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Theory · Probabilistic Methods

Marco Mohammed, Fatemeh Daneshfar, Pietro Lió

Evidential Deep Learning (EDL) enables single-pass uncertainty estimation by predicting Dirichlet evidence, but it can remain overconfident and poorly calibrated, and it often fails to represent multi-modal epistemic uncertainty. We introduce **G**ated **E**vidential **M**ixtures (**GEM**), a family of models that learns an in-model energy signal and uses it to gate evidential outputs end-to-end in a distance-aware manner. GEM-CORE learns a feature-level energy and maps it to a bounded gate that smoothly suppresses evidence when support is low. To capture epistemic multi-modality without multi-pass ensembling, GEM-MIX adds a lightweight mixture of evidential heads with learned routing weights while preserving single-pass inference. Finally, GEM-FI stabilizes mixture allocations via a Fisher-informed regularizer, reducing head collapse and producing smoother boundary uncertainty. Across image classification and OOD detection benchmarks, GEM improves calibration and ID/OOD separation with single-pass inference. On CIFAR-10, GEM-FI vs. DAEDL improves Acc. 93.75 to 91.11 (+2.64 pp), reduces Brier$\times$100 6.81 to 14.27 ($-7.46$), and also improves misclassification-detection (AUPR) 99.94 to 99.08 (+0.86). For epistemic OOD detection, GEM-FI achieves AUPR/AUROC of 92.59/95.09 on CIFAR-10$\rightarrow$SVHN and 90.20/89.06 on CIFAR-10$\rightarrow$CIFAR-100 (vs. 85.54/89.30 and 88.19/86.10 for DAEDL).

Probabilistic Methods · Monte Carlo and Sampling Methods

Jakob Robnik, Reuben Cohn-Gordon, Uros Seljak

Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate Hamiltonian or Langevin dynamics. This numerical integration introduces an asymptotic bias in Monte Carlo estimators of expectation values, which can be eliminated by adjusting the dynamics with a Metropolis-Hastings (MH) proposal step. Alternatively, one can trade bias for variance by avoiding MH, and select an integration step size that ensures sufficiently small asymptotic bias, relative to the variance inherent in a finite set of samples. Such \emph{unadjusted} methods often significantly outperform their adjusted counterparts in high-dimensional problems where sampling would otherwise be prohibitively expensive, yet are rarely used in statistical applications due to the absence of an automated way of choosing a step size. We propose just such an automatic tuning scheme that takes a user-provided asymptotic bias tolerance and selects a step size that ensures it. The key to the method is a relationship we establish between the energy change during integration and the asymptotic bias. We show that this procedure rigorously bounds the asymptotic bias for Gaussian target distributions. We then numerically show that the procedure works beyond Gaussians. To demonstrate the practicality of the proposed scheme, we provide a comprehensive comparison of adjusted and unadjusted samplers on Bayesian inference problems and on a statistical physics model in more than one million parameters. With our tuning scheme, the unadjusted methods achieve close to optimal performance, significantly and consistently outperforming their adjusted counterparts.

Probabilistic Methods · Everything Else

Stefan Wahl, Raphaela Schenk, Ali Farnoud, Jakob Macke, Daniel Gedon

Automated methods for discovering mechanistic simulator models from observational data offer a promising path toward accelerating scientific progress. Such methods often take the form of agentic-style iterative workflows that repeatedly propose and revise candidate models by imitating human discovery processes. However, existing LLM-based approaches typically implement such workflows via hand-crafted heuristic procedures, without an explicit probabilistic formulation. We recast model discovery as probabilistic inference, i.e., as sampling from an unknown distribution over mechanistic models capable of explaining the data. This perspective provides a unified way to reason about model proposal, refinement, and selection within a single inference framework. As a concrete instantiation of this view, we introduce ModelSMC, an algorithm based on Sequential Monte Carlo sampling that represents candidate models as particles which are iteratively proposed and refined by an LLM, and weighted using likelihood-based criteria. Experiments on real-world scientific systems illustrate that this formulation discovers models with interpretable mechanisms and improves posterior predictive checks. More broadly, this perspective provides a probabilistic lens for understanding and developing LLM-based approaches to model discovery.

Harry Zhang, Luca Carlone

Multimodal large language models (MLLMs) are playing an increasingly important role across multiple domains. In many applications, such as robotics, it is crucial to quantify the uncertainty in the output of these models. } We develop Fused Uncertainty with Semantic Evidence (FUSE), a probabilistic framework for capturing two complementary sources of uncertainty in multimodal language modeling: (i) aleatoric embedding-level uncertainty derived from input data vision-language ambiguity, and (ii) epistemic model-level uncertainty estimated from the semantic response diversity of MLLMs. Our approach formulates a Bayesian fusion mechanism that analytically combines these uncertainty sources to produce a scalar measure of uncertainty. This measure serves as a novel uncertainty representation for downstream applications of MLLMs and provides a principled foundation for uncertainty calibration in multimodal systems, improving reliability and downstream performance in MLLM-based reasoning and vision-language tasks. We demonstrate that our method outperforms baselines in providing uncertainty estimates and achieves state-of-the-art uncertainty calibration.

Deep Learning · Foundation Models

Boris Oreshkin, Shiv Tavker, Dmitry Efimov

While transfer learning has revolutionized computer vision and natural language processing, its application to probabilistic regression remains underexplored, particularly for tabular data. We introduce NIAQUE (Neural Interpretable Any-Quantile Estimation), a novel permutation-invariant architecture that enables effective transfer learning across diverse regression tasks. Through extensive experiments on 101 datasets, we demonstrate that pre-training NIAQUE on multiple datasets and fine-tuning on target datasets consistently outperforms both traditional tree-based models and transformer-based neural baseline. On real-world Kaggle competitions, NIAQUE achieves competitive performance against heavily hand-crafted and feature-engineered solutions and outperforms strong baselines such as TabPFN and TabDPT, while maintaining interpretability through its probabilistic framework. Our results establish NIAQUE as a robust and scalable approach for tabular regression, effectively bridging the gap between traditional methods and modern transfer learning.

Probabilistic Methods · Structure Learning

Hannah Sansford, Nick Whiteley, Patrick Rubin-Delanchy

High-dimensionality of data is often regarded as a fundamental statistical impediment in Machine Learning and AI. The purpose of this paper is to clarify, on the contrary, when and how high-dimensionality may be beneficial. In the setting of a general random function model of data we delineate between three notions of dimensionality: *effective dimension* $p_{\mathrm{eff}}$, measuring total variability across feature directions; *correlation rank* $r$, measuring functional complexity across samples; and *latent intrinsic dimension* $d$ of manifold structure hidden in data. Via a generalized Hanson-Wright inequality, we show that increasing $p_{\mathrm{eff}}$ drives a *blessing of dimensionality* phenomenon, whereby data dot-products concentrate about their expectations. In turn, we show that, under mild continuity assumptions (ensuring that features bring additional information as dimension grows), persistence diagrams recover latent homology when $p_{\mathrm{eff}} \in \omega (\log n)$ as $n\to\infty$. Informed by our theory, we revisit the ground-breaking neuroscience discovery of toroidal structure in grid-cell activity made by Gardner et al. (2022): our findings provide the first empirical evidence that this structure is *isometric* to a flat torus model of physical space, suggesting that grid cell activity conveys a geometrically faithful representation of the real world.

Probabilistic Methods · Monte Carlo and Sampling Methods

Jie Hu, Lingyun Chen, Geeho Kim, Jinyoung Choi, Bohyung Han, Do-Young Eun

History-dependent sampling can reduce long-run Monte Carlo variance by discouraging redundant revisits, but existing schemes typically encode history through empirical measure on finite state spaces, which is infeasible in high-dimensional discrete configuration spaces or ill-posed in continuous domains. We propose *Score-Repellent Monte Carlo* (SRMC) framework that summarizes trajectory history by a fixed, $d$-dimensional running average of score evaluations and converts it into a history-dependent surrogate target via an exponential *score tilt*. The resulting surrogate family is normalization-free in the standard MCMC sense, yielding a generic wrapper: at each iteration, any standard base kernel designed for the target $\pi$ can be run on the current surrogate $\pi_{\theta_n}$ while updating the history online. We analyze the coupled evolution of any estimator and the history recursion using stochastic approximation with controlled Markovian noise, establishing almost sure convergence and a joint central limit theorem. We identify regimes where the asymptotic covariance decreases as the repellence strength $\alpha$ increases, exhibiting a scaling of $O(1/\alpha)$, reproducing near-zero variance effect but now on general state spaces with constant memory. Empirical results across continuous targets and discrete energy-based models demonstrate that SRMC delivers notable improvements in estimator variance and in effectively covering modes in Gaussian mixtures, all while retaining $O(d)$ memory usage and minimal overhead per iteration.

Probabilistic Methods · Monte Carlo and Sampling Methods

Qianqian Qu, Jun Liu

We propose a training-free conditional sampling method for flow matching models based on importance sampling. Because a naïve application of importance sampling suffers from weight degeneracy in high-dimensional settings, we modify and incorporate a resampling technique in sequential Monte Carlo (SMC) during intermediate stages of the generation process. To encourage generated samples to diverge along distinct trajectories, we derive a stochastic flow with adjustable noise strength to replace the deterministic flow at the intermediate stage. Our framework requires no additional training, while providing theoretical guarantees of asymptotic accuracy. Experimentally, our method significantly outperforms existing approaches on conditional sampling tasks for MNIST and CIFAR-10. We further demonstrate the applicability of our approach in higher-dimensional, multimodal settings through text-to-image generation experiments on CelebA-HQ.

Probabilistic Methods · Monte Carlo and Sampling Methods

Youguang Chen, George Biros

Independent Metropolis–Hastings (IMH) algorithms are widely used in Bayesian inference, but their efficiency deteriorates when proposal distributions are constructed from inaccurate or approximate models. We introduce Proximal-IMH, an IMH method that enhances proposal distributions through a proximal posterior correction. Given an approximate posterior sample, each proposal is generated by minimizing a quadratically regularized surrogate objective, producing a local correction that balances fidelity to the exact model with stability around the approximate state. We analyze the resulting proposals from an optimization and probabilistic perspective, showing how the proximal correction improves alignment between approximate and exact posteriors and leads to improved acceptance and mixing behavior. The proposed framework applies to both linear and nonlinear forward operators, and is particularly well suited to Bayesian inverse problems where exact posterior sampling is computationally prohibitive. Numerical experiments on inverse problems with approximate forward models, including nonlinear operators, demonstrate that Proximal-IMH consistently outperforms existing IMH variants while retaining their simplicity and scalability.

Probabilistic Methods · Monte Carlo and Sampling Methods

Krzysztof Choromanski, Kumar Avinava Dubey, Arijit Sehanobish, Isaac Reid

We propose *refined GRFs* (GRFs++), a new class of *Graph Random Features* (GRFs) for efficient and accurate computations involving kernels defined on the nodes of a graph. GRFs++ resolve some of the long-standing limitations of regular GRFs, including difficulty modeling relationships between more distant nodes. They reduce dependence on sampling long graph random walks via a novel *walk-stitching* technique, concatenating several shorter walks without breaking unbiasedness. By applying these techniques, GRFs++ inherit the approximation quality provided by longer walks but with greater efficiency, trading sequential inefficient sampling of a long walk for parallel computation of short walks and matrix-matrix multiplication. Furthermore, GRFs++ extend the simplistic GRFs walk termination mechanism (Bernoulli schemes with fixed halting probabilities) to a broader class of strategies, applying general distributions on the walks' lengths. This improves approximation accuracy of graph kernels, without incurring extra computational cost. We provide empirical evaluations to showcase our claims and complement our results with theoretical analysis.

Applications · Computer Vision

Zihao Zhu, Wenyuan Zhao, Nuo Chen, Chao Tian, Zhiwen Fan

Geometric foundation models hold promise for unconstrained dense geometry prediction from uncalibrated images; however, in current feed-forward designs, their predicted confidence scores are heuristic, lack probabilistic interpretation, and often fail to indicate where and how much the predicted geometry can be trusted. To fill this gap, we present ***Trust3R***, a trust-aware 3D reconstruction framework that pairs a lightweight gated residual mean refinement with evidential learning to predict pointmap evidence under a Normal-Inverse-Wishart prior and yield a closed-form multivariate Student-t predictive distribution. This design provides probabilistically grounded pointmap uncertainty estimates while adding moderate inference overhead. We evaluate on diverse indoor and outdoor benchmarks, and compare against MASt3R's built-in confidence map as well as common uncertainty-aware baselines spanning single-pass heteroscedastic regression and sampling-based methods such as MC dropout and deep ensembles. Experimental results show that Trust3R consistently improves risk--coverage and sparsification, and generally improves geometric accuracy. Trust3R consistently improves uncertainty ranking across benchmarks (e.g. on ScanNet++: 25\% lower AURC and 41\% lower AUSE), enabling uncertainty-aware weighting for downstream alignment and fusion.

Probabilistic Methods · Gaussian Processes

Wenyuan Zhao, Rui Tuo, Chao Tian

Gaussian processes (GPs) provide a principled Bayesian framework for uncertainty estimation, but their computational complexity severely limits scalability to large datasets. We propose SIKA-GP, which accelerates GP inference using sparse inducing kernel approximations based on a dyadic ordered template basis, incurring only ${O}(\log M)$ complexity dependence on the number of inducing points. Our approach constructs compact and expressive kernel representations from sparsely activated bases, enabling efficient tensorized GPU computation and seamless integration with modern large-scale models. SIKA-GP can be naturally embedded into Bayesian neural networks (BNNs) with sparse activations, yielding significant speedups in both training and inference without sacrificing predictive performance. The method naturally extends to deep feature learning, addressing the scalability challenges introduced by deep architectures and high-dimensional feature representations. Empirical results on vision and transformer-based language benchmarks demonstrate that our approach consistently delivers fast and accurate GP models, providing a principled path toward scalable kernel learning.

Probabilistic Methods · Everything Else

Sammy Sharief, Justine Zeghal, Gabriel Missael Barco, Pablo Lemos, Yashar Hezaveh, Laurence Perreault-Levasseur

We present Mira, a method for estimating the expected probability that samples from a candidate conditional distribution match the true, unknown conditional distribution, for which only data-label pairs are available. We derive theoretical bounds obtained when the candidate distribution matches the true one and when the conditional distributions are independent. This framework thus enables model comparison by quantifying the alignment between the conditional distribution of a candidate model and the data-label pairs of the true model. Consequently, Mira enables Bayesian model comparison through direct posterior validation, bypassing the challenging evidence computation. We demonstrate its effectiveness across several toy problems and Bayesian inference tasks.

Probabilistic Methods · Bayesian Models and Methods

Arjun Mani, Carl Vondrick, Richard Zemel

Many real-world design problems involve optimizing an expensive black-box function $f(x)$, for which Bayesian Optimization is a sample-efficient framework. However, while the basic black-box setting returns a scalar reward, real-world experiments often generate a wealth of useful information. We introduce a new setting where an experiment generates high-dimensional auxiliary information $h(x)$ along with $f(x)$; moreover, a history of relevant, previously-solved tasks is available for accelerating optimization. We develop a novel method based on a neural model which predicts $f(x)$ for unseen designs given a few-shot context containing observations of $h(x)$. We evaluate our method on two challenging domains, robotic hardware design and hyperparameter tuning. On both domains, our method achieves improved few-shot prediction and faster design optimization, outperforming several multi-task optimization methods.

Probabilistic Methods · Monte Carlo and Sampling Methods

Weihang Xu, Huajie Qian, Wotao Yin, Xinshang Wang

We study simultaneous confidence bounds for aggregated effects over downward-closed subset families of independent statistical tests. The bounds are obtained by bootstrap calibration of the maximum normalized aggregated effect over the relevant subset family, yielding valid post-hoc inference for data-selected subsets and tighter bounds than classical methods that protect all linear contrasts. A central challenge is that the required maximization is a nonlinear combinatorial optimization problem whose exact solution is essential for correct coverage. We address this challenge by casting the problem as a densest subgraph optimization and reformulating it as a linear program, or as a mixed-integer linear program when downward-closed linear constraints are imposed, enabling efficient and exact evaluation. We further characterize the growth regime of the number of tests for which the bootstrap calibration remains valid and illustrate the method on several machine learning applications.

Probabilistic Methods · Structure Learning

Stefan Ivanovic, Ge Liu, Mohammed El-Kebir

Many scientific problems require inferring unobserved mechanistic latent states from indirect observations. While classical approaches, including expectation-maximization, do not scale to combinatorially large spaces, deep learning approaches such as variational autoencoders typically form artificial latent states rather than reconstructing the mechanistic ground-truth states. Here, we introduce GReinSS, a policy learning framework that uses dynamically rescaled rewards to learn latent state distributions that maximize the observed data likelihood. We show that GReinSS accurately reconstructs simulated latent sets and latent graphs, outperforming alternative policy learning and generative modeling baselines. Additionally, GReinSS reconstructs isoforms from real short-read RNA sequencing data that better match orthogonal long-read sequencing detected isoforms than the standard RSEM algorithm. Overall, GReinSS is a principled and practically effective approach for generative modeling and inference of combinatorial latent states from indirect observations.

Probabilistic Methods · Spectral Methods

Jian-Feng Cai, Zhuozhi XIAN, Jiaxi Ying

We study the sparse spiked Wigner model, where the goal is to recover an $s$-sparse unit vector $\symbfit{u} \in \mathbb{R}^d$ from a noisy observation $\symbfit{Y} = \beta \symbfit{u} \symbfit{u}^\top + \symbfit{W}$. While the information-theoretic threshold is $\beta = \widetilde{\Omega}(\sqrt{s})$, existing polynomial-time algorithms require $\beta = \widetilde{\Omega}(s)$, yielding a substantial computational-statistical gap. We propose a column thresholding method that attains the $\widetilde{\Omega}(\sqrt{s})$ scaling for both estimation and support recovery under the non-uniformity condition $|| \symbfit{u} ||_\infty = \Omega(1)$. This condition is not merely technical: it explicitly rules out uniform spikes, for which planted-clique-based hardness results apply, and identifies a concrete class of non-uniform spikes where the gap can be closed. Building on this initializer, we further develop a truncated power method that iteratively refines the estimate with provable linear convergence.

Probabilistic Methods · Bayesian Models and Methods

Zerui Tao, Qibin Zhao

Low-rank tensor decomposition (TD) is usually effective on clean, fully observed data, but it often degrades under severe missingness or noise. The low-rank constraint alone provides a weak inductive bias, while common handcrafted priors (e.g., sparsity or smoothness) fail to capture rich real-world structures. To compensate for this weak inductive bias under heavy corruption, one would like to inject a learned, data-driven prior; however, the state-of-the-art diffusion models are not readily compatible with current TD and tractable posterior inference. To address these challenges, we introduce DiffBCP, a Bayesian CP decomposition framework that combines a cumulative shrinkage process prior for automatic rank selection with an off-the-shelf pre-trained diffusion model as an implicit prior on the reconstructed tensor. To make posterior inference tractable despite the coupling among the likelihood, low-rank constraint, and diffusion prior, we develop a split Gibbs sampler: CP factors admit conjugate updates, while the diffusion block is sampled via low-rank-guided denoising. A noise-adaptive coupling schedule further reduces sensitivity to hand-tuned annealing. Experiments on image inpainting and denoising, including high-resolution out-of-distribution images, show consistent gains over Bayesian, nonlinear, and plug-and-play TD baselines.

Probabilistic Methods · Bayesian Models and Methods

Tom Sprunck, Marcelo Pereyra, Tobías Liaudat

Modern imaging techniques heavily rely on Bayesian statistical models to address difficult image reconstruction and restoration tasks. This paper addresses the objective evaluation of such models in settings where ground truth is unavailable, with a focus on model selection and misspecification diagnosis. Existing unsupervised model evaluation methods are often unsuitable for computational imaging due to their high computational cost and incompatibility with modern image priors defined implicitly via machine learning models. We herein propose a general methodology for unsupervised model selection and misspecification detection in Bayesian imaging sciences, based on a novel combination of Bayesian cross-validation and data fission, a randomized measurement splitting technique. The approach is compatible with any Bayesian imaging sampler, including diffusion and plug-and-play samplers. We demonstrate the methodology through experiments involving various scoring rules and types of model misspecification, where we achieve excellent selection and detection accuracy with a low computational cost.

Probabilistic Methods · Everything Else

Shi-ang Qi, Yakun Yu, Russell Greiner

Likelihood-based training is the dominant paradigm in survival prediction. Under independent censoring, we can factorize the likelihood and optimize only the terms related to event modeling, effectively treating the censoring mechanism as incidental. This is justified when censoring is *non-informative*, i.e., when the censoring process shares no parameters with the event-time model. However, this may not hold in practice, and ignoring censoring contributions may discard useful signals for learning representations that can help to effectively estimate event distributions. Motivated by this, we argue that explicitly modeling censoring can improve representation learning and time-to-event estimation, particularly when event and censoring processes are coupled. We introduce a latent decomposition view that partitions covariates into four disjoint factors: those affecting only the event process, only the censoring process, both, or neither. We then learn decomposed representations for the first three categories to guide a better estimation of the event distribution. We instantiate our method on four popular deep-learning survival models and evaluate on 10 datasets (2 semi-synthetic and 8 real-world), showing consistent gains over strong baselines and multiple SOTA methods.