Robust Bayesian Inference for Unnormalized Models with Mixed-Domain Data

Many statistical models involve parameter-dependent normalizing constants that are computationally intractable, creating substantial obstacles to standard Bayesian inference. Although existing likelihood-based algorithms can often circumvent these constants, their uncertainty quantification may be poorly calibrated under model misspecification. To address these challenges, we propose SME-BETEL, a semiparametric Bayesian framework that combines score matching estimating equations with Bayesian exponentially tilted empirical likelihood. The resulting posterior avoids evaluation of normalizing constants and does not require learning-rate calibration. We establish consistency and asymptotic normality of the score matching estimator, and prove a Bernstein-von Mises theorem for the SME-BETEL posterior. These results show that SME-BETEL credible sets are asymptotically calibrated to the sampling variability of the score matching estimator, yielding valid frequentist coverage under model misspecification. We further develop a new score matching criterion for mixed-domain data, extending SME-BETEL to models whose observations combine components from different sample spaces. This construction enables robust Bayesian inference for mixed-domain doubly-intractable models, including preferential sampling models with an intractable spatial normalizing integral. Simulation studies show that SME-BETEL remains competitive under correct specification and substantially improves uncertainty quantification under misspecification. An ozone-monitoring application further demonstrates the utility of the mixed-domain construction for spatial preferential modeling.

Unknown Unknowns: Model Misspecification in Machine Learning for Physics

Machine learning is now a central tool for solving inverse problems in particle physics and astronomy. Models are trained on simulation and deployed on real data, raising the question not just of whether they fit, but of whether they are wrong in ways we did not anticipate: the unknown unknowns. This challenge of model misspecification is not unique to machine learning. In physics, misspecification is sometimes exactly what we want to find: new discoveries appear as failures of existing models. At other times, we want such effects absorbed into the analysis without biasing the measurement. A robust analysis is one that absorbs the misspecifications we are not interested in, while preserving sensitivity to the ones we are. Machine learning can both amplify misspecification and provide new tools to address it. We discuss the challenges of model misspecification, diagnostics for detecting it, and strategies for mitigation. No single diagnostic can confirm that a model is correctly specified: detection and mitigation are two halves of an iterative loop, in which a battery of complementary diagnostics is applied, the model is updated, and the process repeated. Robustness against unknown unknowns is ultimately less about any single technique than about a disposition: a willingness to suspect one's own model, and to design analyses that can survive being wrong in ways one did not anticipate.

High-dimensional networks and mean squared error for possibly misspecified models

To avoid missing important variables and their connections in networks, more and more variables are included in network analysis. Here we show that in a setting with many more parameters than observations (high-dimensional) it is possible to get a conservative (i.e., low false positive rate) estimate of the neighbourhood for each node (which connections are in the network). A neighbourhood is often estimated with a linear model, and this leads to two interesting cases: (i) If the true model is linear, then neighbourhood selection work reasonably well, and (ii) if the true model is nonlinear, then neighbourhood selection requires a penalty for the high dimensions. Here we show the impact of the ridge parameter on the mean squared error, and how this leads to low test variance and hence to neighbourhoods with large numbers of edges. We connect these insights with results from machine learning, where the so-called double descent (when more parameters are included than observations, the mean squared error goes down a second time) has put the traditional view on model selection upside down. Essentially, for adequate neighbourhood selection in models with a large number of parameters, the volume of the model space needs to be included in the penalty. Most neighbourhood selection methods (e.g., Lasso, AIC, BIC) lead to spurious edges (high false positive rate), but we prove that in the high-dimensional setting, minimum description length leads to correct neighbourhood selection or smaller (low false positive rates) in both cases when either the model is correctly or incorrectly assumed linear

Sequential Structure-Sensitive Residual Diagnostics for PDE Inverse Problems

Computational models in science and engineering are often assessed by checking whether the residual norm is consistent with the assumed noise level. This can be misleading in smoothing inverse problems: structured model errors may be attenuated in observation space, leaving residual magnitudes below practitioner discrepancy thresholds while coherent residual patterns remain. As a result, residual-norm diagnostics can accept fitted models that still give biased parameters, predictions, or quantities of interest. We propose a structure-sensitive sequential diagnostic based on e-processes. The method uses a portfolio of spatial residual-pattern experts, updates their likelihood-ratio wealth as observations are processed, and rejects the fitted model when the aggregate wealth crosses a prescribed threshold, giving anytime-valid type-I error control for a fixed fitted model. We compare the method with Morozov discrepancy checks, fixed-sample residual tests, and batch projection tests. Across three inverse problems (elliptic diffusion, two-dimensional Stokes flow, and a glaciological ice-stream inversion implemented in the community finite-element model icepack) we demonstrate how standard discrepancy checks accept misspecified fits that produce materially wrong quantities of interest. Structure-sensitive batch tests detect these failures using the full dataset, while the e-process detects them earlier from a fraction of the observations. After rejection, the expert wealth attributes the evidence to residual patterns in the chosen dictionary and provides a basis for exploratory model correction.

Calibration, Not Compilation: Detecting and Repairing Misspecified Probabilistic Programs Written by Language Models

Language models increasingly write probabilistic programs (in NumPyro, Stan, or Pyro), but a program that compiles, runs, and passes every unit test can still be \emph{statistically} wrong -- a Gaussian likelihood for heavy-tailed data, a Poisson for over-dispersed counts, an invalid prior support, or a pathological parameterization. The right verifier is therefore not a test suite but the Bayesian workflow itself: posterior predictive checks, simulation-based calibration, sampler diagnostics ($\hat R$, divergences, ESS), and held-out predictive density. We study this calibration oracle along three axes. \textbf{Detection:} on a benchmark of $14$ misspecification types across $10$ model families ($200$ instances), it flags the bug with AUC $0.97$ ($88\%$ at $2\%$ FPR \emph{when handed the correct reference program, an upper bound}) -- and a fully \emph{reference-free} version that uses no correct program reaches $62$--$78\%$ (the upper figure from a small automated model search), versus $0\%$ for a unit-test oracle. \textbf{Repair:} used as feedback in an LLM repair loop across fifteen models, calibration significantly outperforms unit-test feedback -- which is itself \emph{significantly worse than no feedback at all}, a passing test inducing false confidence that suppresses repair -- and improves over no feedback on strong-but-unsaturated models (GPT-5.1 $33{\to}92\%$, Claude $75{\to}100\%$; paired McNemar, $n{=}228$). \textbf{Reality:} on programs LLMs write from scratch for neutral briefs, $15$--$47\%$ of runnable ones are statistically misspecified (unit tests catch none), and calibration-guided repair significantly beats LLM-as-judge review, a Bayesian-workflow checklist, and data-summary self-debug. Across all three, the lesson is the same: for probabilistic programs, correctness is calibration, not compilation.

Online KL-Regularized Reinforcement Learning with Function Approximation under Misspecification

We study KL-regularized contextual bandits and episodic reinforcement learning (RL) under general function approximation with model misspecification. Existing guarantees rely on realizability and therefore do not extend to misspecified models, where classical regret bounds may fail. This work introduces KL misspecification formulations for contextual bandits and episodic RL and analyzes regression-based algorithms with Gibbs policy updates. High-probability KL-regret guarantees with explicit misspecification terms are established, recovering the standard realizable KL-regularized setting as a special case.