Uncertainty
TabPFN: One Model to Rule Them All?
Zhang, Qiong, Tan, Yan Shuo, Tian, Qinglong, Li, Pengfei
Hollmann et al. ( Nature 637 (2025) 319-326) recently introduced TabPFN, a transformer-based deep learning model for regression and classification on tabular data, which they claim "outperforms all previous methods on datasets with up to 10,000 samples by a wide margin, using substantially less training time. " Furthermore, they have called TabPFN a "foundation model" for tabular data, as it can support "data generation, density estimation, learning reusable embeddings and fine-tuning" . If these statements are well-supported, TabPFN may have the potential to supersede existing modeling approaches on a wide range of statistical tasks, mirroring a similar revolution in other areas of artificial intelligence that began with the advent of large language models. In this paper, we provide a tailored explanation of how TabPFN works for a statistics audience, by emphasizing its interpretation as approximate Bayesian inference. We also provide more evidence of TabPFN's "foundation model" capabilities: We show that an out-of-the-box application of TabPFN vastly outperforms specialized state-of-the-art methods for semi-supervised parameter estimation, prediction under covariate shift, and heterogeneous treatment effect estimation. We further show that TabPFN can outperform LASSO at sparse regression and can break a robustness-efficiency trade-off in classification.
Learnable Kernel Density Estimation for Graphs
Wang, Xudong, Sun, Ziheng, Ding, Chris, Fan, Jicong
This work proposes a framework LGKDE that learns kernel density estimation for graphs. The key challenge in graph density estimation lies in effectively capturing both structural patterns and semantic variations while maintaining theoretical guarantees. Combining graph kernels and kernel density estimation (KDE) is a standard approach to graph density estimation, but has unsatisfactory performance due to the handcrafted and fixed features of kernels. Our method LGKDE leverages graph neural networks to represent each graph as a discrete distribution and utilizes maximum mean discrepancy to learn the graph metric for multi-scale KDE, where all parameters are learned by maximizing the density of graphs relative to the density of their well-designed perturbed counterparts. The perturbations are conducted on both node features and graph spectra, which helps better characterize the boundary of normal density regions. Theoretically, we establish consistency and convergence guarantees for LGKDE, including bounds on the mean integrated squared error, robustness, and complexity. We validate LGKDE by demonstrating its effectiveness in recovering the underlying density of synthetic graph distributions and applying it to graph anomaly detection across diverse benchmark datasets. Extensive empirical evaluation shows that LGKDE demonstrates superior performance compared to state-of-the-art baselines on most benchmark datasets.
Kernel Quantile Embeddings and Associated Probability Metrics
Naslidnyk, Masha, Chau, Siu Lun, Briol, Franรงois-Xavier, Muandet, Krikamol
Embedding probability distributions into reproducing kernel Hilbert spaces (RKHS) has enabled powerful nonparametric methods such as the maximum mean discrepancy (MMD), a statistical distance with strong theoretical and computational properties. At its core, the MMD relies on kernel mean embeddings to represent distributions as mean functions in RKHS. However, it remains unclear if the mean function is the only meaningful RKHS representation. Inspired by generalised quantiles, we introduce the notion of kernel quantile embeddings (KQEs). We then use KQEs to construct a family of distances that: (i) are probability metrics under weaker kernel conditions than MMD; (ii) recover a kernelised form of the sliced Wasserstein distance; and (iii) can be efficiently estimated with near-linear cost. Through hypothesis testing, we show that these distances offer a competitive alternative to MMD and its fast approximations.
Causal Posterior Estimation
Dirmeier, Simon, Mira, Antonietta
We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can simulate model outputs given parameter values. CPE utilizes a normalizing flow-based (NF) approximation to the posterior distribution which carefully incorporates the conditional dependence structure induced by the graphical representation of the model into the neural network. Thereby it is possible to improve the accuracy of the approximation. We introduce both discrete and continuous NF architectures for CPE and propose a constant-time sampling procedure for the continuous case which reduces the computational complexity of drawing samples to O(1) as for discrete NFs. We show, through an extensive experimental evaluation, that by incorporating the conditional dependencies induced by the graphical model directly into the neural network, rather than learning them from data, CPE is able to conduct highly accurate posterior inference either outperforming or matching the state of the art in the field.
Integral Imprecise Probability Metrics
Chau, Siu Lun, Caprio, Michele, Muandet, Krikamol
Quantifying differences between probability distributions is fundamental to statistics and machine learning, primarily for comparing statistical uncertainty. In contrast, epistemic uncertainty (EU) -- due to incomplete knowledge -- requires richer representations than those offered by classical probability. Imprecise probability (IP) theory offers such models, capturing ambiguity and partial belief. This has driven growing interest in imprecise probabilistic machine learning (IPML), where inference and decision-making rely on broader uncertainty models -- highlighting the need for metrics beyond classical probability. This work introduces the Integral Imprecise Probability Metric (IIPM) framework, a Choquet integral-based generalisation of classical Integral Probability Metric (IPM) to the setting of capacities -- a broad class of IP models encompassing many existing ones, including lower probabilities, probability intervals, belief functions, and more. Theoretically, we establish conditions under which IIPM serves as a valid metric and metrises a form of weak convergence of capacities. Practically, IIPM not only enables comparison across different IP models but also supports the quantification of epistemic uncertainty within a single IP model. In particular, by comparing an IP model with its conjugate, IIPM gives rise to a new class of EU measures -- Maximum Mean Imprecision -- which satisfy key axiomatic properties proposed in the Uncertainty Quantification literature. We validate MMI through selective classification experiments, demonstrating strong empirical performance against established EU measures, and outperforming them when classical methods struggle to scale to a large number of classes. Our work advances both theory and practice in IPML, offering a principled framework for comparing and quantifying epistemic uncertainty under imprecision.
COM Adjustment Mechanism Control for Multi-Configuration Motion Stability of Unmanned Deformable Vehicle
Liu, Jun, Liu, Hongxun, Zhang, Cheng, Xing, Jiandang, Jiang, Shang, Jiang, Ping
An unmanned deformable vehicle is a wheel -legged robot that can transform between two configurations: a vehicular state and a humanoid state, which have different motion modes and stability characteristics. Aiming at the motion stability of an unmanned deformable vehicle in multiple configurations, a center -of -mass adjustment mechanism was designed in this study. Further, a motion stability hierarchical control algorithm was proposed based on this mechanism, and an electromechanical model based on a two -degree-of -freedom center -of -mass adjustment mechanism was established. An unmanned -deformable-vehicle vehicular-state steady -state steering dynamics model and a gait planning kinematic model of humanoid state walking were established. A stability hierarchical control strategy was designed b ased on the hybrid automata model, Fuzzy -PID control, K -means clustering algorithm, and variable universe fuzzy control - active disturbance rejection control (VUFC -ADRC) to realize the stability control of the unmanned deformable vehicle in multi -configuration motion. The simulation and test results showed that the steady-state steering stabi lity in the vehicular state and the walking stability in the humanoid state could be significantly improved by controlling the slider motion in the center-of -mass adjustment mechanism.
STITCH-OPE: Trajectory Stitching with Guided Diffusion for Off-Policy Evaluation
Goli, Hossein, Gimelfarb, Michael, de Lara, Nathan Samuel, Nishimura, Haruki, Itkina, Masha, Shkurti, Florian
Off-policy evaluation (OPE) estimates the performance of a target policy using offline data collected from a behavior policy, and is crucial in domains such as robotics or healthcare where direct interaction with the environment is costly or unsafe. Existing OPE methods are ineffective for high-dimensional, long-horizon problems, due to exponential blow-ups in variance from importance weighting or compounding errors from learned dynamics models. To address these challenges, we propose STITCH-OPE, a model-based generative framework that leverages denoising diffusion for long-horizon OPE in high-dimensional state and action spaces. Starting with a diffusion model pre-trained on the behavior data, STITCH-OPE generates synthetic trajectories from the target policy by guiding the denoising process using the score function of the target policy. STITCH-OPE proposes two technical innovations that make it advantageous for OPE: (1) prevents over-regularization by subtracting the score of the behavior policy during guidance, and (2) generates long-horizon trajectories by stitching partial trajectories together end-to-end. We provide a theoretical guarantee that under mild assumptions, these modifications result in an exponential reduction in variance versus long-horizon trajectory diffusion. Experiments on the D4RL and OpenAI Gym benchmarks show substantial improvement in mean squared error, correlation, and regret metrics compared to state-of-the-art OPE methods.
Semi-supervised Clustering Through Representation Learning of Large-scale EHR Data
Wang, Linshanshan, Li, Mengyan, Xia, Zongqi, Liu, Molei, Cai, Tianxi
Electronic Health Records (EHR) offer rich real-world data for personalized medicine, providing insights into disease progression, treatment responses, and patient outcomes. However, their sparsity, heterogeneity, and high dimensionality make them difficult to model, while the lack of standardized ground truth further complicates predictive modeling. To address these challenges, we propose SCORE, a semi-supervised representation learning framework that captures multi-domain disease profiles through patient embeddings. SCORE employs a Poisson-Adapted Latent factor Mixture (PALM) Model with pre-trained code embeddings to characterize codified features and extract meaningful patient phenotypes and embeddings. To handle the computational challenges of large-scale data, it introduces a hybrid Expectation-Maximization (EM) and Gaussian Variational Approximation (GVA) algorithm, leveraging limited labeled data to refine estimates on a vast pool of unlabeled samples. We theoretically establish the convergence of this hybrid approach, quantify GVA errors, and derive SCORE's error rate under diverging embedding dimensions. Our analysis shows that incorporating unlabeled data enhances accuracy and reduces sensitivity to label scarcity. Extensive simulations confirm SCORE's superior finite-sample performance over existing methods. Finally, we apply SCORE to predict disability status for patients with multiple sclerosis (MS) using partially labeled EHR data, demonstrating that it produces more informative and predictive patient embeddings for multiple MS-related conditions compared to existing approaches.
Equivariant Representation Learning for Symmetry-Aware Inference with Guarantees
Ordoรฑez-Apraez, Daniel, Kostiฤ, Vladimir, Frรถhlich, Alek, Brandt, Vivien, Lounici, Karim, Pontil, Massimiliano
In many real-world applications of regression, conditional probability estimation, and uncertainty quantification, exploiting symmetries rooted in physics or geometry can dramatically improve generalization and sample efficiency. While geometric deep learning has made significant empirical advances by incorporating group-theoretic structure, less attention has been given to statistical learning guarantees. In this paper, we introduce an equivariant representation learning framework that simultaneously addresses regression, conditional probability estimation, and uncertainty quantification while providing first-of-its-kind non-asymptotic statistical learning guarantees. Grounded in operator and group representation theory, our framework approximates the spectral decomposition of the conditional expectation operator, building representations that are both equivariant and disentangled along independent symmetry subgroups. Empirical evaluations on synthetic datasets and real-world robotics applications confirm the potential of our approach, matching or outperforming existing equivariant baselines in regression while additionally providing well-calibrated parametric uncertainty estimates.
Joint Magnetometer-IMU Calibration via Maximum A Posteriori Estimation
Huang, Chuan, Hendeby, Gustaf, Skog, Isaac
This paper presents a new approach for jointly calibrating magnetometers and inertial measurement units, focusing on improving calibration accuracy and computational efficiency. The proposed method formulates the calibration problem as a maximum a posteriori estimation problem, treating both the calibration parameters and orientation trajectory of the sensors as unknowns. This formulation enables efficient optimization with closed-form derivatives. The method is compared against two state-of-the-art approaches in terms of computational complexity and estimation accuracy. Simulation results demonstrate that the proposed method achieves lower root mean square error in calibration parameters while maintaining competitive computational efficiency. Further validation through real-world experiments confirms the practical benefits of our approach: it effectively reduces position drift in a magnetic field-aided inertial navigation system by more than a factor of two on most datasets. Moreover, the proposed method calibrated 30 magnetometers in less than 2 minutes. The contributions include a new calibration method, an analysis of existing methods, and a comprehensive empirical evaluation. Datasets and algorithms are made publicly available to promote reproducible research.