This paper tackles the modelling of large, complex and multivariate time series panels in a probabilistic setting. To this extent, we present a novel approach reconciling classical state space models with deep learning methods.

Accurate and efficient surrogate modeling is essential for modern computational science, and there are a staggering number of emulation methods to choose from. With new methods being developed all the time, comparing the relative strengths and weaknesses of different methods remains a challenge due to inconsistent benchmarking practices and (sometimes) limited reproducibility and transparency. In this work, we present a large-scale, fully reproducible comparison of $29$ distinct emulators across $60$ canonical test functions and $40$ real emulation datasets. To facilitate rigorous, apples-to-apples comparisons, we introduce the R package \texttt{duqling}, which streamlines reproducible simulation studies using a consistent, simple syntax, and automatic internal scaling of inputs. This framework allows researchers to compare emulators in a unified environment and makes it possible to replicate or extend previous studies with minimal effort, even across different publications. Our results provide detailed empirical insight into the strengths and weaknesses of state-of-the-art emulators and offer guidance for both method developers and practitioners selecting a surrogate for new data. We discuss best practices for emulator comparison and highlight how \texttt{duqling} can accelerate research in emulator design and application.

Deep learning offers promising capabilities for the statistical downscaling of climate and weather forecasts, with generative approaches showing particular success in capturing fine-scale precipitation patterns. However, most existing models are region-specific, and their ability to generalize to unseen geographic areas remains largely unexplored. In this study, we evaluate the generalization performance of generative downscaling models across diverse regions. Using a global framework, we employ ERA5 reanalysis data as predictors and IMERG precipitation estimates at $0.1^\circ$ resolution as targets. A hierarchical location-based data split enables a systematic assessment of model performance across 15 regions around the world.

Convolutional neural networks (CNNs) underpin many modern computer vision systems. With applications ranging from common to critical areas, a need to explain and understand the model and its decisions (XAI) emerged. Prior works suggest that in the top layers of CNNs, the individual channels can be attributed to classifying human-understandable concepts. Concept relevance propagation (CRP) methods can backtrack predictions to these channels and find images that most activate these channels. However, current CRP workflows are largely manual: experts must inspect activation images to name the discovered concepts and must synthesize verbose explanations from relevance maps, limiting the accessibility of the explanations and their scalability. To address these issues, we introduce Large Language model EXplaIns COncept Relevance Propagation (LLEXICORP), a modular pipeline that couples CRP with a multimodal large language model. Our approach automatically assigns descriptive names to concept prototypes and generates natural-language explanations that translate quantitative relevance distributions into intuitive narratives. To ensure faithfulness, we craft prompts that teach the language model the semantics of CRP through examples and enforce a separation between naming and explanation tasks. The resulting text can be tailored to different audiences, offering low-level technical descriptions for experts and high-level summaries for non-technical stakeholders. We qualitatively evaluate our method on various images from ImageNet on a VGG16 model. Our findings suggest that integrating concept-based attribution methods with large language models can significantly lower the barrier to interpreting deep neural networks, paving the way for more transparent AI systems.

Scientific Machine Learning (SciML) integrates physics and data into the learning process, offering improved generalization compared with purely data-driven models. Despite its potential, applications of SciML in prognostics remain limited, partly due to the complexity of incorporating partial differential equations (PDEs) for ageing physics and the scarcity of robust uncertainty quantification methods. This work introduces a Bayesian Physics-Informed Neural Network (B-PINN) framework for probabilistic prognostics estimation. By embedding Bayesian Neural Networks into the PINN architecture, the proposed approach produces principled, uncertainty-aware predictions. The method is applied to a transformer ageing case study, where insulation degradation is primarily driven by thermal stress. The heat diffusion PDE is used as the physical residual, and different prior distributions are investigated to examine their impact on predictive posterior distributions and their ability to encode a priori physical knowledge. The framework is validated against a finite element model developed and tested with real measurements from a solar power plant. Results, benchmarked against a dropout-PINN baseline, show that the proposed B-PINN delivers more reliable prognostic predictions by accurately quantifying predictive uncertainty. This capability is crucial for supporting robust and informed maintenance decision-making in critical power assets.

This paper demonstrates the feasibility of trajectory learning for ensemble forecasts by employing the continuous ranked probability score (CRPS) as a loss function. Using the two-scale Lorenz '96 system as a case study, we develop and train both additive and multiplicative stochastic parametrizations to generate ensemble predictions. Results indicate that CRPS-based trajectory learning produces parametrizations that are both accurate and sharp. The resulting parametrizations are straightforward to calibrate and outperform derivative-fitting-based parametrizations in short-term forecasts. This approach is particularly promising for data assimilation applications due to its accuracy over short lead times.

Modern probabilistic regressors often remain overconfident under distribution shift. We present Functional Distribution Networks (FDN), an input-conditioned distribution over network weights that induces predictive mixtures whose dispersion adapts to the input. FDN is trained with a beta-ELBO and Monte Carlo sampling. We further propose an evaluation protocol that cleanly separates interpolation from extrapolation and stresses OOD sanity checks (e.g., that predictive likelihood degrades under shift while in-distribution accuracy and calibration are maintained). On standard regression tasks, we benchmark against strong Bayesian, ensemble, dropout, and hypernetwork baselines under matched parameter and update budgets, and assess accuracy, calibration, and shift-awareness with standard diagnostics. Together, the framework and protocol aim to make OOD-aware, well-calibrated neural regression practical and modular.

Estimating causal quantities from observational data is crucial for decision-making in medicine [9, 12, 22, 30, 70]. For example, medical practitioners are interested in estimating the effect of chemotherapy vs. immunotherapy on patient survival from electronic health records to understand the best treatment