In general, this has a cubic cost in dataset size and is sensitive to conditioning.

Modern data analysis increasingly requires flexible conditional inference P(X_B | X_A) where (X_A, X_B) is an arbitrary partition of observed variable X. Existing conditional inference methods lack this flexibility as they are tied to a fixed conditioning structure and cannot perform new conditional inference once trained. To solve this, we propose a Bayesian generative modeling (BGM) approach for arbitrary conditional inference without retraining. BGM learns a generative model of X through an iterative Bayesian updating algorithm where model parameters and latent variables are updated until convergence. Once trained, any conditional distribution can be obtained without retraining. Empirically, BGM achieves superior prediction performance with well calibrated predictive intervals, demonstrating that a single learned model can serve as a universal engine for conditional prediction with uncertainty quantification. We provide theoretical guarantees for the convergence of the stochastic iterative algorithm, statistical consistency and conditional-risk bounds. The proposed BGM framework leverages the power of AI to capture complex relationships among variables while adhering to Bayesian principles, emerging as a promising framework for advancing various applications in modern data science. The code for BGM is freely available at https://github.com/liuq-lab/bayesgm.

In image recovery problems, one seeks to infer an image from distorted, incomplete, and/or noise-corrupted measurements.Such problems arise in magnetic resonance imaging (MRI), computed tomography, deblurring, super-resolution, inpainting, phase retrieval, image-to-image translation, and other applications. Given a training set of signal/measurement pairs, we seek to do more than just produce one good image estimate. Rather, we aim to rapidly and accurately sample from the posterior distribution. To do this,we propose a regularized conditional Wasserstein GAN that generates dozens of high-quality posterior samples per second. Our regularization comprises an $\ell_1$ penalty and an adaptively weighted standard-deviation reward. Using quantitative evaluation metrics like conditional Fréchet inception distance, we demonstrate that our method produces state-of-the-art posterior samples in both multicoil MRI and large-scale inpainting applications.

In this work, inspired by machine learning techniques, we propose a new Bayesian model for Small Area Estimation (SAE), the Fay-Herriot model with Spectral Clustering (FH-SC). Unlike traditional approaches, clustering in FH-SC is based on spectral clustering algorithms that utilize external covariates, rather than geographical or administrative criteria. A major advantage of the FH-SC model is its flexibility in integrating existing SAE approaches, with or without clustering random effects. To enable benchmarking, we leverage the theoretical framework of posterior projections for constrained Bayesian inference and derive closed form expressions for the new Rao-Blackwell (RB) estimators of the posterior mean under the FH-SC model. Additionally, we introduce a novel measure of uncertainty for the benchmarked estimator, the Conditional Posterior Mean Square Error (CPMSE), which is generalizable to other Bayesian SAE estimators. We conduct model-based and data-based simulation studies to evaluate the frequentist properties of the CPMSE. The proposed methodology is motivated by a real case study involving the estimation of the proportion of households with internet access in the municipalities of Colombia. Finally, we also illustrate the advantages of FH-SC over existing Bayesian and frequentist approaches through our case study.

Abstract: Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior over the continuous-time dynamics and latent state trajectory in state-space form and updating it through a targeted marginal Metropolis-Hastings sampler equipped with a numerical ODE integrator. The resulting posterior samples are used to formulate a scenario-based optimal control problem that accounts for both model and measurement uncertainty and is solved using standard nonlinear programming methods. The approach is validated in a numerical case study on glucose regulation using a Type 1 diabetes model. Keywords: Probabilistic and Bayesian methods for system identification, Nonlinear system identification, Time series modeling, Statistical inference, Learning methods for optimal control, Model predictive control, Data-driven control theory 1. INTRODUCTION Accurate dynamical models are fundamental for the predictive and optimal control of nonlinear systems. Although first-principles models may describe the general structure of many systems, important parameters or effects often remain unknown, limiting their direct use for control.

Fluorescence microscopy is a major driver of scientific progress in the life sciences. Although high-end confocal microscopes are capable of filtering out-of-focus light, cheaper and more accessible microscopy modalities, such as widefield microscopy, can not, which consequently leads to hazy image data. Computational dehazing is trying to combine the best of both worlds, leading to cheap microscopy but crisp-looking images. The perception-distortion trade-off tells us that we can optimize either for data fidelity, e.g. low MSE or high PSNR, or for data realism, measured by perceptual metrics such as LPIPS or FID. Existing methods either prioritize fidelity at the expense of realism, or produce perceptually convincing results that lack quantitative accuracy. In this work, we propose HazeMatching, a novel iterative method for dehazing light microscopy images, which effectively balances these objectives. Our goal was to find a balanced trade-off between the fidelity of the dehazing results and the realism of individual predictions (samples). We achieve this by adapting the conditional flow matching framework by guiding the generative process with a hazy observation in the conditional velocity field. We evaluate HazeMatching on 5 datasets, covering both synthetic and real data, assessing both distortion and perceptual quality. Our method is compared against 11 baselines, achieving a consistent balance between fidelity and realism on average. Additionally, with calibration analysis, we show that HazeMatching produces well-calibrated predictions. Note that our method does not need an explicit degradation operator to exist, making it easily applicable on real microscopy data. All data used for training and evaluation and our code will be publicly available under a permissive license.

The marginal likelihood, or model evidence, is a key quantity in Bayesian parameter estimation and model comparison.

This challenge is particularly salient in black box inference methods, which can hide details and obscure inference failures.