The successful application of modern machine learning for time series classification is often hampered by limitations in quality and quantity of available training data. To overcome these limitations, available domain expert knowledge in the form of parametrised mechanistic dynamical models can be used whenever it is available and time series observations may be represented as an element from a given class of parametrised dynamical models. This makes the learning process interpretable and allows the modeller to deal with sparsely and irregularly sampled data in a natural way. However, the internal processes of a dynamical model are often only partially observed. This can lead to ambiguity regarding which particular model realization best explains a given time series observation. This problem is well-known in the literature, and a dynamical model with this issue is referred to as structurally unidentifiable. Training a classifier that incorporates knowledge about a structurally unidentifiable dynamical model can negatively influence classification performance. To address this issue, we employ structural identifiability analysis to explicitly relate parameter configurations that are associated with identical system outputs. Using the derived relations in classifier training, we demonstrate that this method significantly improves the classifier's ability to generalize to unseen data on a number of example models from the biomedical domain. This effect is especially pronounced when the number of training instances is limited. Our results demonstrate the importance of accounting for structural identifiability, a topic that has received relatively little attention from the machine learning community.

Convergence of existing Stein variational methods is known to suffer in high dimensions due to the locality of the kernel. The authors address this problem by exploiting the structure of the posterior distribution. Concretely, they propose to perform Stein gradient steps in a low-dimensional projection subspace. The basis of the projection space is derived from the expected Hessian of the log-likelihood, where the expectation is adaptively approximated by an empirical estimate. The introduced projection scheme and the corresponding Stein gradient steps are well motivated and presented. A theoretical analysis is presented to bound the bias introduced by the projection.

Knowledge of the primordial matter density field from which the large-scale structure of the Universe emerged over cosmic time is of fundamental importance for cosmology. However, reconstructing these cosmological initial conditions from late-time observations is a notoriously difficult task, which requires advanced cosmological simulators and sophisticated statistical methods to explore a multi-million-dimensional parameter space. We show how simulation-based inference (SBI) can be used to tackle this problem and to obtain data-constrained realisations of the primordial dark matter density field in a simulation-efficient way with general non-differentiable simulators. Our method is applicable to full high-resolution dark matter $N$-body simulations and is based on modelling the posterior distribution of the constrained initial conditions to be Gaussian with a diagonal covariance matrix in Fourier space. As a result, we can generate thousands of posterior samples within seconds on a single GPU, orders of magnitude faster than existing methods, paving the way for sequential SBI for cosmological fields. Furthermore, we perform an analytical fit of the estimated dependence of the covariance on the wavenumber, effectively transforming any point-estimator of initial conditions into a fast sampler. We test the validity of our obtained samples by comparing them to the true values with summary statistics and performing a Bayesian consistency test.

Simulation-based calibration checking (SBC) refers to the validation of an inference algorithm and model implementation through repeated inference on data simulated from a generative model. In the original and commonly used approach, the generative model uses parameters drawn from the prior, and thus the approach is testing whether the inference works for simulated data generated with parameter values plausible under that prior. This approach is natural and desirable when we want to test whether the inference works for a wide range of datasets we might observe. However, after observing data, we are interested in answering whether the inference works conditional on that particular data. In this paper, we propose posterior SBC and demonstrate how it can be used to validate the inference conditionally on observed data. We illustrate the utility of posterior SBC in three case studies: (1) A simple multilevel model; (2) a model that is governed by differential equations; and (3) a joint integrative neuroscience model which is approximated via amortized Bayesian inference with neural networks.

In this paper, a Convolution-Based Converter (CBC) is proposed to develop a methodology for removing the strong or fixed priors in estimating the probability distribution of targets based on observations in the stochastic process. Traditional approaches, e.g., Markov-based and Gaussian process-based methods, typically leverage observations to estimate targets based on strong or fixed priors (such as Markov properties or Gaussian prior). However, the effectiveness of these methods depends on how well their prior assumptions align with the characteristics of the problem. When the assumed priors are not satisfied, these approaches may perform poorly or even become unusable. To overcome the above limitation, we introduce the Convolution-Based converter (CBC), which implicitly estimates the conditional probability distribution of targets without strong or fixed priors, and directly outputs the expected trajectory of the stochastic process that satisfies the constraints from observations. This approach reduces the dependence on priors, enhancing flexibility and adaptability in modeling stochastic processes when addressing different problems. Experimental results demonstrate that our method outperforms existing baselines across multiple metrics.

Game-theoretic models are effective tools for modeling multi-agent interactions, especially when robots need to coordinate with humans. However, applying these models requires inferring their specifications from observed behaviors -- a challenging task known as the inverse game problem. Existing inverse game approaches often struggle to account for behavioral uncertainty and measurement noise, and leverage both offline and online data. To address these limitations, we propose an inverse game method that integrates a generative trajectory model into a differentiable mixed-strategy game framework. By representing the mixed strategy with a conditional variational autoencoder (CVAE), our method can infer high-dimensional, multi-modal behavior distributions from noisy measurements while adapting in real-time to new observations. We extensively evaluate our method in a simulated navigation benchmark, where the observations are generated by an unknown game model. Despite the model mismatch, our method can infer Nash-optimal actions comparable to those of the ground-truth model and the oracle inverse game baseline, even in the presence of uncertain agent objectives and noisy measurements.

We introduce a Bayesian framework for measuring spatio-temporal couplings (STCs) in ultra-intense lasers that reconceptualizes what constitutes a 'single-shot' measurement. Moving beyond traditional distinctions between single- and multi-shot devices, our approach provides rigorous criteria for determining when measurements can truly resolve individual laser shots rather than statistical averages. This framework shows that single-shot capability is not an intrinsic device property but emerges from the relationship between measurement precision and inherent parameter variability. Implementing this approach with a new measurement device at the ATLAS-3000 petawatt laser, we provide the first quantitative uncertainty bounds on pulse front tilt and curvature. Notably, we observe that our Bayesian method reduces uncertainty by up to 60% compared to traditional approaches. Through this analysis, we reveal how the interplay between measurement precision and intrinsic system variability defines achievable resolution -- insights that have direct implications for applications where precise control of laser-matter interaction is critical.

In this paper, we investigate the label shift quantification problem. We propose robust estimators of the label distribution which turn out to coincide with the Maximum Likelihood Estimator. We analyze the theoretical aspects and derive deviation bounds for the proposed method, providing optimal guarantees in the well-specified case, along with notable robustness properties against outliers and contamination. Our results provide theoretical validation for empirical observations on the robustness of Maximum Likelihood Label Shift.

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time compute and thereby eliminating the need to retrain task-specific models on the same dataset. To approximate the posterior of a Bayesian inverse problem, a diffusion model samples from a sequence of intermediate posterior distributions, each with an intractable likelihood function. This work proposes a novel mixture approximation of these intermediate distributions. Since direct gradient-based sampling of these mixtures is infeasible due to intractable terms, we propose a practical method based on Gibbs sampling. We validate our approach through extensive experiments on image inverse problems, utilizing both pixel- and latent-space diffusion priors, as well as on source separation with an audio diffusion model. The code is available at https://www.github.com/badr-moufad/mgdm

This paper introduces Type 2 Tobit Bayesian Additive Regression Trees (TOBART-2). BART can produce accurate individual-specific treatment effect estimates. However, in practice estimates are often biased by sample selection. We extend the Type 2 Tobit sample selection model to account for nonlinearities and model uncertainty by including sums of trees in both the selection and outcome equations. A Dirichlet Process Mixture distribution for the error terms allows for departure from the assumption of bivariate normally distributed errors. Soft trees and a Dirichlet prior on splitting probabilities improve modeling of smooth and sparse data generating processes. We include a simulation study and an application to the RAND Health Insurance Experiment data set.