Gene expression in mammalian cells is highly variable and episodic, resulting in a series of discontinuous bursts of mRNAs. A challenge is to understand how static promoter architecture and dynamic feedback regulations dictate bursting on a genome-wide scale. Although single-cell RNA sequencing (scRNA-seq) provides an opportunity to address this challenge, effective analytical methods are scarce. We developed an interpretable and scalable inference framework, which combined experimental data with a mechanistic model to infer transcriptional burst kinetics (sizes and frequencies) and feedback regulations. Applying this framework to scRNA-seq data generated from embryonic mouse fibroblast cells, we found Simpson's paradoxes, i.e. genome-wide burst kinetics exhibit different characteristics in two cases without and with distinguishing feedback regulations. We also showed that feedbacks differently modulate burst frequencies and sizes and conceal the effects of transcription start site distributions on burst kinetics. Notably, only in the presence of positive feedback, TATA genes are expressed with high burst frequencies and enhancer–promoter interactions mainly modulate burst frequencies. The developed inference method provided a flexible and efficient way to investigate transcriptional burst kinetics and the obtained results would be helpful for understanding cell development and fate decision.