Prediction under label shift becomes nonstandard when responses are censored. In a two-sided censored Gaussian model, latent values below $L$ and above $U$ are recorded at the boundary values, so the observed predictive distribution is mixed, with atoms at $L$ and $U$ and a continuous density on $(L,U)$. In this paper we develop conformal Bayes for this mixed-space setting by combining posterior predictive tilting with weighted conformal calibration. Under a two-sided Tobit Gaussian Bayesian prediction head with a Laplace posterior approximation, the tilted predictive distribution has left-atom, interior, and right-atom components, with a three-term closed-form normalizer. The resulting prediction set is a mixed highest density region that can combine boundary atoms with an interior interval and can reduce to atom-only sets under strong censoring. The main technical issue is that latent label shift does not directly give an ordinary density ratio on the observed censored scale. A latent exponential tilt induces tail-averaged atom weights at the censored boundaries, while the interior ratio remains density based. This yields a mixed observed-space calibration weight with two atom ratios and one interior density ratio. The weight corrects the calibration measure, while predictive tilting gives target-adapted mixed-HDR geometry. Synthetic experiments show that weighted tilted conformal Bayes restores marginal coverage with smaller sets than weighted source-score calibration, while revealing a trade-off between marginal coverage and component-wise behavior across atoms and interior observations.

Predicting the aerodynamic performance (e.g. lift, drag, and moment coefficients) of an aircraft is challenging -- computational models are biased and direct simulations are prohibitive. A pragmatic way to overcome this limitation is by calibrating low-fidelity computational predictions with experimental measurements. This, however, requires calibrating against \emph{sparse} measurements contaminated with \emph{uncertainty} in both the control inputs and the measured aerodynamic response. We develop a methodology to address this problem based on Gaussian process surrogates and the classical Kennedy-O'Hagan calibration. A surrogate model learned on abundant-but-cheap low-fidelity data is calibrated with a sparse set of measurement data. Crucialy, we develop a Bayesian latent Gaussian process based approach that marginalizes the calibrated surrogate model over the input uncertainty, while also matching the marginal mean and variance of the measured output uncertainty. Once calibrated, our surrogate model predicts the uncertainty in aerodynamic coefficients with very high accuracy, including at extrapolative input settings. We validate our calibrated surrogate model predictions against measurement data with \emph{true} uncertainty intervals to demonstrate that the model places $94.2-95.8\%$ of its predictive samples inside the released $95\%$ truth intervals, with endpoint cumulative probabilities very close to the nominal 0.025 and 0.975 levels.

While neural networks have demonstrated impressive performance across various tasks, accurately quantifying uncertainty in their predictions is essential to ensure their trustworthiness and enable widespread adoption in critical systems. Several Bayesian uncertainty quantification (UQ) methods exist that are either cheap or reliable, but not both. We propose a post-hoc, sampling-based UQ method for overparameterized networks at the end of training.

Online learning in non-stationary streams is often formulated as tracking a point estimate, but many applications require predicting the full data-generating distribution. We study online distributional prediction under drift and adversarial corruption. Our approach represents each candidate law through a latent cluster geometry: a variable-size configuration of centers that organizes probability mass and induces a predictive distribution. A Gibbs quasi-posterior over these configurations yields an online predictor by posterior averaging, and the resulting variable-dimensional posterior can be sampled with reversible-jump MCMC. The method therefore avoids specifying a parametric streaming law while retaining a structured latent space for uncertainty, regularization, and comparison. We evaluate performance by cumulative Wasserstein-1 regret against the time-varying true law. The analysis separates two effects: corruption perturbs the loss-based posterior update, whereas drift makes long-horizon posterior memory stale. We address the latter with a restarted variant that temporally localizes the same quasi-Bayesian update. The resulting high-probability bounds decompose into a PAC-Bayesian complexity term, a corruption-sensitive posterior perturbation term, and a dynamic optimal-transport term driven by \(A_T^{\mathrm{OT}}=\sum_{t=2}^T W_2^2(p_{t-1}^*,p_t^*)\). Under bounded support, stable latent geometry, predictive-map regularity, oracle realizability, localized restart windows, sublinear transport action, and sublinear corruption budget, the restarted predictor achieves sublinear cumulative Wasserstein regret. These guarantees require no parametric model for the stream, drift mechanism, or corruption process.

Many critical applications, from autonomous scientific discovery to personalized medicine, demand systems that can both strategically acquire the most informative data and instantaneously perform inference based upon it. While amortized methods for Bayesian inference and experimental design offer part of the solution, neither approach is optimal in the most general and challenging task, where new data needs to be collected for instant inference. To tackle this issue, we introduce the Amortized Active Learning and Inference Engine (ALINE), a unified framework for amortized Bayesian inference and active data acquisition. ALINE leverages a transformer architecture trained via reinforcement learning with a reward based on self-estimated information gain provided by its own integrated inference component. This allows it to strategically query informative data points while simultaneously refining its predictions. Moreover, ALINE can selectively direct its querying strategy towards specific subsets of model parameters or designated predictive tasks, optimizing for posterior estimation, data prediction, or a mixture thereof. Empirical results on regression-based active learning, classical Bayesian experimental design benchmarks, and a psychometric model with selectively targeted parameters demonstrate that ALINE delivers both instant and accurate inference along with efficient selection of informative points.

Quantifying uncertainty in deep regression models is important both for understanding the confidence of the model and for safe decision-making in high-risk domains. Existing approaches that yield prediction intervals overlook distributional information, neglecting the effect of multimodal or asymmetric distributions on decision-making.

We propose a flexible framework for modeling the predictive distributions of nonlinear, possibly multivariate time series. Our approach expresses a general predictive distribution in an appropriate generative representation that is based on a folklore result from measure theoretic probability. This representation provides a direct simulation-based approximation to the predictive distribution, enabling straightforward computation of forecasts for the conditional mean and variance, fan charts, value at risk, expected shortfall, joint tail risks, and other quantities of interest. We estimate this generative representation using a version of conditional generative adversarial networks and provide a formal statistical analysis of estimation under weak temporal dependence. Specifically, estimation is expressed as a particular minimax problem and we establish consistency of its approximate solutions in Hausdorff distance. The empirical relevance of the approach is illustrated using applications to equity returns, realized variance, and realized covariances. The proposed method is also computationally manageable, with estimation in our applications taking approximately one minute on a standard laptop.

Shuffled regression is the problem of learning regression functions from shuffled data where the correspondence between the input features and target response is unknown. This paper proposes a probabilistic model for shuffled regression called Gaussian Process Shuffled Regression (GPSR). By introducing Gaussian processes as a prior of regression functions in function space via the kernel function, GPSR can express a wide variety of functions in a nonparametric manner while quantifying the uncertainty of the prediction. By adopting the Bayesian evidence maximization framework and a theoretical analysis of the connection between the marginal likelihood/predictive distribution of GPSR and that of standard Gaussian process regression (GPR), we derive an easy-to-implement inference algorithm for GPSR that iteratively applies GPR and updates the input-output correspondence. To reduce computation costs and obtain closed-form solutions for correspondence updates, we also develop a sparse approximate variant of GPSR using its weight space formulation, which can be seen as Bayesian shuffled linear regression with random Fourier features. Experiments on benchmark datasets confirm the effectiveness of our GPSR proposal.

While parameter-efficient fine-tuning methods like low-rank adaptation (LoRA) are standard for large language models, principled estimation of epistemic uncertainty remains challenging. Recent results in the LoRA regime suggest that discrete multi-mode approaches such as deep ensembles offer little benefit over single-mode methods. This contradicts broader observations in deep learning, where ensembling independent optima typically improves generalization, and linking these modes through continuous low-loss valleys further enhances Bayesian model averaging (BMA). Whether such structure exists in the LoRA space and whether it yields functional diversity missed by local or discrete methods has not been studied. We introduce LoRA-Curve, a segmented Bézier curve parameterization in the LoRA space, with two variants: a free configuration that jointly optimizes all control points, and an anchored configuration that connects independently fine-tuned LoRA optima. We prove pathwise continuity and Lipschitz regularity of the loss along the curve and empirically show, across reasoning and classification benchmarks with Qwen2.5 7B, that linear interpolation encounters loss barriers, while our anchored multi-segment curves connect independent optima through continuous low-loss valleys. Combined with flat-minima perturbations and a Jensen-Shannon divergence regularizer, LoRA-Curve yields measurably higher mutual information of the predictive distribution without sacrificing performance, and links continuous parameter-space traversal to functional diversity.

Large language models (LLMs) are prone to hallucinations, i.e., statements unsupported by the input or training data, hindering reliable deployment. In parallel, numerous uncertainty estimation (UE) methods have been proposed to quantify model confidence and are often implicitly treated as proxies for model failure. However, the relationship between uncertainty and hallucinations remains insufficiently characterized. We present a systematic empirical study of the association between uncertainty estimators and hallucinations in LLMs. Rather than assuming this association, we evaluate directly when and to what extent it holds. We consider a diverse set of uncertainty estimators, including information-theoretic, sampling-based, and reflexive estimators, and examine their behavior across hallucination settings. Our experiments cover both intrinsic hallucinations (violations of input faithfulness) and extrinsic hallucinations (unsupported claims relative to training data), using four complementary benchmarks, including RAGTruth and HalluLens. We find that the association is highly variable and often weak, depending on the hallucination type and the LLM under evaluation. These results challenge the use of uncertainty as a direct signal of hallucination and clarify when it provides actionable information.