The paper presents an active learning framework that enhances data-driven reduced-order models (ROMs) for parametric dynamical systems by intelligently selecting training parameters. Using a Bayesian linear regression version of operator inference, the method quantifies prediction uncertainty to guide sequential adaptive sampling, aiming to improve ROM stability and accuracy across the parameter domain. Numerical experiments on nonlinear PDE systems show that this adaptive strategy outperforms random sampling under the same computational budget.
By Shane A. McQuarrie, Mengwu Guo, Anirban Chaudhuri
The paper introduces PreferenceEKF, a sample‑efficient method for active reward learning from human preferences. By framing preference learning as a sequential Bayesian filtering problem, it tracks reward model uncertainty using an extended Kalman filter in a low‑dimensional subspace, avoiding costly posterior inference over the full neural network. Experiments on D4RL and V‑D4RL benchmarks show improved sample efficiency, runtime, scalability, and calibration, with reward models that support competitive offline reinforcement learning policies.
By Yutai Zhou, Erdem B{\i}y{\i}k
arXiv:2609.37381v1 Announce Type: new
Abstract: Neural simulation-based inference (SBI) has been widely successful in inferring a relatively small number of interpretable parameters from potentially...
By Lars K\"uhmichel, Stefan T. Radev, Bhanu Prasanna Koppolu, Masoumeh Davoudi, Jerry M. Huang, Paul-Christian B\"urkner
arXiv:2606. 01468v1 Announce Type: cross Abstract: Due to their explicit priors and ability to model uncertainty, Bayesian methods have played a major role in dynamical latent variable modeling of single-cell neural recordings.
By JR Huml, Jonathan Wenger, John P. Cunningham
arXiv:2609.39525v1 Announce Type: new
Abstract: Casting Bayesian inference as a neural network optimization problem targeting an amortized posterior is attractive, as it extends to otherwise intracta...
By Hans Olischl\"ager, Svenja Jedhoff, \v{S}imon Kucharsk\'y, Aayush Mishra, Stefan T. Radev, Paul B\"urkner
arXiv:2406. 12659v3 Announce Type: replace-cross Abstract: We propose a scalable variational Bayes method for statistical inference for a single or pre-specified low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression.
By Isma\"el Castillo, Alice L'Huillier, Kolyan Ray, Luke Travis