arXiv Statistics ML

Concentration and Calibration in Predictive Bayesian Inference

arXiv Machine Learning
Jun 19

Quantifying Aleatoric Uncertainty of In-Context Learning for Robust Measure of LLM Prediction Confidence

arXiv:2606. 19353v1 Announce Type: cross Abstract: In-Context Learning (ICL) allows LLMs to adapt to new tasks from a few demonstrations, but its reliability remains a concern: predictions are highly sensitive to both prompt design and the model's ability to understand the context, obscuring whether failures arise from data properties or model limitations.

By Jinseok Chung, Minkyoung Song, Hyunji Jung, Namhoon Lee
Hugging Face Trending Papers
Jun 3

The Right Measure for Physics-Constrained Generation: A Co-Area Correction for Posterior-Consistent PDE Inverse Problems

Generative models -- diffusion and flow matching -- are increasingly used to solve partial differential equation (PDE) inverse problems, enforcing the governing physics as a \emph{hard constraint} (via projection or guidance) and reporting the resulting samples as a Bayesian posterior with calibrated uncertainty. We show that this widely adopted recipe samples the wrong distribution.

arXiv Machine Learning
Oct 7

ProximalFM: Amortized Proximal Causal Inference under Hidden Confounding

ProximalFM is a transformer‑based model that uses prior‑data fitted networks (PFNs) to perform Bayesian proximal causal inference under hidden confounding. By training on synthetic data generated from structural causal models with oracle counterfactuals, it amortizes the Bayesian operator inversion into a single forward pass, producing posterior estimates of the conditional average treatment effect (CATE). The approach consistently outperforms prior methods across various proximal regimes, especially when latent confounding is strong and proxy variables are weakly informative, and it requires no dataset‑specific tuning.

By Christophe Muller, Ayub Kharel, Alex Luedtke, Chan Park, Eric Tchetgen Tchetgen, Juan L. Gamella, Rahul Krishnan, Ricardo Silva, Jakob Zeitler
arXiv Machine Learning
2d ago

Parameter Learning in Active Inference via Variational Message Passing

The paper extends active inference to incorporate learning of observation and transition parameters by assigning each factor its own Dirichlet prior, thereby preserving information‑gain corrections that vanish under standard mean‑field factorization. This approach yields a closed‑form objective whose stationary point is solved by sum‑product message passing with augmented factor functions. Experiments on two grid POMDPs demonstrate that the resulting planner reliably learns the model and reaches the goal in every episode, outperforming planners that lack this learning capability.

By Benedikt Waldeck