arXiv Machine Learning

Prediction Uncertainty Controlled Computer Model Calibration

The paper introduces a two‑layer framework for computer‑model calibration that directly controls predictive miscoverage. First, a conditional flow‑matching model learns an amortized posterior for calibration parameters using simulator outputs perturbed with Gaussian‑process discrepancies. Second, conformal risk control arranges posterior draws into nested candidate sets and selects the smallest set whose fixed‑rank pointwise bands achieve a prescribed time‑averaged miscoverage on a synthetic calibration sample. The method yields bands that are about 20% the width of traditional KOH‑MCMC bands while maintaining near‑nominal miscoverage, and when applied to an age‑structured SEIR model of the 2010 Malawi measles outbreak, the bands are sharper and highlight structural inadequacies in the mechanistic model.

arXiv AI
Aug 6

Distributionally Robust Transfer Learning with Structurally Missing Covariates, with Application to Cross-National Cardiac Arrest Prediction

arXiv:2605. 24212v2 Announce Type: replace-cross Abstract: Deploying clinical prediction models across healthcare systems often fails when key training covariates are unavailable at deployment and labeled outcomes are limited in the target domain.

By Siqi Li, Chuan Hong, Ziye Tian, Benjamin Sieu-Hon Leong, Koshi Nakagawa, Hideharu Tanaka, Sang Do Shin, Khuong Quoc Dai, Do Ngoc Son, Marcus Eng Hock Ong, Nan Liu, Molei Liu
arXiv Machine Learning
Oct 15

Conformalized Physics-Informed Weak Regression for Parameter Estimation in Epidemic Models

The paper introduces physics-informed weak regression (PIWR) for estimating parameters in compartmental epidemic models, avoiding the need for data derivatives and jointly estimating initial states. PIWR, combined with split conformal prediction, provides distribution‑free uncertainty intervals with finite‑sample coverage guarantees. Across eleven benchmark models and real influenza outbreak data, PIWR achieves orders of magnitude higher accuracy than existing physics‑informed neural networks while delivering calibrated confidence bands in under two minutes per fit.

By Allan Peter Engsig-Karup
arXiv Machine Learning
Oct 19

ENFR: Evidence Networks with Flow-Matched References for Amortized Simulation-Based Model Inference

The paper introduces ENFR, a method for estimating the absolute evidence ζ of a data‑generating model in Bayesian inference. It learns Bayes factors relative to a flow‑matched reference and then recovers the absolute evidence, improving over existing flow‑based baselines across multiple applications. The authors also provide a joint architecture for estimating evidences of multiple models and demonstrate its performance and scalability on diverse scientific datasets.

By Kai Lehman, Jameson Dong, Carolina Cuesta-Lazaro, Niall Jeffrey, Benjamin D. Wandelt, Francisco Villaescusa-Navarro, Sven Krippendorf, Jochen Weller
arXiv Statistics ML
Sep 3

Robust Bayesian Inference for Unnormalized Models with Mixed-Domain Data

The paper introduces SME-BETEL, a semiparametric Bayesian method that merges score matching estimating equations with Bayesian exponentially tilted empirical likelihood to perform inference on models with intractable normalizing constants. SME-BETEL avoids evaluating these constants and eliminates the need for learning-rate calibration, while providing consistency, asymptotic normality, and a Bernstein‑von Mises theorem that guarantees asymptotically calibrated credible sets even under model misspecification. The authors extend the framework to mixed‑domain data, enabling robust inference for doubly‑intractable models such as spatial preferential sampling, and demonstrate its effectiveness through simulations and an ozone‑monitoring application.

By Jiongran Wang, Debdeep Pati, Anirban Bhattacharya
arXiv Machine Learning
Jul 30

CalTwin: Towards Calibrated, Shift-Robust Medical World Models via Fisher-Information Regularisation

arXiv:2607. 26752v1 Announce Type: new Abstract: Medical world models aim to learn a latent state of patient or organ physiology and a transition function that forecasts how that state evolves under interventions, supporting downstream tasks from imaging-based diagnosis to digital-twin treatment planning.

By Behraj Khan, Shabir Ahmad, Syed Ahmad Chan Bukhari, Tahir Qasim Syed