Connected Autonomous Vehicles (CAVs) operate in dynamic, open, and multi-domain networks, rendering them vulnerable to various threats. Trust Management Systems (TMS) systematically organize essential steps in the trust mechanism, identifying malicious nodes against internal threats and external threats, as well as ensuring reliable decision-making for more cooperative tasks. Recent advances in machine learning (ML) offer significant potential to enhance TMS, especially for the strict requirements of CAVs, such as CAV nodes moving at varying speeds, and opportunistic and intermittent network behavior. Those features distinguish ML-based TMS from social networks, static IoT, and Social IoT. This survey proposes a novel three-layer ML-based TMS framework for CAVs in the vehicle-road-cloud integration system, i.e., trust data layer, trust calculation layer and trust incentive layer. A six-dimensional taxonomy of objectives is proposed. Furthermore, the principles of ML methods for each module in each layer are analyzed. Then, recent studies are categorized based on traffic scenarios that are against the proposed objectives. Finally, future directions are suggested, addressing the open issues and meeting the research trend. We maintain an active repository that contains up-to-date literature and open-source projects at https://github.com/octoberzzzzz/ML-based-TMS-CAV-Survey.

Analyzing how the publication records of scientists and research groups have evolved over the years is crucial for assessing their expertise since it can support the management of academic environments by assisting with career planning and evaluation. We introduce VizCV, a novel web-based end-to-end visual analytics framework that enables the interactive exploration of researchers' scientific trajectories. It incorporates AI-assisted analysis and supports automated reporting of career evolution. Our system aims to model career progression through three key dimensions: a) research topic evolution to detect and visualize shifts in scholarly focus over time, b) publication record and the corresponding impact, c) collaboration dynamics depicting the growth and transformation of a researcher's co-authorship network. AI-driven insights provide automated explanations of career transitions, detecting significant shifts in research direction, impact surges, or collaboration expansions. The system also supports comparative analysis between researchers, allowing users to compare topic trajectories and impact growth. Our interactive, multi-tab and multiview system allows for the exploratory analysis of career milestones under different perspectives, such as the most impactful articles, emerging research themes, or obtaining a detailed analysis of the contribution of the researcher in a subfield. The key contributions include AI/ML techniques for: a) topic analysis, b) dimensionality reduction for visualizing patterns and trends, c) the interactive creation of textual descriptions of facets of data through configurable prompt generation and large language models, that include key indicators, to help understanding the career development of individuals or groups.

--Explainability in time series models is crucial for fostering trust, facilitating debugging, and ensuring interpretabil-ity in real-world applications. In this work, we introduce Im-plet, a novel post-hoc explainer that generates accurate and concise subsequence-level explanations for time series models. Our approach identifies critical temporal segments that significantly contribute to the model's predictions, providing enhanced interpretability beyond traditional feature-attribution methods. Based on it, we propose a cohort-based (group-level) explanation framework designed to further improve the conciseness and interpretability of our explanations. We evaluate Implet on several standard time-series classification benchmarks, demonstrating its effectiveness in improving interpretability. Deep learning models have demonstrated remarkable success in various time series forecasting and classification tasks, often surpassing traditional statistical methods. Despite their effectiveness, these models are frequently considered black-boxes, making their predictions challenging to interpret. Understanding which temporal patterns or subsequences contribute significantly to a model's decisions is crucial for building trust, debugging erroneous predictions, and making informed decisions, especially in high-stakes domains such as finance, healthcare, and climate science. Existing explainability methods for time series predominantly rely on feature attribution techniques, such as gradient-based saliency maps or perturbation-based approaches. While these methods provide valuable insights into individual time points or features influencing model predictions, their high dimensionality can complicate interpretation. In comparison, subsequence-based explanations, such as shapelet-based methods, are a type of global explanation that offer more intuitive insights by identifying discriminative temporal patterns within time series data.

We study the classical binary classification problem for hypothesis spaces of Deep Neural Networks (DNNs) with ReLU activation under Tsybakov's low-noise condition with exponent $q>0$, and its limit-case $q\to\infty$ which we refer to as the "hard-margin condition". We show that DNNs which minimize the empirical risk with square loss surrogate and $\ell_p$ penalty can achieve finite-sample excess risk bounds of order $\mathcal{O}\left(n^{-α}\right)$ for arbitrarily large $α>0$ under the hard-margin condition, provided that the regression function $η$ is sufficiently smooth. The proof relies on a novel decomposition of the excess risk which might be of independent interest.

Censored response variables--where outcomes are only partially observed due to known bounds--arise in numerous scientific domains and present serious challenges for regression analysis. The Tobit model, a classical solution for handling left-censoring, has been widely used in economics and beyond. However, with the increasing prevalence of high-dimensional data, where the number of covariates exceeds the sample size, traditional Tobit methods become inadequate. While frequentist approaches for high-dimensional Tobit regression have recently been developed, notably through Lasso-based estimators, the Bayesian literature remains sparse and lacks theoretical guarantees. In this work, we propose a novel Bayesian framework for high-dimensional Tobit regression that addresses both censoring and sparsity. Our method leverages the Horseshoe prior to induce shrinkage and employs a data augmentation strategy to facilitate efficient posterior computation via Gibbs sampling. We establish posterior consistency and derive concentration rates under sparsity, providing the first theoretical results for Bayesian Tobit models in high dimensions. Numerical experiments show that our approach outperforms favorably with the recent Lasso-Tobit method. Our method is implemented in the R package tobitbayes, which can be found on Github.

As machine learning (ML) models are increasingly deployed in high-stakes domains, trustworthy uncertainty quantification (UQ) is critical for ensuring the safety and reliability of these models. Traditional UQ methods rely on specifying a true generative model and are not robust to misspecification. On the other hand, conformal inference allows for arbitrary ML models but does not consider model selection, which leads to large interval sizes. We tackle these drawbacks by proposing a UQ method based on the predictability, computability, and stability (PCS) framework for veridical data science proposed by Yu and Kumbier. Specifically, PCS-UQ addresses model selection by using a prediction check to screen out unsuitable models. PCS-UQ then fits these screened algorithms across multiple bootstraps to assess inter-sample variability and algorithmic instability, enabling more reliable uncertainty estimates. Further, we propose a novel calibration scheme that improves local adaptivity of our prediction sets. Experiments across $17$ regression and $6$ classification datasets show that PCS-UQ achieves the desired coverage and reduces width over conformal approaches by $\approx 20\%$. Further, our local analysis shows PCS-UQ often achieves target coverage across subgroups while conformal methods fail to do so. For large deep-learning models, we propose computationally efficient approximation schemes that avoid the expensive multiple bootstrap trainings of PCS-UQ. Across three computer vision benchmarks, PCS-UQ reduces prediction set size over conformal methods by $20\%$. Theoretically, we show a modified PCS-UQ algorithm is a form of split conformal inference and achieves the desired coverage with exchangeable data.

We propose a new methodology for parametric domain decomposition using iterative principal component analysis. Starting with iterative principle component analysis, the high dimension manifold is reduced to the lower dimension manifold. Moreover, two approaches are developed to reconstruct the inverse projector to project from the lower data component to the original one. Afterward, we provide a detailed strategy to decompose the parametric domain based on the low dimension manifold. Finally, numerical examples of harmonic transport problem are given to illustrate the efficiency and effectiveness of the proposed method comparing to the classical meta-models such as neural networks.

The impressive practical performance of neural networks is often attributed to their ability to learn low-dimensional data representations and hierarchical structure directly from data. In this work, we argue that these two phenomena are not unique to neural networks, and can be elicited from classical kernel methods. Namely, we show that the derivative of the kernel predictor can detect the influential coordinates with low sample complexity. Moreover, by iteratively using the derivatives to reweight the data and retrain kernel machines, one is able to efficiently learn hierarchical polynomials with finite leap complexity. Numerical experiments illustrate the developed theory.

Symmetry-informed machine learning can exhibit advantages over machine learning which fails to account for symmetry. Additionally, recent attention has been given to continuous symmetry discovery using vector fields which serve as infinitesimal generators for Lie group symmetries. In this paper, we extend the notion of non-affine symmetry discovery to functions defined by neural networks. We further extend work in this area by introducing symmetry enforcement of smooth models using vector fields. Finally, we extend work on symmetry discovery using vector fields by providing both theoretical and experimental material on the restriction of the symmetry search space to infinitesimal isometries.

Network interference occurs when treatments assigned to some units affect the outcomes of others. Traditional approaches often assume that the observed network correctly specifies the interference structure. However, in practice, researchers frequently only have access to proxy measurements of the interference network due to limitations in data collection or potential mismatches between measured networks and actual interference pathways. In this paper, we introduce a framework for estimating causal effects when only proxy networks are available. Our approach leverages a structural causal model that accommodates diverse proxy types, including noisy measurements, multiple data sources, and multilayer networks, and defines causal effects as interventions on population-level treatments. Since the true interference network is latent, estimation poses significant challenges. To overcome them, we develop a Bayesian inference framework. We propose a Block Gibbs sampler with Locally Informed Proposals to update the latent network, thereby efficiently exploring the high-dimensional posterior space composed of both discrete and continuous parameters. We illustrate the performance of our method through numerical experiments, demonstrating its accuracy in recovering causal effects even when only proxies of the interference network are available.