Bayesian Inference
Beyond Uncertainty Sets: Leveraging Optimal Transport to Extend Conformal Predictive Distribution to Multivariate Settings
Conformal prediction (CP) constructs uncertainty sets for model outputs with finite-sample coverage guarantees. A candidate output is included in the prediction set if its non-conformity score is not considered extreme relative to the scores observed on a set of calibration examples. However, this procedure is only straightforward when scores are scalar-valued, which has limited CP to real-valued scores or ad-hoc reductions to one dimension. The problem of ordering vectors has been studied via optimal transport (OT), which provides a principled method for defining vector-ranks and multivariate quantile regions, though typically with only asymptotic coverage guarantees. We restore finite-sample, distribution-free coverage by conformalizing the vector-valued OT quantile region. Here, a candidate's rank is defined via a transport map computed for the calibration scores augmented with that candidate's score. This defines a continuum of OT problems for which we prove that the resulting optimal assignment is piecewise-constant across a fixed polyhedral partition of the score space. This allows us to characterize the entire prediction set tractably, and provides the machinery to address a deeper limitation of prediction sets: that they only indicate which outcomes are plausible, but not their relative likelihood. In one dimension, conformal predictive distributions (CPDs) fill this gap by producing a predictive distribution with finite-sample calibration. Extending CPDs beyond one dimension remained an open problem. We construct, to our knowledge, the first multivariate CPDs with finite-sample calibration, i.e., they define a valid multivariate distribution where any derived uncertainty region automatically has guaranteed coverage. We present both conservative and exact randomized versions, the latter resulting in a multivariate generalization of the classical Dempster-Hill procedure.
Proximal Approximate Inference in State-Space Models
Abdulsamad, Hany, Garcรญa-Fernรกndez, รngel F., Sรคrkkรค, Simo
We present a class of algorithms for state estimation in nonlinear, non-Gaussian state-space models. Our approach is based on a variational Lagrangian formulation that casts Bayesian inference as a sequence of entropic trust-region updates subject to dynamic constraints. This framework gives rise to a family of forward-backward algorithms, whose structure is determined by the chosen factorization of the variational posterior. By focusing on Gauss--Markov approximations, we derive recursive schemes with favorable computational complexity. For general nonlinear, non-Gaussian models we close the recursions using generalized statistical linear regression and Fourier--Hermite moment matching.
Efficient RF Passive Components Modeling with Bayesian Online Learning and Uncertainty Aware Sampling
Zhang, Huifan, Zhou, Pingqiang
Abstract--Conventional radio frequency (RF) passive components modeling based on machine learning requires extensive electromagnetic (EM) simulations to cover geometric and frequency design spaces, creating computational bottlenecks. In this paper, we introduce an uncertainty-aware Bayesian online learning framework for efficient parametric modeling of RF passive components, which includes: 1) a Bayesian neural network with reconfigurable heads for joint geometric-frequency domain modeling while quantifying uncertainty; 2) an adaptive sampling strategy that simultaneously optimizes training data sampling across geometric parameters and frequency domain using uncertainty guidance. V alidated on three RF passive components, the framework achieves accurate modeling while using only 2.86% EM simulation time compared to traditional ML-based flow, achieving a 35 speedup. Radio frequency integrated circuits (RFICs) form the cornerstone of modern communication systems, enabling critical technologies from 5G/6G networks to Internet-of-Things (IoT) devices [1]. As operational frequencies increase into millimeter-wave and terahertz regimes, traditional lumped-element circuit models become inadequate in mm-wave circuits.
Simulated Human Learning in a Dynamic, Partially-Observed, Time-Series Environment
Jiang, Jeffrey, Hong, Kevin, Kuczynski, Emily, Pottie, Gregory
While intelligent tutoring systems (ITSs) can use information from past students to personalize instruction, each new student is unique. Moreover, the education problem is inherently difficult because the learning process is only partially observable. We therefore develop a dynamic, time-series environment to simulate a classroom setting, with student-teacher interventions - including tutoring sessions, lectures, and exams. In particular, we design the simulated environment to allow for varying levels of probing interventions that can gather more information. Then, we develop reinforcement learning ITSs that combine learning the individual state of students while pulling from population information through the use of probing interventions. These interventions can reduce the difficulty of student estimation, but also introduce a cost-benefit decision to find a balance between probing enough to get accurate estimates and probing so often that it becomes disruptive to the student. We compare the efficacy of standard RL algorithms with several greedy rules-based heuristic approaches to find that they provide different solutions, but with similar results. We also highlight the difficulty of the problem with increasing levels of hidden information, and the boost that we get if we allow for probing interventions. We show the flexibility of both heuristic and RL policies with regards to changing student population distributions, finding that both are flexible, but RL policies struggle to help harder classes. Finally, we test different course structures with non-probing policies and we find that our policies are able to boost the performance of quiz and midterm structures more than we can in a finals-only structure, highlighting the benefit of having additional information.
Resource-Based Time and Cost Prediction in Project Networks: From Statistical Modeling to Graph Neural Networks
Mirjalili, Reza, Braghi, Behrad, Sikari, Shahram Shadrokh
Accurate prediction of project duration and cost remains one of the most challenging aspects of project management, particularly in resource-constrained and interdependent task networks. Traditional analytical techniques such as the Critical Path Method (CPM) and Program Evaluation and Review Technique (PERT) rely on simplified and often static assumptions regarding task interdependencies and resource performance. This study proposes a novel resource-based predictive framework that integrates network representations of project activities with graph neural networks (GNNs) to capture structural and contextual relationships among tasks, resources, and time-cost dynamics. The model represents the project as a heterogeneous activity-resource graph in which nodes denote activities and resources, and edges encode temporal and resource dependencies. We evaluate multiple learning paradigms, including GraphSAGE and Temporal Graph Networks, on both synthetic and benchmark project datasets. Experimental results show that the proposed GNN framework achieves an average 23 to 31 percent reduction in mean absolute error compared to traditional regression and tree-based methods, while improving the coefficient of determination R2 from approximately 0.78 to 0.91 for large and complex project networks. Furthermore, the learned embeddings provide interpretable insights into resource bottlenecks and critical dependencies, enabling more explainable and adaptive scheduling decisions.
Uncertainty-Aware Measurement of Scenario Suite Representativeness for Autonomous Systems
Chakherlou, Robab Aghazadeh, Khastgir, Siddartha, Zhao, Xingyu, Jeyachandran, Jerein, Chen, Shufeng
Assuring the trustworthiness and safety of AI systems, e.g., autonomous vehicles (AV), depends critically on the data-related safety properties, e.g., representativeness, completeness, etc., of the datasets used for their training and testing. Among these properties, this paper focuses on representativeness-the extent to which the scenario-based data used for training and testing, reflect the operational conditions that the system is designed to operate safely in, i.e., Operational Design Domain (ODD) or expected to encounter, i.e., Target Operational Domain (TOD). We propose a probabilistic method that quantifies representativeness by comparing the statistical distribution of features encoded by the scenario suites with the corresponding distribution of features representing the TOD, acknowledging that the true TOD distribution is unknown, as it can only be inferred from limited data. We apply an imprecise Bayesian method to handle limited data and uncertain priors. The imprecise Bayesian formulation produces interval-valued, uncertainty-aware estimates of representativeness, rather than a single value. We present a numerical example comparing the distributions of the scenario suite and the inferred TOD across operational categories-weather, road type, time of day, etc., under dependencies and prior uncertainty. We estimate representativeness locally (between categories) and globally as an interval.