This paper presents research findings on handling faulty measurements (i.e., outliers) of global navigation satellite systems (GNSS) for vehicle localization under adverse signal conditions in field applications, where raw GNSS data are frequently corrupted due to environmental interference such as multipath, signal blockage, or non-line-of-sight conditions. In this context, we investigate three strategies applied specifically to GNSS pseudorange observations: robust statistics for error mitigation, machine learning for faulty measurement prediction, and Bayesian inference for noise distribution approximation. Since previous studies have provided limited insight into the theoretical foundations and practical evaluations of these three methodologies within a unified problem statement (i.e., state estimation using ranging sensors), we conduct extensive experiments using real-world sensor data collected in diverse urban environments. Our goal is to examine both established techniques and newly proposed methods, thereby advancing the understanding of how to handle faulty range measurements, such as GNSS, for robust, long-term vehicle localization. In addition to presenting successful results, this work highlights critical observations and open questions to motivate future research in robust state estimation.

Uncertainty quantification is critical for ensuring robustness in high-stakes machine learning applications. We introduce HybridFlow, a modular hybrid architecture that unifies the modeling of aleatoric and epistemic uncertainty by combining a Conditional Masked Autoregressive normalizing flow for estimating aleatoric uncertainty with a flexible probabilistic predictor for epistemic uncertainty. The framework supports integration with any probabilistic model class, allowing users to easily adapt HybridFlow to existing architectures without sacrificing predictive performance. HybridFlow improves upon previous uncertainty quantification frameworks across a range of regression tasks, such as depth estimation, a collection of regression benchmarks, and a scientific case study of ice sheet emulation. We also provide empirical results of the quantified uncertainty, showing that the uncertainty quantified by HybridFlow is calibrated and better aligns with model error than existing methods for quantifying aleatoric and epistemic uncertainty. HybridFlow addresses a key challenge in Bayesian deep learning, unifying aleatoric and epistemic uncertainty modeling in a single robust framework.

Amortized simulator-based inference offers a powerful framework for tackling Bayesian inference in computational fields such as engineering or neuroscience, increasingly leveraging modern generative methods like diffusion models to map observed data to model parameters or future predictions. These approaches yield posterior or posterior-predictive samples for new datasets without requiring further simulator calls after training on simulated parameter-data pairs. However, their applicability is often limited by the prior distribution(s) used to generate model parameters during this training phase. To overcome this constraint, we introduce PriorGuide, a technique specifically designed for diffusion-based amortized inference methods. PriorGuide leverages a novel guidance approximation that enables flexible adaptation of the trained diffusion model to new priors at test time, crucially without costly retraining. This allows users to readily incorporate updated information or expert knowledge post-training, enhancing the versatility of pre-trained inference models.

Asymptotic efficiency theory is one of the pillars in the foundations of modern mathematical statistics. Not only does it serve as a rigorous theoretical benchmark for evaluating statistical methods, but it also sheds light on how to develop and unify novel statistical procedures. For example, the calculus of influence functions has led to many important statistical breakthroughs in the past decades. Responding to the pressing challenge of analyzing increasingly complex datasets, particularly those with non-Euclidean/nonlinear structures, many novel statistical models and methods have been proposed in recent years. However, the existing efficiency theory is not always readily applicable to these cases, as the theory was developed, for the most part, under the often neglected premise that both the sample space and the parameter space are normed linear spaces. As a consequence, efficiency results outside normed linear spaces are quite rare and isolated, obtained on a case-by-case basis. This paper aims to develop a more unified asymptotic efficiency theory, allowing the sample space, the parameter space, or both to be Riemannian manifolds satisfying certain regularity conditions. We build a vocabulary that helps translate essential concepts in efficiency theory from normed linear spaces to Riemannian manifolds, such as (locally) regular estimators, differentiable functionals, etc. Efficiency bounds are established under conditions parallel to those for normed linear spaces. We also demonstrate the conceptual advantage of the new framework by applying it to two concrete examples in statistics: the population Frechet mean and the regression coefficient vector of Single-Index Models.

Lattice field theories are fundamental testbeds for computational physics; yet, sampling their Boltzmann distributions remains challenging due to multimodality and long-range correlations. While normalizing flows offer a promising alternative, their application to large lattices is often constrained by prohibitive memory requirements and the challenge of maintaining sufficient model expressivity. We propose sparse triangular transport maps that explicitly exploit the conditional independence structure of the lattice graph under periodic boundary conditions using monotone rectified neural networks (MRNN). We introduce a comprehensive framework for triangular transport maps that navigates the fundamental trade-off between \emph{exact sparsity} (respecting marginal conditional independence in the target distribution) and \emph{approximate sparsity} (computational tractability without fill-ins). Restricting each triangular map component to a local past enables site-wise parallel evaluation and linear time complexity in lattice size $N$, while preserving the expressive, invertible structure. Using $ϕ^4$ in two dimensions as a controlled setting, we analyze how node labelings (orderings) affect the sparsity and performance of triangular maps. We compare against Hybrid Monte Carlo (HMC) and established flow approaches (RealNVP).

The rise of large-scale pretrained models has made it feasible to generate predictive or synthetic features at low cost, raising the question of how to incorporate such surrogate predictions into downstream decision-making. We study this problem in the setting of online linear contextual bandits, where contexts may be complex, nonstationary, and only partially observed. In addition to bandit data, we assume access to an auxiliary dataset containing fully observed contexts--common in practice since such data are collected without adaptive interventions. We propose PULSE-UCB, an algorithm that leverages pretrained models trained on the auxiliary data to impute missing features during online decision-making. We establish regret guarantees that decompose into a standard bandit term plus an additional component reflecting pretrained model quality. In the i.i.d. context case with Hölder-smooth missing features, PULSE-UCB achieves near-optimal performance, supported by matching lower bounds. Our results quantify how uncertainty in predicted contexts affects decision quality and how much historical data is needed to improve downstream learning.

We develop a unified statistical framework for softmax-gated Gaussian mixture of experts (SGMoE) that addresses three long-standing obstacles in parameter estimation and model selection: (i) non-identifiability of gating parameters up to common translations, (ii) intrinsic gate-expert interactions that induce coupled differential relations in the likelihood, and (iii) the tight numerator-denominator coupling in the softmax-induced conditional density. Our approach introduces Voronoi-type loss functions aligned with the gate-partition geometry and establishes finite-sample convergence rates for the maximum likelihood estimator (MLE). In over-specified models, we reveal a link between the MLE's convergence rate and the solvability of an associated system of polynomial equations characterizing near-nonidentifiable directions. For model selection, we adapt dendrograms of mixing measures to SGMoE, yielding a consistent, sweep-free selector of the number of experts that attains pointwise-optimal parameter rates under overfitting while avoiding multi-size training. Simulations on synthetic data corroborate the theory, accurately recovering the expert count and achieving the predicted rates for parameter estimation while closely approximating the regression function. Under model misspecification (e.g., $ε$-contamination), the dendrogram selection criterion is robust, recovering the true number of mixture components, while the Akaike information criterion, the Bayesian information criterion, and the integrated completed likelihood tend to overselect as sample size grows. On a maize proteomics dataset of drought-responsive traits, our dendrogram-guided SGMoE selects two experts, exposes a clear mixing-measure hierarchy, stabilizes the likelihood early, and yields interpretable genotype-phenotype maps, outperforming standard criteria without multi-size training.

We develop interacting particle algorithms for learning latent variable models with energy-based priors. To do so, we leverage recent developments in particle-based methods for solving maximum marginal likelihood estimation (MMLE) problems. Specifically, we provide a continuous-time framework for learning latent energy-based models, by defining stochastic differential equations (SDEs) that provably solve the MMLE problem. We obtain a practical algorithm as a discretisation of these SDEs and provide theoretical guarantees for the convergence of the proposed algorithm. Finally, we demonstrate the empirical effectiveness of our method on synthetic and image datasets.

In Bayesian Optimization (BO), additive assumptions can mitigate the twin difficulties of modeling and searching a complex function in high dimension. However, common acquisition functions, like the Additive Lower Confidence Bound, ignore pairwise covariances between dimensions, which we'll call \textit{bilateral uncertainty} (BU), imposing a second layer of approximations. While theoretical results indicate that asymptotically not much is lost in doing so, little is known about the practical effects of this assumption in small budgets. In this article, we show that by exploiting conditional independence, Thompson Sampling respecting BU can be efficiently conducted. We use this fact to execute an empirical investigation into the loss incurred by ignoring BU, finding that the additive approximation to Thompson Sampling does indeed have, on balance, worse performance than the exact method, but that this difference is of little practical significance. This buttresses the theoretical understanding and suggests that the BU-ignoring approximation is sufficient for BO in practice, even in the non-asymptotic regime.

Abstract-- This paper addresses the problem of generating dynamically admissible trajectories for control tasks using diffusion models, particularly in scenarios where the environment is complex and system dynamics are crucial for practical application. We propose a novel framework that integrates system dynamics directly into the diffusion model's denoising process through a sequential prediction and projection mechanism. This mechanism, aligned with the diffusion model's noising schedule, ensures generated trajectories are both consistent with expert demonstrations and adhere to underlying physical constraints. Notably, our approach can generate maximum likelihood trajectories and accurately recover trajectories generated by linear feedback controllers, even when explicit dynamics knowledge is unavailable. Our code repository is available at www.github.com/ Diffusion models have emerged as powerful tools for learning complex data distributions, demonstrating significant potential in control and robotics, particularly for high-dimensional trajectory generation [1]. Their ability to learn and replicate expert demonstrations makes them attractive for imitation learning and decision-making. However, a critical limitation arises from their inherent lack of explicit dynamics awareness.