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1. Simulator-Based Inference with WALDO: Confidence Regions by Leveraging Prediction Algorithms and Posterior Estimators for Inverse Problems

   Masserano, L.; Dorigo, T.; Izbicki, R.; Kuusela, M.; Lee, A. B. (January 2023, Proceedings of Machine Learning Research)

   Ruiz, F.; Dy, J.; Meent, J.-W. (Ed.)

   Prediction algorithms, such as deep neural networks (DNNs), are used in many domain sciences to directly estimate internal parameters of interest in simulator-based models, especially in settings where the observations include images or complex high-dimensional data. In parallel, modern neural density estimators, such as normalizing flows, are becoming increasingly popular for uncertainty quantification, especially when both parameters and observations are high-dimensional. However, parameter inference is an inverse problem and not a prediction task; thus, an open challenge is to construct conditionally valid and precise confidence regions, with a guaranteed probability of covering the true parameters of the data-generating process, no matter what the (unknown) parameter values are, and without relying on large-sample theory. Many simulator-based inference (SBI) methods are indeed known to produce biased or overly con- fident parameter regions, yielding misleading uncertainty estimates. This paper presents WALDO, a novel method to construct confidence regions with finite-sample conditional validity by leveraging prediction algorithms or posterior estimators that are currently widely adopted in SBI. WALDO reframes the well-known Wald test statistic, and uses a computationally efficient regression-based machinery for classical Neyman inversion of hypothesis tests. We apply our method to a recent high-energy physics problem, where prediction with DNNs has previously led to estimates with prediction bias. We also illustrate how our approach can correct overly confident posterior regions computed with normalizing flows. 

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2. Addressing misspecification in simulation-based inference through data-driven calibration

   Wehenkel, Antoine; Gamella, Juan L; Sener, Ozan; Behrmann, Jens; Sapiro, Guillermo; Jacobsen, Jörn-Henrik; Cuturi, Marco (July 2025, ICML 2025)

   Driven by steady progress in deep generative modeling, simulation-based inference (SBI) has emerged as the workhorse for inferring the parameters of stochastic simulators. However, recent work has demonstrated that model misspecification can compromise the reliability of SBI, preventing its adoption in important applications where only misspecified simulators are available. This work introduces robust posterior estimation~(RoPE), a framework that overcomes model misspecification with a small real-world calibration set of ground-truth parameter measurements. We formalize the misspecification gap as the solution of an optimal transport~(OT) problem between learned representations of real-world and simulated observations, allowing RoPE to learn a model of the misspecification without placing additional assumptions on its nature. RoPE demonstrates how OT and a calibration set provide a controllable balance between calibrated uncertainty and informative inference, even under severely misspecified simulators. Results on four synthetic tasks and two real-world problems with ground-truth labels demonstrate that RoPE outperforms baselines and consistently returns informative and calibrated credible intervals. 

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3. Generating interpretable rainfall-runoff models automatically from data

   https://doi.org/10.1016/j.advwatres.2024.104796  

   Dantzer, Travis Adrian; Kerkez, Branko (November 2024, Advances in Water Resources)

   A sudden surge of data has created new challenges in water management, spanning quality control, assimilation, and analysis. Few approaches are available to integrate growing volumes of data into interpretable results. Process-based hydrologic models have not been designed to consume large amounts of data. Alternatively, new machine learning tools can automate data analysis and forecasting, but their lack of interpretability and reliance on very large data sets limits the discovery of insights and may impact trust. To address this gap, we present a new approach, which seeks to strike a middle ground between process-, and data-based modeling. The contribution of this work is an automated and scalable methodology that discovers differential equations and latent state estimations within hydrologic systems using only rainfall and runoff measurements. We show how this enables automated tools to learn interpretable models of 6 to 18 parameters solely from measurements. We apply this approach to nearly 400 stream gaging sites across the US, showing how complex catchment dynamics can be reconstructed solely from rainfall and runoff measurements. We also show how the approach discovers surrogate models that can replicate the dynamics of a much more complex process-based model, but at a fraction of the computational complexity. We discuss how the resulting representation of watershed dynamics provides insight and computational efficiency to enable automated predictions across large sensor networks. 

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4. Bayesian Decision Making in Uncertain MDPs with Large or Infinite-Dimensional Spaces

   Imani, Mandi; Ghoreishi, Seyede; Braga-Neto, Ulisses (December 2018, Advances in Neural Information Processing Systems 31 (NeurIPS’2018))

   We propose a Bayesian decision making framework for control of Markov Decision Processes (MDPs) with unknown dynamics and large, possibly continuous, state, action, and parameter spaces in data-poor environments. Most of the existing adaptive controllers for MDPs with unknown dynamics are based on the reinforcement learning framework and rely on large data sets acquired by sustained direct interaction with the system or via a simulator. This is not feasible in many applications, due to ethical, economic, and physical constraints. The proposed framework addresses the data poverty issue by decomposing the problem into an offline planning stage that does not rely on sustained direct interaction with the system or simulator and an online execution stage. In the offline process, parallel Gaussian process temporal difference (GPTD) learning techniques are employed for near-optimal Bayesian approximation of the expected discounted reward over a sample drawn from the prior distribution of unknown parameters. In the online stage, the action with the maximum expected return with respect to the posterior distribution of the parameters is selected. This is achieved by an approximation of the posterior distribution using a Markov Chain Monte Carlo (MCMC) algorithm, followed by constructing multiple Gaussian processes over the parameter space for efficient prediction of the means of the expected return at the MCMC sample. The effectiveness of the proposed framework is demonstrated using a simple dynamical system model with continuous state and action spaces, as well as a more complex model for a metastatic melanoma gene regulatory network observed through noisy synthetic gene expression data. 

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5. A HydroLSTM‐Based Machine‐Learning Approach to Discovering Regionalized Representations of Catchment Dynamics

   https://doi.org/10.1029/2024WR039008  

   De_la_Fuente, Luis A; Bennett, Andrew; Gupta, Hoshin V; Condon, Laura E (August 2025, Water Resources Research)

   Abstract Finding similarities between model parameters across different catchments has proved to be challenging. Existing approaches struggle due to catchment heterogeneity and non‐linear dynamics. In particular, attempts to correlate catchment attributes with hydrological responses have failed due to interdependencies among variables and consequent equifinality. Machine Learning (ML), particularly the Long Short‐Term Memory (LSTM) approach, has demonstrated strong predictive and spatial regionalization performance. However, understanding the nature of the regionalization relationships remains difficult. This study proposes a novel approach to partially decouple learning the representation of (a) catchment dynamics by using theHydroLSTMarchitecture and (b) spatial regionalization relationships by using aRandom Forest(RF) clustering approach to learn the relationships between the catchment attributes and dynamics. This coupled approach, calledRegional HydroLSTM, learns a representation of “potential streamflow” using a single cell‐state, while the output gate corrects it to correspond to the temporal context of the current hydrologic regime. RF clusters mediate the relationship between catchment attributes and dynamics, allowing identification of spatially consistent hydrological regions, thereby providing insight into the factors driving spatial and temporal hydrological variability. Results suggest that by combining complementary architectures, we can enhance the interpretability of regional machine learning models in hydrology, offering a new perspective on the “catchment classification” problem. We conclude that an improved understanding of the underlying nature of hydrologic systems can be achieved by careful design of ML architectures to target the specific things we are seeking to learn from the data. 

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