arXiv AI

Neural Conjugate Aggregation: Identifiable Unsupervised Multi-Sensor Regression under Heterogeneous Sensor Bias

The paper introduces Neural Conjugate Aggregation (NCAM), a hierarchical Bayesian model that fuses multiple noisy, biased sensor measurements without ground‑truth labels. NCAM learns sensor‑specific bias and reliability conditioned on context, producing an analytically tractable posterior over a latent target with decomposed epistemic and aleatoric uncertainty. The method resolves non‑identifiability via sensor anchoring and variance regularization, and adds locally adaptive Monte Carlo conformal prediction to provide heteroscedastic prediction intervals with coverage guarantees. Experiments on synthetic and real‑world air‑quality data show that NCAM outperforms unsupervised baselines such as mean aggregation, probabilistic PCA, and Kalman filtering in predictive accuracy and uncertainty calibration.

Hugging Face Trending Papers
Jul 7

Efficient Bayesian Deep Ensembles via Analytic Predictive Inference

We introduce an efficient Bayesian deep ensemble method for predictive regression designed to enhance interpretability while maintaining competitive predictive performance and computational efficiency. Our method combines the statistical rigor of Bayesian inference with the scalability of deep ensembles, providing calibrated uncertainty estimates that enable its use not only for standalone prediction but also as a component within broader learning systems.

arXiv Machine Learning
Oct 5

A Unified Framework for Bayesian Data Assimilation with Generative Models and Observation Interpolants

A new framework for Bayesian data assimilation is presented that leverages pretrained stochastic interpolants, flow matching, and diffusion models as posterior samplers without retraining. By conditioning the interpolant path on observations, a shared likelihood‑score correction is applied to the drift or velocity, unifying stochastic and deterministic sampling methods. The approach yields exact posterior samples when the intermediate likelihood score is known, and practical approximations use a Gaussian surrogate with bias‑corrected mean and inflated covariance, enabling tractable high‑dimensional applications such as linear‑Gaussian dynamics, stochastic Navier‑Stokes, and urban airflow simulations with up to $O(10^4)$ degrees of freedom.

By Nikolaj T. M\"ucke, Benjamin Sanderse