing the collider bias, derive analytical approximations of their magnitudes, and establish diagnostic criteria for predicting when standard B-PINNs remain reliable. Experiments confirm the predicted bias and show that the chain formulation successfully avoids it.

We develop a general method for amortized Bayesian inference on multilevel models of arbitrary structure. Given a generative model specified as a directed acyclic graph, our method automatically derives valid factorizations of the joint posterior and matching neural network architectures. The key steps, graph expansion and graph inversion, yield an inverse graph that determines how inference networks are stacked and conditioned, producing factorizations that amortize over the number of groups and the number of observations within each group. Unlike approaches that simplify the dependency structure to speed up learning or inference, our method preserves all conditional independence and exchangeability assumptions of the generative model. Across three case studies, it closely matches gold-standard samplers on models with more than 6,500 parameters while reducing inference to a near-instant forward pass once trained.

Hierarchical data is ubiquitous in the empirical sciences and is most commonly analyzed with generalized linear mixed-effects models (GLMMs). Bayesian inference for GLMMs yields calibrated uncertainty but requires MCMC; the No-U-Turn Sampler (NUTS) is the gold standard but is slow and must restart from scratch for every new dataset, model and prior. We introduce metabeta, a pretrained neural network for prior-amortized in-context Bayesian inference over GLMMs. Unlike previous neural posterior estimators that fix the prior at training time, metabeta accepts prior families and hyperparameters as inputs at test time, enabling zero-shot generalization. Two set transformers and conditional normalizing flows mirror the posterior's two-level structure (global parameters shared across groups, local parameters per group). The model is trained on millions of realistic simulated datasets spanning continuous, binary, and count outcomes. By default, the flow posterior is refined by Independence Metropolis-Hastings against the unnormalized posterior, so its correctness rests on the sampler rather than the network; this yields tuning-free inference two to three orders of magnitude faster than NUTS. Alternatively, the flow can warm-start NUTS, giving nearly identical inference with substantially increased speed and stability. On controlled benchmarks with ground-truth parameters, metabeta matches NUTS in parameter recovery, calibration and out-of-sample prediction. On out-of-distribution real datasets, its posteriors closely match those of NUTS across all parameter types, and they remain faithful under misspecified likelihoods and priors, out-of-distribution predictors, collinear designs, and data-poor regimes. The model is open-source and open-weights and thus immediately deployable.

Humans organize knowledge into a taxonomy of concepts with nested levels of abstraction and a \emph{basic level} at which people recognize and name objects with the least cognitive effort. Cobweb is a classic cognitive account of this ability, an incremental learner that builds a probabilistic concept hierarchy by maximizing category utility. We argue that diffusion models, although designed for image synthesis, implicitly perform the same computation. The noisy marginals of a diffusion model are Gaussian smoothings of the data distribution, and the modes of these marginals form a hierarchy that corresponds to a Cobweb tree of probabilistic prototypes in four respects. Both are hierarchical density models, both are hierarchical-Bayesian models with Gaussian prototypes, both treat categorization as score-following that reduces uncertainty, and in both a basic level emerges. We locate this basic level for a diffusion model at an intermediate noise level, where recent analyses show that the reverse process commits to the class identity of a sample. The two models differ mainly in how they represent and learn the taxonomy. Cobweb learns a discrete tree incrementally, whereas a diffusion model encodes a continuous, interpolable hierarchy in a single learned score field fit to the data distribution. We test the correspondence on MNIST and Fashion-MNIST by recovering the diffusion hierarchy through mode-finding and comparing the basic levels of the two models. This reframes diffusion as a cognitive model of concept formation and offers Cobweb a continuous, scalable instantiation.

The Naive Bayes (NB) classifier remains a standard choice for categorical data, yet its widely used smoothing rules, such as Laplace, Lidstone, Krichevsky-Trofimov, and the $m$-estimate, all prescribe a fixed smoothing strength that ignores feature cardinality, sample size, and class imbalance, inducing a non-vanishing bias on modern high-cardinality tabular data. We propose hierarchical empirical-Bayes Naive Bayes (HEB-NB), in which each class-feature conditional probability is smoothed by a Dirichlet prior whose concentration is learned data-adaptively via Type-II maximum likelihood, enabling principled information sharing across classes while retaining closed-form inference. We further introduce HEB average one-dependence estimators (HEB-AODE), showing that the adaptive smoothing transfers cleanly to structural relaxations of NB. Theoretically, we establish a non-asymptotic $\ell_1$ error bound for HEB-NB matching the empirical-distribution minimax rate plus a vanishing data-adaptive bias, together with a matching Laplace-tight lower bound that yields a finite-sample, risk-level strict separation from Laplace. We further derive a plug-in excess Bayes-risk bound via total-variation tensorization and a population top-1 expected calibration error (ECE) corollary. Empirically, across 31 UCI and OpenML benchmarks, HEB-NB attains the best average Friedman rank on probabilistic metrics, with up to 22.1% log-loss reductions on high-cardinality datasets and consistent improvements of HEB-AODE over vanilla AODE. Combining HEB-NB with mutual-information weighting reduces top-1 ECE by 41%-70%, demonstrating substantial gains in probabilistic accuracy and calibration.

Solomonoff Induction, or SolInd, provides an ideal unbounded model of a priori sequence prediction but cannot naturally describe extrapolation from a given training dataset, as performed by Large Language Models. We apply de Finetti's theorem on exchangeable distributions to SolInd to produce what we call Hierarchical Solomonoff Induction, or HSI, which maintains a hyperprior over all Solomonoff priors that can be conditioned on previously observed sequences. We extend Wood et al.'s proof that universal mixtures of semimeasures are equivalent to SolInd to show that universal mixtures of these mixtures are also equivalent, proving that HSI=SolInd. We also prove that HSI's excess error on any distribution, compared to its true generator, is bounded by that generator's complexity in the hyperprior. This result is directly comparable to SolInd's prediction error being bounded by the Kolmogorov complexity of the sequence being predicted, and forces HSI's average excess error to converge to 0 as a dataset grows, leading to optimal prediction in the limit. We claim that HSI is an ideal unbounded model of sequence prediction given a dataset in the same way that SolInd is ideal over individual sequences.

Predictive coding offers a powerful framework for cortical computation, yet scalable implementations that respect both Bayesian exactness and neurobiological constraints remain scarce. We bridge this gap by formally connecting predictive coding to Recursive Gaussian Processes (RGPs). RGPs employ a single Gaussian process $g(t, \cdot)$ indexed by layer index and input value, preventing the representational collapse of standard deep Gaussian processes while allowing learnable cross-layer dependence via $r_{1g}$. We demonstrate that RGPs intrinsically implement hierarchical Bayesian inference, uncertainty propagation, and precision-weighted prediction error. Critically, we map RGP components---the shared GP, spike-and-slab variable selection, and MCMC dynamics---onto the canonical cortical microcircuit, providing a neurobiological substrate for these computations. Drawing on the free energy principle, we show that RGP inference minimizes variational free energy, formally linking Bayesian mechanics to neuronal dynamics. Our synthesis positions RGPs as both a principled computational tool and a candidate model for the brain's predictive machinery, generating testable predictions for laminar-specific dynamics and spectral asymmetries between feedforward and feedback processing.

Reliability assessment of large language models (LLMs) seeks to estimate the probability that a model produces correct responses under a specified operational profile. Conventional benchmark-based evaluation, often summarized by aggregate accuracy, provides a point estimate of performance but does not characterize the uncertainty associated with reliability claims. Currently, statistical inference methods for LLM reliability assessment are emerging. However, a key assumption underlying these models is that test outcomes can be treated as independent repeated trials. This assumption may be inappropriate in sequential settings, where later responses depend on earlier interactions through retained context, error propagation, or an evolving interaction state. We extend a hierarchical Bayesian framework for LLM reliability assessment by relaxing the assumption of independent task outcomes and introducing a Hidden Markov Model to capture sequential dependence in benchmark-constructed interaction sessions. In this formulation, outcomes are generated from a latent interaction state evolving according to a first-order Markov process, capturing changes in interaction context. Through experiments using Anthropic Claude and OpenAI on four datasets, we demonstrate the potential impact of sequential dependence on reliability assessment. The results suggest that ignoring sequential dependence may lead to overconfident reliability estimates.

Entry-only automatic fare collection systems record boardings but not alightings, preventing direct construction of origin-destination (OD) matrices. This study develops a Hierarchical Bayesian Latent-Destination (HBLD) model that combines station-hour boarding and inferred alighting demand with passenger card histories. Trip-chain destinations are treated as noisy evidence with a reliability parameter, allowing destination uncertainty to propagate into OD flows. The model was applied to 838,305 bus tap-ins collected in Changzhou in May 2025 and linked to stop-network and hourly weather data. It estimates destination distributions over feasible downstream and reverse-direction through-terminal stops using network, time-of-day, weather, and smoothed historical demand effects. A Bayesian personalization layer uses prior card trips and reverts to the shared trip-level distribution when history is unavailable. Fitted by stochastic variational inference and evaluated on the final week, HBLD outperformed the strongest baseline. Observed boarding patterns consistently improved prediction, especially without card history, while inferred alighting patterns helped only when trip-chain evidence was strongly trusted. The model captured travel consistent with through-terminal riding and bus-assisted road crossing and estimated destinations for trips unresolved by deterministic chaining. Because true alightings were unavailable, scores measure agreement with trip-chain outputs rather than actual destination accuracy. HBLD provides uncertainty-aware destination predictions and OD matrices for service management, planning, scheduling, and resource allocation.

The uncanny valley is a long-standing empirical rule in humanoid robot design: making robots more human-like can reduce, rather than increase, affinity. Yet existing guidelines, such as adopting robot-like appearances, avoiding excessive realism, and reducing cross-modal mismatches, remain difficult to use for algorithmic design because they are not expressed as manipulable variables. Here, we propose a hierarchical Bayesian generative model that operationalizes these guidelines as mathematical design variables. The model represents affinity toward humanoid robots as posterior-weighted negative category-conditional surprise and explains category ambiguity and perceptual mismatch as increases in surprise. It maps uncanny-valley mechanisms onto four variables: deviation from the predicted robot-category mean, inconsistency in human likeness across modalities, prediction uncertainty, and observational uncertainty. Simulations showed that category ambiguity and appearance--motion mismatch can produce affinity reductions, and that uncertainty reshapes the valley. In a human-subject experiment with robot--human morphing images, we manipulated prediction uncertainty using blurred prior robot stimuli and observational uncertainty using blurred evaluation stimuli. Increased observational uncertainty attenuated the decrease in familiarity ratings at intermediate human likeness, whereas low prediction uncertainty increased ratings for robot-like appearances. This framework turns empirical uncanny-valley heuristics into a computational basis for algorithmically evaluating and optimizing humanoid robot appearance and behavior.

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.

In two-sided marketplaces with heterogeneous products, it is important to understand the causal relationship between additional supply and marketplace outcomes, such as the total quantity transacted or transaction value in the marketplace. This paper studies a causal machine learning approach to estimating this relationship across product segments. We use the Airbnb marketplace as an example, focusing on the impact of additional listing supply on total bookings, but the methodology applies to other two-sided marketplaces. Our approach combines double/debiased machine learning with a hierarchical Bayesian framework that leverages pre-existing knowledge as priors. We construct tractable and informative features for the model by leveraging measures of product segment similarity from the geospatial literature. We find that such a model provides plausible estimates of the marketplace returns to additional supply and strong out of sample performance.

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.

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/.

Automated Driving System deployments create a foundational ratemaking challenge: sparse experience, shifting operational design domains, and non-stationary risk across software releases. We propose a hierarchical Bayesian credibility framework pooling across cities, software versions, and territories via a learned ODD-similarity kernel, nesting Buhlmann-Straub as a limiting case. Demonstrated on 648 verified-engaged Waymo crashes across four U.S. metros from the NHTSA Standing General Order database against 116 million matched miles, city-aggregate credibility weights are moderate (0.12-0.46), partial pooling decisively outperforms no pooling, and a power analysis shows the learned kernel's advantage becomes detectable at approximately twelve deployed cities.

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.

The Differential Time-Varying Effect Model (DTVEM) of Jacobson et al. (2019) is a popular tool for finding the best time lag in intensive longitudinal data, but it assumes everyone shares the same lag structure. The original authors named fixing this as future work, and it clashes with the premise of modern clinical research, which is that people differ. We present DTVEM-RE, an extension that lets each person have their own lag coefficients, with two versions of the confirmatory step: a discrete-time hierarchical Bayesian VAR in Stan, which pools across people and gives calibrated uncertainty, and a continuous-time per-person Ornstein-Uhlenbeck model in ctsem, which handles unevenly spaced beeps directly. We report four results. A simulation shows the Bayesian version recovers the between-person spread tau_a with bias below 0.01 and coverage of 90 to 93 percent. On the Fisher et al. (2017) EMA dataset (N=40), person-specific lag-1 effects vary by an order of magnitude across three mood items, the Bayesian and GAMM estimates agree closely (r=0.87 to 0.92), and DTVEM-RE gives the best one-step-ahead prediction among four discrete-time methods. A multi-lag version shows all nine tau_k values have credible intervals excluding zero, and the lag where people differ most changes across items, something lag-1-only methods like mlVAR cannot detect. Finally, the two versions agree almost exactly on person-specific lag-1 estimates (r >= 0.995), differing only as shrinkage predicts. DTVEM-RE is, to our knowledge, the first person-specific implementation of DTVEM-style lag detection, and it contains standard DTVEM as a special case.

Modern data-driven applications increasingly involve learning from multiple heterogeneous sources, where a target dataset is limited but related information is available across domains. Naively combining these sources can degrade performance when relevance varies or spurious signals are present, posing a fundamental challenge for trustworthy cross-domain learning. We propose Projection Transfer Learning (ProjectionTL), a unified framework that integrates hierarchical Bayesian modeling with adaptive projection for selective knowledge transfer. The key idea is to decouple transfer at two levels: first, we construct a source-guided hierarchical prior that aggregates information across sources using data-driven weights, capturing global alignment between each source and the target; second, we refine this borrowing through a posterior-projection step that operates at the feature level, selectively retaining coordinates that exhibit local agreement with the target signal. This two-stage design enables the method to simultaneously perform source selection and feature selection, thereby mitigating negative transfer while preserving interpretability. ProjectionTL provides a principled approach to integrating heterogeneous data across domains, bridging statistical modeling and modern machine learning paradigms for robust and interpretable transfer. Through simulations and real-world biomedical applications, we demonstrate improved accuracy, stability, and interpretability compared to existing methods. Our framework offers a scalable and generalizable strategy for trustworthy cross-domain learning in high-dimensional settings.

Latent Gaussian models (LGMs) are a popular class of Bayesian hierarchical models that include Gaussian processes, as well as certain spatial models and mixed-effect models. Efficient Bayesian inference of LGMs often requires marginalizing out the latent variables. For LGMs with a non-Gaussian likelihood, exact marginalization is not possible and a popular approach is to do approximate marginalization with an integrated Laplace approximation (ILA). Using ILA produces an approximate posterior which, in some settings, can differ significantly from the correct posterior, which impacts downstream applications. We propose an importance sampling scheme to correct the error introduced by ILA. By increasing the number of samples in importance sampling, the posterior with ILA converges to the correct posterior. This idea is realized with various techniques, including pseudo-marginalization, quasi-Monte Carlo and randomized quasi-Monte Carlo. We implement our methods in an automatic differentiation framework to support gradient-based algorithms when doing inference on the hyperparameters. For the latter, we specifically consider the use of Hamiltonian Monte Carlo. We demonstrate the benefits of reduced error in various applied models.

Dynamical modelling is central to many scientific domains, including pharmacometrics, systems biology, physiology, and epidemiology. In these settings, heterogeneity is often intrinsic: different subjects or units follow related but distinct continuous-time dynamics. Classical nonlinear mixed-effects Ordinary Differential Equation (ODE) models address this by combining population-level structure with subject-specific effects, but they rely on a parametric vector field and are therefore vulnerable to structural misspecification and unmodelled mechanisms. This motivates nonparametric approaches that can retain principled uncertainty quantification, yet existing nonparametric ODE methods typically assume a single shared dynamical system rather than an explicit mixed-effect hierarchy over subject-specific dynamics. We propose MEGPODE, a Bayesian nonparametric mixed-effect ODE model in which each subject's vector field is decomposed into a shared population component and a subject-specific deviation, both endowed with Gaussian process (GP) priors. To avoid repeated ODE solves per subject during training, we combine state-space GP trajectory priors with virtual collocation observations, yielding Kalman-smoothing trajectory updates and closed-form regressions for the vector fields. Across controlled heterogeneous ODE benchmarks spanning oscillatory, biomedical systems, MEGPODE improves population-field recovery and subject-level trajectory prediction relative to strong baselines.

[Abridged] Production LLM deployments receive feedback from a non-random fraction of users: thumbs sit mostly in the tails of the satisfaction distribution, and a naive average over them can land 40-50 percentage points away from true system quality. We treat this as a topic- and sentiment- stratified selection-bias problem and propose a three-agent hierarchical Bayesian pipeline that does not require ground-truth labels on individual interactions. A Topic Clustering Agent partitions the stream via UMAP + HDBSCAN over text embeddings; a Bias Modeling Agent fits a two-stage hierarchical Beta-Binomial under NUTS, inferring per-topic selection rates $s_c$ and quality $q_c$ with partial pooling; a Synthesis Agent reweights $q_c$ by true topic prevalence $\hatπ_c = n_c/N$ to report a bias-corrected aggregate posterior $\bar Q = \sum_c \hatπ_c q_c$ with credible interval, plus drift signals for online recalibration. Validation uses UltraFeedback (N=10,232 retained interactions, $C=18$ clusters, $Q^\star=0.6249$) with simulated topic- and sentiment-dependent selection biases. We compare five Bayesian variants against Naive and IPW baselines. A mild prior on the feedback channel (typical positive-feedback rate and negative-to-positive ratio, both readable from any production dashboard without labels) keeps Hierarchical-Informed within 4-13 pp of $Q^\star$ as the bias ratio sweeps from 1:1 to 30:1, with 95% credible intervals covering $Q^\star$ in 50/50 random-seed replicates at $κ_{\max}=10$. Without channel-side priors, every weak-prior variant misses $Q^\star$ by 22-33 pp: the per-cluster sufficient statistics admit a one-parameter family of equally good fits, and the prior on the bias channel (not on latent quality) is what breaks the degeneracy.

[Abridged] Using a Large Language Model (LLM) as an automatic rater (LLM-as-a-judge) is cheap but potentially biased: some judges run lenient, others strict, the middle of the scale gets compressed, and verbose answers may be over-rewarded. A common remedy is post-hoc calibration: leave the cheap judge in place and, on a modest set of paired anchors, fit a transformation from raw judge scores to an estimate of the human rating. We compare two correctors that take opposing views on how this mapping should be modeled: a parametric, small-anchor hierarchical Bayesian linear correction with per-score uncertainty, and a non-parametric Neural-ODE (FFJORD) score-transport flow. Both are run head-to-head on UltraFeedback fine-grained_score (1700 paired examples, 200 held out), with calibration split into three operational sub-questions: population-mean recovery, per-item accuracy, and distributional-shape match. The headline result is that the choice between methods is primarily a data-budget question. Both correctors close the raw $+0.71$-point mean offset to within $\pm 0.08$ of the GPT-4 reference, at 100 and at 1500 anchors. Past that, the methods swap roles. With 100 anchors, the linear corrector reconstructs the human-score distribution roughly twice as well by KL divergence (0.031 vs. 0.058) and ties the flow on MAE. With 1500 anchors the flow wins on every metric (MAE 0.320 vs. 0.359, Pearson 0.922 vs. 0.896, KL 0.026 vs. 0.037). The Bayesian linear corrector saturates well below 1500 anchors: residual $\tanh$-shaped non-linearity is, by construction, structure a linear correction cannot fit. The flow keeps improving as labels grow. We translate these findings into an explicit decision rule for production deployments.

Hierarchical Gaussian Filtering (HGF) networks allow for efficient updating of posterior distributions (beliefs) about hidden states of an agent's environment. HGF parent nodes can target the mean or variance of their children. New information entering at input nodes leads to a cascade of belief updates across the network according to one-step update equations for each node's mean and precision (inverse variance). However, the original form of the update equations for variance-targeting parents(volatility coupling) can in some regions of parameter space lead to negative posterior precision, a logical impossibility which causes the updating algorithm to terminate with an error. In this report, we introduce a modified quadratic approximation to the variational energy of volatility-coupled nodes that avoids negative posterior precision. The key idea is to interpolate between two quadratic expansions of the variational energy: one at the prior prediction and one at a second mode whose location is obtained in closed form via the Lambert W function. The resulting update equations are robust across the entire parameter space and faithfully track the variational posterior even for large prediction errors.

The cost of simulator evaluations is a key practical bottleneck for Simulation Based Inference (SBI). In hierarchical settings with shared global parameters and exchangeable site-level parameters and observations, this structure can be exploited to improve simulation efficiency. Existing hierarchical SBI approaches factorise the posterior yet still simulate across multiple sites per training sample; We instead explore likelihood factorisation (LF) to train from single-site simulations. In LF sampling we learn a per-site neural surrogate of the simulator and then assemble synthetic multi-site observations to amortise inference for the full hierarchical posterior. Building on this, we propose Tokenised Flow Matching for Posterior Estimation (TFMPE), a tokenised flow matching approach that supports function-valued observations through likelihood factorisation. To enable systematic evaluation, we introduce a benchmark for hierarchical SBI. We validate TFMPE on this benchmark and on realistic infectious disease and computational fluid dynamics models, finding well-calibrated posteriors while reducing computational cost.

Many disciplines need quantitative models that synthesize experimental data across multiple instances of the same general system. For example, neuroscientists must combine data from the brains of many individual animals to understand the species' brain in general. However, typical machine learning models treat one system instance at a time. Here we introduce a machine learning framework, deep probabilistic model synthesis (DPMS), that leverages system properties auxiliary to the model to combine data across system instances. DPMS specifically uses variational inference to learn a conditional prior distribution and instance-specific posterior distributions over model parameters that respectively tie together the system instances and capture their unique structure. DPMS can synthesize a wide variety of model classes, such as those for regression, classification, and dimensionality reduction, and we demonstrate its ability to improve upon single-instance models on synthetic data and whole-brain neural activity data from larval zebrafish.

This paper proposes a hierarchical Bayesian multitask learning model that is applicable to the general multi-task binary classification learning problem where the model assumes a shared sparsity structure across different tasks. We derive a computationally efficient inference algorithm based on variational inference to approximate the posterior distribution. We demonstrate the potential of the new approach on various synthetic datasets and for predicting human health status based on microbiome profile. Our analysis incorporates data pooled from multiple microbiome studies, along with a comprehensive comparison with other benchmark methods. Results in synthetic datasets show that the proposed approach has superior support recovery property when the underlying regression coefficients share a common sparsity structure across different tasks. Our experiments on microbiome classification demonstrate the utility of the method in extracting informative taxa while providing well-calibrated predictions with uncertainty quantification and achieving competitive performance in terms of prediction metrics. Notably, despite the heterogeneity of the pooled datasets (e.g., different experimental objectives, laboratory setups, sequencing equipment, patient demographics), our method delivers robust results.

In applied statistics and machine learning, the gold standards used for training are often biased and almost always noisy. Dawid and Skene's justifiably popular crowdsourcing model adjusts for rater sensitivity and specificity, but fails to capture distributional properties of rating data gathered for training, which in turn biases training. In this study, we introduce a general purpose measurement-error model with which we can infer consensus categories by adding item-level effects for difficulty, discriminativeness, and guessability. We further show how to constrain the bimodal posterior of these models to avoid adversarial raters. We validate our model's goodness of fit with posterior predictive checks, the Bayesian analogue of $χ^2$ tests, and assess its predictive accuracy using leave-one-out cross-validation. We illustrate our new model with two well-studied data sets, binary rating data for caries in dental X-rays and implication in natural language.