Bayesian Inference
Fiducial Matching: Differentially Private Inference for Categorical Data
Romanus, Ogonnaya Michael, Boulaguiem, Younes, Molinari, Roberto
The task of statistical inference, which includes the building of confidence intervals and tests for parameters and effects of interest to a researcher, is still an open area of investigation in a differentially private (DP) setting. Indeed, in addition to the randomness due to data sampling, DP delivers another source of randomness consisting of the noise added to protect an individual's data from being disclosed to a potential attacker. As a result of this convolution of noises, in many cases it is too complicated to determine the stochastic behavior of the statistics and parameters resulting from a DP procedure. In this work, we contribute to this line of investigation by employing a simulation-based matching approach, solved through tools from the fiducial framework, which aims to replicate the data generation pipeline (including the DP step) and retrieve an approximate distribution of the estimates resulting from this pipeline. For this purpose, we focus on the analysis of categorical (nominal) data that is common in national surveys, for which sensitivity is naturally defined, and on additive privacy mechanisms. We prove the validity of the proposed approach in terms of coverage and highlight its good computational and statistical performance for different inferential tasks in simulated and applied data settings.
Fast Variational Bayes for Large Spatial Data
Recent variational Bayes methods for geospatial regression, proposed as an alternative to computationally expensive Markov chain Monte Carlo (MCMC) sampling, have leveraged Nearest Neighbor Gaussian processes (NNGP) to achieve scalability. Yet, these variational methods remain inferior in accuracy and speed compared to spNNGP, the state-of-the-art MCMC-based software for NNGP. We introduce spVarBayes, a suite of fast variational Bayesian approaches for large-scale geospatial data analysis using NNGP. Our contributions are primarily computational. We replace auto-differentiation with a combination of calculus of variations, closed-form gradient updates, and linear response corrections for improved variance estimation. We also accommodate covariates (fixed effects) in the model and offer inference on the variance parameters. Simulation experiments demonstrate that we achieve comparable accuracy to spNNGP but with reduced computational costs, and considerably outperform existing variational inference methods in terms of both accuracy and speed. Analysis of a large forest canopy height dataset illustrates the practical implementation of proposed methods and shows that the inference results are consistent with those obtained from the MCMC approach. The proposed methods are implemented in publicly available Github R-package spVarBayes.
Sparse Identification of Nonlinear Dynamics with Conformal Prediction
The Sparse Identification of Nonlinear Dynamics (SINDy) is a method for discovering nonlinear dynamical system models from data. Quantifying uncertainty in SINDy models is essential for assessing their reliability, particularly in safety-critical applications. While various uncertainty quantification methods exist for SINDy, including Bayesian and ensemble approaches, this work explores the integration of Conformal Prediction, a framework that can provide valid prediction intervals with coverage guarantees based on minimal assumptions like data exchangeability. We introduce three applications of conformal prediction with Ensemble-SINDy (E-SINDy): (1) quantifying uncertainty in time series prediction, (2) model selection based on library feature importance, and (3) quantifying the uncertainty of identified model coefficients using feature conformal prediction. We demonstrate the three applications on stochastic predator-prey dynamics and several chaotic dynamical systems. We show that conformal prediction methods integrated with E-SINDy can reliably achieve desired target coverage for time series forecasting, effectively quantify feature importance, and produce more robust uncertainty intervals for model coefficients, even under non-Gaussian noise, compared to standard E-SINDy coefficient estimates.
Synthetic Tabular Data Generation: A Comparative Survey for Modern Techniques
Challagundla, Raju, Dorodchi, Mohsen, Wang, Pu, Lee, Minwoo
As privacy regulations become more stringent and access to real-world data becomes increasingly constrained, synthetic data generation has emerged as a vital solution, especially for tabular datasets, which are central to domains like finance, healthcare and the social sciences. This survey presents a comprehensive and focused review of recent advances in synthetic tabular data generation, emphasizing methods that preserve complex feature relationships, maintain statistical fidelity, and satisfy privacy requirements. A key contribution of this work is the introduction of a novel taxonomy based on practical generation objectives, including intended downstream applications, privacy guarantees, and data utility, directly informing methodological design and evaluation strategies. Therefore, this review prioritizes the actionable goals that drive synthetic data creation, including conditional generation and risk-sensitive modeling. Additionally, the survey proposes a benchmark framework to align technical innovation with real-world demands. By bridging theoretical foundations with practical deployment, this work serves as both a roadmap for future research and a guide for implementing synthetic tabular data in privacy-critical environments.
On the Need for a Statistical Foundation in Scenario-Based Testing of Autonomous Vehicles
Zhao, Xingyu, Aghazadeh-Chakherlou, Robab, Cheng, Chih-Hong, Popov, Peter, Strigini, Lorenzo
Scenario-based testing has emerged as a common method for autonomous vehicles (AVs) safety assessment, offering a more efficient alternative to mile-based testing by focusing on high-risk scenarios. However, fundamental questions persist regarding its stopping rules, residual risk estimation, debug effectiveness, and the impact of simulation fidelity on safety claims. This paper argues that a rigorous statistical foundation is essential to address these challenges and enable rigorous safety assurance. By drawing parallels between AV testing and established software testing methods, we identify shared research gaps and reusable solutions. We propose proof-of-concept models to quantify the probability of failure per scenario (\textit{pfs}) and evaluate testing effectiveness under varying conditions. Our analysis reveals that neither scenario-based nor mile-based testing universally outperforms the other. Furthermore, we give an example of formal reasoning about alignment of synthetic and real-world testing outcomes, a first step towards supporting statistically defensible simulation-based safety claims.
Fast and Scalable Game-Theoretic Trajectory Planning with Intentional Uncertainties
Huang, Zhenmin, Xie, Yusen, Ma, Benshan, Shen, Shaojie, Ma, Jun
Trajectory planning involving multi-agent interactions has been a long-standing challenge in the field of robotics, primarily burdened by the inherent yet intricate interactions among agents. While game-theoretic methods are widely acknowledged for their effectiveness in managing multi-agent interactions, significant impediments persist when it comes to accommodating the intentional uncertainties of agents. In the context of intentional uncertainties, the heavy computational burdens associated with existing game-theoretic methods are induced, leading to inefficiencies and poor scalability. In this paper, we propose a novel game-theoretic interactive trajectory planning method to effectively address the intentional uncertainties of agents, and it demonstrates both high efficiency and enhanced scalability. As the underpinning basis, we model the interactions between agents under intentional uncertainties as a general Bayesian game, and we show that its agent-form equivalence can be represented as a potential game under certain minor assumptions. The existence and attainability of the optimal interactive trajectories are illustrated, as the corresponding Bayesian Nash equilibrium can be attained by optimizing a unified optimization problem. Additionally, we present a distributed algorithm based on the dual consensus alternating direction method of multipliers (ADMM) tailored to the parallel solving of the problem, thereby significantly improving the scalability. The attendant outcomes from simulations and experiments demonstrate that the proposed method is effective across a range of scenarios characterized by general forms of intentional uncertainties. Its scalability surpasses that of existing centralized and decentralized baselines, allowing for real-time interactive trajectory planning in uncertain game settings.
Canonical Bayesian Linear System Identification
Bryutkin, Andrey, Levine, Matthew E., Urteaga, Iñigo, Marzouk, Youssef
Standard Bayesian approaches for linear time-invariant (LTI) system identification are hindered by parameter non-identifiability; the resulting complex, multi-modal posteriors make inference inefficient and impractical. We solve this problem by embedding canonical forms of LTI systems within the Bayesian framework. We rigorously establish that inference in these minimal parameterizations fully captures all invariant system dynamics (e.g., transfer functions, eigenvalues, predictive distributions of system outputs) while resolving identifiability. This approach unlocks the use of meaningful, structure-aware priors (e.g., enforcing stability via eigenvalues) and ensures conditions for a Bernstein--von Mises theorem -- a link between Bayesian and frequentist large-sample asymptotics that is broken in standard forms. Extensive simulations with modern MCMC methods highlight advantages over standard parameterizations: canonical forms achieve higher computational efficiency, generate interpretable and well-behaved posteriors, and provide robust uncertainty estimates, particularly from limited data.
On Equivariant Model Selection through the Lens of Uncertainty
van der Linden, Putri A., Timans, Alexander, Tailor, Dharmesh, Bekkers, Erik J.
Equivariant models leverage prior knowledge on symmetries to improve predictive performance, but misspecified architectural constraints can harm it instead. While work has explored learning or relaxing constraints, selecting among pretrained models with varying symmetry biases remains challenging. We examine this model selection task from an uncertainty-aware perspective, comparing frequentist (via Conformal Prediction), Bayesian (via the marginal likelihood), and calibration-based measures to naive error-based evaluation. We find that uncertainty metrics generally align with predictive performance, but Bayesian model evidence does so inconsistently. We attribute this to a mismatch in Bayesian and geometric notions of model complexity for the employed last-layer Laplace approximation, and discuss possible remedies. Our findings point towards the potential of uncertainty in guiding symmetry-aware model selection.
Interpretable Bayesian Tensor Network Kernel Machines with Automatic Rank and Feature Selection
Tensor Network (TN) Kernel Machines speed up model learning by representing parameters as low-rank TNs, reducing computation and memory use. However, most TN-based Kernel methods are deterministic and ignore parameter uncertainty. Further, they require manual tuning of model complexity hyperparameters like tensor rank and feature dimensions, often through trial-and-error or computationally costly methods like cross-validation. We propose Bayesian Tensor Network Kernel Machines, a fully probabilistic framework that uses sparsity-inducing hierarchical priors on TN factors to automatically infer model complexity. This enables automatic inference of tensor rank and feature dimensions, while also identifying the most relevant features for prediction, thereby enhancing model interpretability. All the model parameters and hyperparameters are treated as latent variables with corresponding priors. Given the Bayesian approach and latent variable dependencies, we apply a mean-field variational inference to approximate their posteriors. We show that applying a mean-field approximation to TN factors yields a Bayesian ALS algorithm with the same computational complexity as its deterministic counterpart, enabling uncertainty quantification at no extra computational cost. Experiments on synthetic and real-world datasets demonstrate the superior performance of our model in prediction accuracy, uncertainty quantification, interpretability, and scalability.
A Simple Approximate Bayesian Inference Neural Surrogate for Stochastic Petri Net Models
Manu, Bright Kwaku, Reckell, Trevor, Sterner, Beckett, Jevtic, Petar
--Stochastic Petri Nets (SPNs) are an increasingly popular tool of choice for modeling discrete-event dynamics in areas such as epidemiology and systems biology, yet their parameter estimation remains challenging in general and in particular when transition rates depend on external covariates and explicit likelihoods are unavailable. We introduce a neural-surrogate (neural-network-based approximation of the posterior distribution) framework that predicts the coefficients of known covariate-dependent rate functions directly from noisy, partially observed token trajectories. Our model employs a lightweight 1D Convolutional Residual Network trained end-to-end on Gillespie-simulated SPN realizations, learning to invert system dynamics under realistic conditions of event dropout. During inference, Monte Carlo dropout provides calibrated uncertainty bounds together with point estimates. On synthetic SPNs with 20% missing events, our surrogate recovers rate-function coefficients with an RMSE = 0.108 and substantially runs faster than traditional Bayesian approaches. These results demonstrate that data-driven, likelihood-free surrogates can enable accurate, robust, and real-time parameter recovery in complex, partially observed discrete-event systems.