We revisit the classic ski rental problem through the lens of Bayesian decision-making and machine-learned predictions. While traditional algorithms minimize worst-case cost without assumptions, and recent learning-augmented approaches leverage noisy forecasts with robustness guarantees, our work unifies these perspectives. We propose a discrete Bayesian framework that maintains exact posterior distributions over the time horizon, enabling principled uncertainty quantification and seamless incorporation of expert priors. Our algorithm achieves prior-dependent competitive guarantees and gracefully interpolates between worst-case and fully-informed settings. Our extensive experimental evaluation demonstrates superior empirical performance across diverse scenarios, achieving near-optimal results under accurate priors while maintaining robust worst-case guarantees. This framework naturally extends to incorporate multiple predictions, non-uniform priors, and contextual information, highlighting the practical advantages of Bayesian reasoning in online decision problems with imperfect predictions.

Simultaneous localization and mapping (SLAM) plays a fundamental role in extended reality (XR) applications. As the standards for immersion in XR continue to increase, the demands for SLAM benchmarking have become more stringent. Trajectory accuracy is the key metric, and marker-based optical motion capture (MoCap) systems are widely used to generate ground truth (GT) because of their drift-free and relatively accurate measurements. However, the precision of MoCap-based GT is limited by two factors: the spatiotemporal calibration with the device under test (DUT) and the inherent jitter in the MoCap measurements. These limitations hinder accurate SLAM benchmarking, particularly for key metrics like rotation error and inter-frame jitter, which are critical for immersive XR experiences. This paper presents a novel continuous-time maximum likelihood estimator to address these challenges. The proposed method integrates auxiliary inertial measurement unit (IMU) data to compensate for MoCap jitter. Additionally, a variable time synchronization method and a pose residual based on screw congruence constraints are proposed, enabling precise spatiotemporal calibration across multiple sensors and the DUT. Experimental results demonstrate that our approach outperforms existing methods, achieving the precision necessary for comprehensive benchmarking of state-of-the-art SLAM algorithms in XR applications. Furthermore, we thoroughly validate the practicality of our method by benchmarking several leading XR devices and open-source SLAM algorithms. The code is publicly available at https://github.com/ylab-xrpg/xr-hpgt.

Detecting regime shifts in chaotic time series is difficult because observation-space signals are entangled with intrinsic variability. We propose Parameter-Space Changepoint Detection (Param-CPD), a two-stage framework that first amortizes Bayesian inference of governing parameters with a neural posterior estimator trained by simulation-based inference, and then applies a standard CPD algorithm to the resulting parameter trajectory. In Lorenz-63 with piecewise-constant parameters, Param-CPD improves F1, reduces localization error, and reduces false positives compared to baselines of observation-space. We further verify identifiability and calibration of the inferred posteriors on stationary trajectories, explaining why parameter space offers a cleaner detection signal. Robustness analyzes of tolerance, window length, and noise indicate consistent gains. Our results show that operating in a physically interpretable parameter space enables accurate and interpretable changepoint detection in nonlinear dynamical systems.

Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting for the temporal dimension in our modeling and optimization. We observe that recent advancements in computational sciences often yield large datasets based on physics-based simulations, which are rarely leveraged in experimental design. We introduce a novel model-based sensor placement criterion, along with a highly-efficient optimization algorithm, which integrates physics-based simulations and Bayesian experimental design principles to identify sensor networks that "minimize information loss" from simulated data. Our technique relies on sparse variational inference and (separable) Gauss-Markov priors, and thus may adapt many techniques from Bayesian experimental design. We validate our method through a case study monitoring air temperature in Phoenix, Arizona, using state-of-the-art physics-based simulations. Our results show our framework to be superior to random or quasi-random sampling, particularly with a limited number of sensors. We conclude by discussing practical considerations and implications of our framework, including more complex modeling tools and real-world deployments.

A scalable Bayesian machine learning framework is introduced for estimating scalar properties of an unknown quantum state from measurement data, which bypasses full density matrix reconstruction. This work is the first to integrate the classical shadows protocol with a permutation-invariant set transformer architecture, enabling the approach to predict and correct bias in existing estimators to approximate the true Bayesian posterior mean. Measurement outcomes are encoded as fixed-dimensional feature vectors, and the network outputs a residual correction to a baseline estimator. Scalability to large quantum systems is ensured by the polynomial dependence of input size on system size and number of measurements. On Greenberger-Horne-Zeilinger state fidelity and second-order Rényi entropy estimation tasks -- using random Pauli and random Clifford measurements -- this Bayesian estimator always achieves lower mean squared error than classical shadows alone, with more than a 99\% reduction in the few copy regime.

In context-specific applications such as robotics, telecommunications, and healthcare, artificial intelligence systems often face the challenge of limited training data. This scarcity introduces epistemic uncertainty, i.e., reducible uncertainty stemming from incomplete knowledge of the underlying data distribution, which fundamentally limits predictive performance. This review paper examines formal methodologies that address data-limited regimes through two complementary approaches: quantifying epistemic uncertainty and mitigating data scarcity via synthetic data augmentation. We begin by reviewing generalized Bayesian learning frameworks that characterize epistemic uncertainty through generalized posteriors in the model parameter space, as well as ``post-Bayes'' learning frameworks. We continue by presenting information-theoretic generalization bounds that formalize the relationship between training data quantity and predictive uncertainty, providing a theoretical justification for generalized Bayesian learning. Moving beyond methods with asymptotic statistical validity, we survey uncertainty quantification methods that provide finite-sample statistical guarantees, including conformal prediction and conformal risk control. Finally, we examine recent advances in data efficiency by combining limited labeled data with abundant model predictions or synthetic data. Throughout, we take an information-theoretic perspective, highlighting the role of information measures in quantifying the impact of data scarcity.

Operator learning offers a robust framework for approximating mappings between infinite-dimensional function spaces. It has also become a powerful tool for solving inverse problems in the computational sciences. This chapter surveys methodological and theoretical developments at the intersection of operator learning and inverse problems. It begins by summarizing the probabilistic and deterministic approaches to inverse problems, and pays special attention to emerging measure-centric formulations that treat observed data or unknown parameters as probability distributions. The discussion then turns to operator learning by covering essential components such as data generation, loss functions, and widely used architectures for representing function-to-function maps. The core of the chapter centers on the end-to-end inverse operator learning paradigm, which aims to directly map observed data to the solution of the inverse problem without requiring explicit knowledge of the forward map. It highlights the unique challenge that noise plays in this data-driven inversion setting, presents structure-aware architectures for both point predictions and posterior estimates, and surveys relevant theory for linear and nonlinear inverse problems. The chapter also discusses the estimation of priors and regularizers, where operator learning is used more selectively within classical inversion algorithms.

Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the unconditioned dynamics rarely reach the terminal state. In this work, we leverage a self-consistency property of the conditioned dynamics to learn the diffusion bridge in an iterative online manner, and demonstrate promising empirical results in a range of settings.

This thesis develops methods for causal inference and causal representation learning (CRL) in high-dimensional, time-varying data. The first contribution introduces the Causal Dynamic Variational Autoencoder (CDVAE), a model for estimating Individual Treatment Effects (ITEs) by capturing unobserved heterogeneity in treatment response driven by latent risk factors that affect only outcomes. CDVAE comes with theoretical guarantees on valid latent adjustment and generalization bounds for ITE error. Experiments on synthetic and real datasets show that CDVAE outperforms baselines, and that state-of-the-art models greatly improve when augmented with its latent substitutes, approaching oracle performance without access to true adjustment variables. The second contribution proposes an efficient framework for long-term counterfactual regression based on RNNs enhanced with Contrastive Predictive Coding (CPC) and InfoMax. It captures long-range dependencies under time-varying confounding while avoiding the computational cost of transformers, achieving state-of-the-art results and introducing CPC into causal inference. The third contribution advances CRL by addressing how latent causes manifest in observed variables. We introduce a model-agnostic interpretability layer based on the geometry of the decoder Jacobian. A sparse self-expression prior induces modular, possibly overlapping groups of observed features aligned with shared latent influences. We provide recovery guarantees in both disjoint and overlapping settings and show that meaningful latent-to-observed structure can be recovered without anchor features or single-parent assumptions. Scalable Jacobian-based regularization techniques are also developed.

Across diverse domains--from complex systems and finance to high-energy physics and astrophysics--scientific inquiry often relies on deriving theoretical parameters from observational data [1]. At the core of this challenge lies the inverse problem: inferring the posterior distribution of theoretical parameters given a set of observables [2]. Traditional approaches for posterior estimation rely on sampling algorithms such as Markov Chain Monte Carlo (MCMC) [3, 4] and Nested Sampling (NS) [5]. In astrophysics and cosmology, implementations like emcee [6] and dynesty [7] have become standard tools. While these frameworks are statistically robust, they suffer significantly from the curse of dimensionality. In real-world scenarios, where the parameter space is high-dimensional and the likelihood function relies on computationally expensive simulators (e.g., in particle physics phenomenology [8]), convergence can take weeks or even months. Recent advances in machine learning have introduced Normalizing Flows (NFs) as a powerful alternative for probabilistic modelling [9, 10]. By learning a bijective mapping between a simple base distribution (e.g., a Gaussian) and the complex target distribution, NFs allow for exact density estimation and efficient sampling [11] from the target distribution. Modern architectures, such as RealNVP [12] and Neural Spline Flows [13], offer enough expressivity to model highly complex distributions.