Daily Papers

Selecting the best code solution from multiple generated ones is an essential task in code generation, which can be achieved by using some reliable validators (e.g., developer-written test cases) for assistance. Since reliable test cases are not always available and can be expensive to build in practice, researchers propose to automatically generate test cases to assess code solutions. However, when both code solutions and test cases are plausible and not reliable, selecting the best solution becomes challenging. Although some heuristic strategies have been proposed to tackle this problem, they lack a strong theoretical guarantee and it is still an open question whether an optimal selection strategy exists. Our work contributes in two ways. First, we show that within a Bayesian framework, the optimal selection strategy can be defined based on the posterior probability of the observed passing states between solutions and tests. The problem of identifying the best solution is then framed as an integer programming problem. Second, we propose an efficient approach for approximating this optimal (yet uncomputable) strategy, where the approximation error is bounded by the correctness of prior knowledge. We then incorporate effective prior knowledge to tailor code generation tasks. Both theoretical and empirical studies confirm that existing heuristics are limited in selecting the best solutions with plausible test cases. Our proposed approximated optimal strategy B4 significantly surpasses existing heuristics in selecting code solutions generated by large language models (LLMs) with LLM-generated tests, achieving a relative performance improvement by up to 50% over the strongest heuristic and 246% over the random selection in the most challenging scenarios. Our code is publicly available at https://github.com/ZJU-CTAG/B4.

Coincident multimessenger observations of cosmic sources can offer numerous benefits, especially when used in the context of synergistic astrophysics. One significant advantage is enhancing the detection significance of separate detectors by correlating their data and assuming joint emission. We have formulated an approach for updating the Bayesian posterior probability of an astrophysical origin, namely p_{rm astro}, relying on multimessenger coincidences assuming an emission model. The description is applicable to any combination of messengers. We demonstrated the formalism for the gravitational waves and high-energy neutrinos case. Applying our method to the public data of candidate coincident high-energy neutrinos with subthreshold gravitational-wave triggers, we found that in the case of highly energetic neutrino coincidences, p_{rm astro} can increase from approximately sim 0.1 to sim 0.9. The amount of improvement depends on the assumed joint emission model. If models are trusted, the marked improvement makes subthreshold detections much more confident. Moreover, the model dependency can also be used to test the consistency of different models. This work is a crucial step toward the goal of uniting all detectors on equal footing into a statistically integrated, Earth-sized observatory for comprehensive multimessenger astrophysics.

The surprisingly likely criterion in the seminal work of Prelec (the Bayesian Truth Serum) guarantees truthfulness in a game-theoretic multi-agent setting, by rewarding rational agents to maximise the expected information gain with their answers w.r.t. their probabilistic beliefs. We investigate the relevance of a similar criterion for responses of LLMs. We hypothesize that if the surprisingly likely criterion works in LLMs, under certain conditions, the responses that maximize the reward under this criterion should be more accurate than the responses that only maximize the posterior probability. Using benchmarks including the TruthfulQA benchmark and using openly available LLMs: GPT-2 and LLaMA-2, we show that the method indeed improves the accuracy significantly (for example, upto 24 percentage points aggregate improvement on TruthfulQA and upto 70 percentage points improvement on individual categories of questions).

A desired closure property in Bayesian probability is that an updated posterior distribution be in the same class of distributions --- say Gaussians --- as the prior distribution. When the updating takes place via a statistical model, one calls the class of prior distributions the `conjugate priors' of the model. This paper gives (1) an abstract formulation of this notion of conjugate prior, using channels, in a graphical language, (2) a simple abstract proof that such conjugate priors yield Bayesian inversions, and (3) a logical description of conjugate priors that highlights the required closure of the priors under updating. The theory is illustrated with several standard examples, also covering multiple updating.

Neural network pruning is a highly effective technique aimed at reducing the computational and memory demands of large neural networks. In this research paper, we present a novel approach to pruning neural networks utilizing Bayesian inference, which can seamlessly integrate into the training procedure. Our proposed method leverages the posterior probabilities of the neural network prior to and following pruning, enabling the calculation of Bayes factors. The calculated Bayes factors guide the iterative pruning. Through comprehensive evaluations conducted on multiple benchmarks, we demonstrate that our method achieves desired levels of sparsity while maintaining competitive accuracy.

Ensembles of independently trained neural networks are a state-of-the-art approach to estimate predictive uncertainty in Deep Learning, and can be interpreted as an approximation of the posterior distribution via a mixture of delta functions. The training of ensembles relies on non-convexity of the loss landscape and random initialization of their individual members, making the resulting posterior approximation uncontrolled. This paper proposes a novel and principled method to tackle this limitation, minimizing an f-divergence between the true posterior and a kernel density estimator (KDE) in a function space. We analyze this objective from a combinatorial point of view, and show that it is submodular with respect to mixture components for any f. Subsequently, we consider the problem of greedy ensemble construction. From the marginal gain on the negative f-divergence, which quantifies an improvement in posterior approximation yielded by adding a new component into the KDE, we derive a novel diversity term for ensemble methods. The performance of our approach is demonstrated on computer vision out-of-distribution detection benchmarks in a range of architectures trained on multiple datasets. The source code of our method is made publicly available at https://github.com/Oulu-IMEDS/greedy_ensembles_training.

Reinforcement learning (RL) is frequently employed in fine-tuning large language models (LMs), such as GPT-3, to penalize them for undesirable features of generated sequences, such as offensiveness, social bias, harmfulness or falsehood. The RL formulation involves treating the LM as a policy and updating it to maximise the expected value of a reward function which captures human preferences, such as non-offensiveness. In this paper, we analyze challenges associated with treating a language model as an RL policy and show how avoiding those challenges requires moving beyond the RL paradigm. We start by observing that the standard RL approach is flawed as an objective for fine-tuning LMs because it leads to distribution collapse: turning the LM into a degenerate distribution. Then, we analyze KL-regularised RL, a widely used recipe for fine-tuning LMs, which additionally constrains the fine-tuned LM to stay close to its original distribution in terms of Kullback-Leibler (KL) divergence. We show that KL-regularised RL is equivalent to variational inference: approximating a Bayesian posterior which specifies how to update a prior LM to conform with evidence provided by the reward function. We argue that this Bayesian inference view of KL-regularised RL is more insightful than the typically employed RL perspective. The Bayesian inference view explains how KL-regularised RL avoids the distribution collapse problem and offers a first-principles derivation for its objective. While this objective happens to be equivalent to RL (with a particular choice of parametric reward), there exist other objectives for fine-tuning LMs which are no longer equivalent to RL. That observation leads to a more general point: RL is not an adequate formal framework for problems such as fine-tuning language models. These problems are best viewed as Bayesian inference: approximating a pre-defined target distribution.

We revisit the theoretical properties of Hamiltonian stochastic differential equations (SDES) for Bayesian posterior sampling, and we study the two types of errors that arise from numerical SDE simulation: the discretization error and the error due to noisy gradient estimates in the context of data subsampling. Our main result is a novel analysis for the effect of mini-batches through the lens of differential operator splitting, revising previous literature results. The stochastic component of a Hamiltonian SDE is decoupled from the gradient noise, for which we make no normality assumptions. This leads to the identification of a convergence bottleneck: when considering mini-batches, the best achievable error rate is O(eta^2), with eta being the integrator step size. Our theoretical results are supported by an empirical study on a variety of regression and classification tasks for Bayesian neural networks.

Neural network approaches for meta-learning distributions over functions have desirable properties such as increased flexibility and a reduced complexity of inference. Building on the successes of denoising diffusion models for generative modelling, we propose Neural Diffusion Processes (NDPs), a novel approach that learns to sample from a rich distribution over functions through its finite marginals. By introducing a custom attention block we are able to incorporate properties of stochastic processes, such as exchangeability, directly into the NDP's architecture. We empirically show that NDPs can capture functional distributions close to the true Bayesian posterior, demonstrating that they can successfully emulate the behaviour of Gaussian processes and surpass the performance of neural processes. NDPs enable a variety of downstream tasks, including regression, implicit hyperparameter marginalisation, non-Gaussian posterior prediction and global optimisation.

Large transformer models trained on diverse datasets have shown a remarkable ability to learn in-context, achieving high few-shot performance on tasks they were not explicitly trained to solve. In this paper, we study the in-context learning capabilities of transformers in decision-making problems, i.e., reinforcement learning (RL) for bandits and Markov decision processes. To do so, we introduce and study Decision-Pretrained Transformer (DPT), a supervised pretraining method where the transformer predicts an optimal action given a query state and an in-context dataset of interactions, across a diverse set of tasks. This procedure, while simple, produces a model with several surprising capabilities. We find that the pretrained transformer can be used to solve a range of RL problems in-context, exhibiting both exploration online and conservatism offline, despite not being explicitly trained to do so. The model also generalizes beyond the pretraining distribution to new tasks and automatically adapts its decision-making strategies to unknown structure. Theoretically, we show DPT can be viewed as an efficient implementation of Bayesian posterior sampling, a provably sample-efficient RL algorithm. We further leverage this connection to provide guarantees on the regret of the in-context algorithm yielded by DPT, and prove that it can learn faster than algorithms used to generate the pretraining data. These results suggest a promising yet simple path towards instilling strong in-context decision-making abilities in transformers.

Sequential Bayesian inference can be used for continual learning to prevent catastrophic forgetting of past tasks and provide an informative prior when learning new tasks. We revisit sequential Bayesian inference and test whether having access to the true posterior is guaranteed to prevent catastrophic forgetting in Bayesian neural networks. To do this we perform sequential Bayesian inference using Hamiltonian Monte Carlo. We propagate the posterior as a prior for new tasks by fitting a density estimator on Hamiltonian Monte Carlo samples. We find that this approach fails to prevent catastrophic forgetting demonstrating the difficulty in performing sequential Bayesian inference in neural networks. From there we study simple analytical examples of sequential Bayesian inference and CL and highlight the issue of model misspecification which can lead to sub-optimal continual learning performance despite exact inference. Furthermore, we discuss how task data imbalances can cause forgetting. From these limitations, we argue that we need probabilistic models of the continual learning generative process rather than relying on sequential Bayesian inference over Bayesian neural network weights. In this vein, we also propose a simple baseline called Prototypical Bayesian Continual Learning, which is competitive with state-of-the-art Bayesian continual learning methods on class incremental continual learning vision benchmarks.

We consider the problem of performing Bayesian inference in probabilistic models where observations are accompanied by uncertainty, referred to as "uncertain evidence." We explore how to interpret uncertain evidence, and by extension the importance of proper interpretation as it pertains to inference about latent variables. We consider a recently-proposed method "distributional evidence" as well as revisit two older methods: Jeffrey's rule and virtual evidence. We devise guidelines on how to account for uncertain evidence and we provide new insights, particularly regarding consistency. To showcase the impact of different interpretations of the same uncertain evidence, we carry out experiments in which one interpretation is defined as "correct." We then compare inference results from each different interpretation illustrating the importance of careful consideration of uncertain evidence.

This review paper is intended for the 2nd edition of the Handbook of Markov chain Monte Carlo. We provide an introduction to approximate inference techniques as Bayesian computation methods applied to deep learning models. We organize the chapter by presenting popular computational methods for Bayesian neural networks and deep generative models, explaining their unique challenges in posterior inference as well as the solutions.

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However, existing methods are often computationally expensive, or demand costly retraining when priors change, limiting their utility, particularly in sequential inference problems such as real-time sensor fusion. To address these challenges, we introduce the Distribution Transformer -- a novel architecture that can learn arbitrary distribution-to-distribution mappings. Our method can be trained to map a prior to the corresponding posterior, conditioned on some dataset -- thus performing approximate Bayesian inference. Our novel architecture represents a prior distribution as a (universally-approximating) Gaussian Mixture Model (GMM), and transforms it into a GMM representation of the posterior. The components of the GMM attend to each other via self-attention, and to the datapoints via cross-attention. We demonstrate that Distribution Transformers both maintain flexibility to vary the prior, and significantly reduces computation times-from minutes to milliseconds-while achieving log-likelihood performance on par with or superior to existing approximate inference methods across tasks such as sequential inference, quantum system parameter inference, and Gaussian Process predictive posterior inference with hyperpriors.

Parameter inference, i.e. inferring the posterior distribution of the parameters of a statistical model given some data, is a central problem to many scientific disciplines. Generative models can be used as an alternative to Markov Chain Monte Carlo methods for conducting posterior inference, both in likelihood-based and simulation-based problems. However, assessing the accuracy of posteriors encoded in generative models is not straightforward. In this paper, we introduce `Tests of Accuracy with Random Points' (TARP) coverage testing as a method to estimate coverage probabilities of generative posterior estimators. Our method differs from previously-existing coverage-based methods, which require posterior evaluations. We prove that our approach is necessary and sufficient to show that a posterior estimator is accurate. We demonstrate the method on a variety of synthetic examples, and show that TARP can be used to test the results of posterior inference analyses in high-dimensional spaces. We also show that our method can detect inaccurate inferences in cases where existing methods fail.

A Neural Process (NP) estimates a stochastic process implicitly defined with neural networks given a stream of data, rather than pre-specifying priors already known, such as Gaussian processes. An ideal NP would learn everything from data without any inductive biases, but in practice, we often restrict the class of stochastic processes for the ease of estimation. One such restriction is the use of a finite-dimensional latent variable accounting for the uncertainty in the functions drawn from NPs. Some recent works show that this can be improved with more "data-driven" source of uncertainty such as bootstrapping. In this work, we take a different approach based on the martingale posterior, a recently developed alternative to Bayesian inference. For the martingale posterior, instead of specifying prior-likelihood pairs, a predictive distribution for future data is specified. Under specific conditions on the predictive distribution, it can be shown that the uncertainty in the generated future data actually corresponds to the uncertainty of the implicitly defined Bayesian posteriors. Based on this result, instead of assuming any form of the latent variables, we equip a NP with a predictive distribution implicitly defined with neural networks and use the corresponding martingale posteriors as the source of uncertainty. The resulting model, which we name as Martingale Posterior Neural Process (MPNP), is demonstrated to outperform baselines on various tasks.

Combined electric power system and High-Altitude Electromagnetic Pulse (HEMP) models are being developed to determine the effect of a HEMP on the US power grid. The work relies primarily on deterministic methods; however, it is computationally untenable to evaluate the E1 HEMP response of large numbers of grid components distributed across a large interconnection. Further, the deterministic assessment of these components' failures are largely unachievable. E1 HEMP laboratory testing of the components is accomplished, but is expensive, leaving few data points to construct failure models of grid components exposed to E1 HEMP. The use of Bayesian priors, developed using the subject matter expertise, combined with the minimal test data in a Bayesian inference process, provides the basis for the development of more robust and cost-effective statistical component failure models. These can be used with minimal computational burden in a simulation environment such as sampling of Cumulative Distribution Functions (CDFs).

Contrastively trained encoders have recently been proven to invert the data-generating process: they encode each input, e.g., an image, into the true latent vector that generated the image (Zimmermann et al., 2021). However, real-world observations often have inherent ambiguities. For instance, images may be blurred or only show a 2D view of a 3D object, so multiple latents could have generated them. This makes the true posterior for the latent vector probabilistic with heteroscedastic uncertainty. In this setup, we extend the common InfoNCE objective and encoders to predict latent distributions instead of points. We prove that these distributions recover the correct posteriors of the data-generating process, including its level of aleatoric uncertainty, up to a rotation of the latent space. In addition to providing calibrated uncertainty estimates, these posteriors allow the computation of credible intervals in image retrieval. They comprise images with the same latent as a given query, subject to its uncertainty. Code is available at https://github.com/mkirchhof/Probabilistic_Contrastive_Learning

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference, focusing on mean-field or other simple structured approximations. This restriction has a significant impact on the quality of inferences made using variational methods. We introduce a new approach for specifying flexible, arbitrarily complex and scalable approximate posterior distributions. Our approximations are distributions constructed through a normalizing flow, whereby a simple initial density is transformed into a more complex one by applying a sequence of invertible transformations until a desired level of complexity is attained. We use this view of normalizing flows to develop categories of finite and infinitesimal flows and provide a unified view of approaches for constructing rich posterior approximations. We demonstrate that the theoretical advantages of having posteriors that better match the true posterior, combined with the scalability of amortized variational approaches, provides a clear improvement in performance and applicability of variational inference.

The distribution of the weights of modern deep neural networks (DNNs) - crucial for uncertainty quantification and robustness - is an eminently complex object due to its extremely high dimensionality. This paper proposes one of the first large-scale explorations of the posterior distribution of deep Bayesian Neural Networks (BNNs), expanding its study to real-world vision tasks and architectures. Specifically, we investigate the optimal approach for approximating the posterior, analyze the connection between posterior quality and uncertainty quantification, delve into the impact of modes on the posterior, and explore methods for visualizing the posterior. Moreover, we uncover weight-space symmetries as a critical aspect for understanding the posterior. To this extent, we develop an in-depth assessment of the impact of both permutation and scaling symmetries that tend to obfuscate the Bayesian posterior. While the first type of transformation is known for duplicating modes, we explore the relationship between the latter and L2 regularization, challenging previous misconceptions. Finally, to help the community improve our understanding of the Bayesian posterior, we will shortly release the first large-scale checkpoint dataset, including thousands of real-world models and our codes.

We generalise an existing construction of Bayesian Lenses to admit lenses between pairs of objects where the backwards object is dependent on states on the forwards object (interpreted as probability distributions). This gives a natural setting for studying stochastic maps with Bayesian inverses restricted to the points supported by a given prior. In order to state this formally we develop a proposed definition by Fritz of a support object in a Markov category and show that these give rise to a section into the category of dependent Bayesian lenses encoding a more canonical notion of Bayesian inversion.

The Bayesian treatment of neural networks dictates that a prior distribution is specified over their weight and bias parameters. This poses a challenge because modern neural networks are characterized by a large number of parameters, and the choice of these priors has an uncontrolled effect on the induced functional prior, which is the distribution of the functions obtained by sampling the parameters from their prior distribution. We argue that this is a hugely limiting aspect of Bayesian deep learning, and this work tackles this limitation in a practical and effective way. Our proposal is to reason in terms of functional priors, which are easier to elicit, and to "tune" the priors of neural network parameters in a way that they reflect such functional priors. Gaussian processes offer a rigorous framework to define prior distributions over functions, and we propose a novel and robust framework to match their prior with the functional prior of neural networks based on the minimization of their Wasserstein distance. We provide vast experimental evidence that coupling these priors with scalable Markov chain Monte Carlo sampling offers systematically large performance improvements over alternative choices of priors and state-of-the-art approximate Bayesian deep learning approaches. We consider this work a considerable step in the direction of making the long-standing challenge of carrying out a fully Bayesian treatment of neural networks, including convolutional neural networks, a concrete possibility.

Bayesian deep learning counts on the quality of posterior distribution estimation. However, the posterior of deep neural networks is highly multi-modal in nature, with local modes exhibiting varying generalization performance. Given a practical budget, targeting at the original posterior can lead to suboptimal performance, as some samples may become trapped in "bad" modes and suffer from overfitting. Leveraging the observation that "good" modes with low generalization error often reside in flat basins of the energy landscape, we propose to bias sampling on the posterior toward these flat regions. Specifically, we introduce an auxiliary guiding variable, the stationary distribution of which resembles a smoothed posterior free from sharp modes, to lead the MCMC sampler to flat basins. By integrating this guiding variable with the model parameter, we create a simple joint distribution that enables efficient sampling with minimal computational overhead. We prove the convergence of our method and further show that it converges faster than several existing flatness-aware methods in the strongly convex setting. Empirical results demonstrate that our method can successfully sample from flat basins of the posterior, and outperforms all compared baselines on multiple benchmarks including classification, calibration, and out-of-distribution detection.

Motivation: Ab initio protein docking represents a major challenge for optimizing a noisy and costly "black box"-like function in a high-dimensional space. Despite progress in this field, there is no docking method available for rigorous uncertainty quantification (UQ) of its solution quality (e.g. interface RMSD or iRMSD). Results: We introduce a novel algorithm, Bayesian Active Learning (BAL), for optimization and UQ of such black-box functions and flexible protein docking. BAL directly models the posterior distribution of the global optimum (or native structures for protein docking) with active sampling and posterior estimation iteratively feeding each other. Furthermore, we use complex normal modes to represent a homogeneous Euclidean conformation space suitable for high-dimension optimization and construct funnel-like energy models for encounter complexes. Over a protein docking benchmark set and a CAPRI set including homology docking, we establish that BAL significantly improve against both starting points by rigid docking and refinements by particle swarm optimization, providing for one third targets a top-3 near-native prediction. BAL also generates tight confidence intervals with half range around 25% of iRMSD and confidence level at 85%. Its estimated probability of a prediction being native or not achieves binary classification AUROC at 0.93 and AUPRC over 0.60 (compared to 0.14 by chance); and also found to help ranking predictions. To the best of our knowledge, this study represents the first uncertainty quantification solution for protein docking, with theoretical rigor and comprehensive assessment. Source codes are available at https://github.com/Shen-Lab/BAL.

Following the success of Proximal Policy Optimization (PPO) for Reinforcement Learning from Human Feedback (RLHF), new techniques such as Sequence Likelihood Calibration (SLiC) and Direct Policy Optimization (DPO) have been proposed that are offline in nature and use rewards in an indirect manner. These techniques, in particular DPO, have recently become the tools of choice for LLM alignment due to their scalability and performance. However, they leave behind important features of the PPO approach. Methods such as SLiC or RRHF make use of the Reward Model (RM) only for ranking/preference, losing fine-grained information and ignoring the parametric form of the RM (eg., Bradley-Terry, Plackett-Luce), while methods such as DPO do not use even a separate reward model. In this work, we propose a novel approach, named BRAIn, that re-introduces the RM as part of a distribution matching approach.BRAIn considers the LLM distribution conditioned on the assumption of output goodness and applies Bayes theorem to derive an intractable posterior distribution where the RM is explicitly represented. BRAIn then distills this posterior into an amortized inference network through self-normalized importance sampling, leading to a scalable offline algorithm that significantly outperforms prior art in summarization and AntropicHH tasks. BRAIn also has interesting connections to PPO and DPO for specific RM choices.

Tucker decomposition is a powerful tensor model to handle multi-aspect data. It demonstrates the low-rank property by decomposing the grid-structured data as interactions between a core tensor and a set of object representations (factors). A fundamental assumption of such decomposition is that there are finite objects in each aspect or mode, corresponding to discrete indexes of data entries. However, real-world data is often not naturally posed in this setting. For example, geographic data is represented as continuous indexes of latitude and longitude coordinates, and cannot fit tensor models directly. To generalize Tucker decomposition to such scenarios, we propose Functional Bayesian Tucker Decomposition (FunBaT). We treat the continuous-indexed data as the interaction between the Tucker core and a group of latent functions. We use Gaussian processes (GP) as functional priors to model the latent functions. Then, we convert each GP into a state-space prior by constructing an equivalent stochastic differential equation (SDE) to reduce computational cost. An efficient inference algorithm is developed for scalable posterior approximation based on advanced message-passing techniques. The advantage of our method is shown in both synthetic data and several real-world applications. We release the code of FunBaT at https://github.com/xuangu-fang/Functional-Bayesian-Tucker-Decomposition.

Learning curve extrapolation aims to predict model performance in later epochs of training, based on the performance in earlier epochs. In this work, we argue that, while the inherent uncertainty in the extrapolation of learning curves warrants a Bayesian approach, existing methods are (i) overly restrictive, and/or (ii) computationally expensive. We describe the first application of prior-data fitted neural networks (PFNs) in this context. A PFN is a transformer, pre-trained on data generated from a prior, to perform approximate Bayesian inference in a single forward pass. We propose LC-PFN, a PFN trained to extrapolate 10 million artificial right-censored learning curves generated from a parametric prior proposed in prior art using MCMC. We demonstrate that LC-PFN can approximate the posterior predictive distribution more accurately than MCMC, while being over 10 000 times faster. We also show that the same LC-PFN achieves competitive performance extrapolating a total of 20 000 real learning curves from four learning curve benchmarks (LCBench, NAS-Bench-201, Taskset, and PD1) that stem from training a wide range of model architectures (MLPs, CNNs, RNNs, and Transformers) on 53 different datasets with varying input modalities (tabular, image, text, and protein data). Finally, we investigate its potential in the context of model selection and find that a simple LC-PFN based predictive early stopping criterion obtains 2 - 6x speed-ups on 45 of these datasets, at virtually no overhead.

Low-rank adaptation (LoRA) has emerged as a new paradigm for cost-efficient fine-tuning of large language models (LLMs). However, fine-tuned LLMs often become overconfident especially when fine-tuned on small datasets. Bayesian methods, with their inherent ability to estimate uncertainty, serve as potent tools to mitigate overconfidence and enhance calibration. In this work, we introduce Laplace-LoRA, which applies a Bayesian approach to the LoRA parameters. Specifically, Laplace-LoRA applies a Laplace approximation to the posterior over the LoRA parameters, considerably improving the calibration of fine-tuned LLMs.

The human intrinsic desire to pursue knowledge, also known as curiosity, is considered essential in the process of skill acquisition. With the aid of artificial curiosity, we could equip current techniques for control, such as Reinforcement Learning, with more natural exploration capabilities. A promising approach in this respect has consisted of using Bayesian surprise on model parameters, i.e. a metric for the difference between prior and posterior beliefs, to favour exploration. In this contribution, we propose to apply Bayesian surprise in a latent space representing the agent's current understanding of the dynamics of the system, drastically reducing the computational costs. We extensively evaluate our method by measuring the agent's performance in terms of environment exploration, for continuous tasks, and looking at the game scores achieved, for video games. Our model is computationally cheap and compares positively with current state-of-the-art methods on several problems. We also investigate the effects caused by stochasticity in the environment, which is often a failure case for curiosity-driven agents. In this regime, the results suggest that our approach is resilient to stochastic transitions.

Inferring causal structures from experimentation is a central task in many domains. For example, in biology, recent advances allow us to obtain single-cell expression data under multiple interventions such as drugs or gene knockouts. However, the targets of the interventions are often uncertain or unknown and the number of observations limited. As a result, standard causal discovery methods can no longer be reliably used. To fill this gap, we propose a Bayesian framework (BaCaDI) for discovering and reasoning about the causal structure that underlies data generated under various unknown experimental or interventional conditions. BaCaDI is fully differentiable, which allows us to infer the complex joint posterior over the intervention targets and the causal structure via efficient gradient-based variational inference. In experiments on synthetic causal discovery tasks and simulated gene-expression data, BaCaDI outperforms related methods in identifying causal structures and intervention targets.

Transfer learning has recently shown significant performance across various tasks involving deep neural networks. In these transfer learning scenarios, the prior distribution for downstream data becomes crucial in Bayesian model averaging (BMA). While previous works proposed the prior over the neural network parameters centered around the pre-trained solution, such strategies have limitations when dealing with distribution shifts between upstream and downstream data. This paper introduces nonparametric transfer learning (NPTL), a flexible posterior sampling method to address the distribution shift issue within the context of nonparametric learning. The nonparametric learning (NPL) method is a recent approach that employs a nonparametric prior for posterior sampling, efficiently accounting for model misspecification scenarios, which is suitable for transfer learning scenarios that may involve the distribution shift between upstream and downstream tasks. Through extensive empirical validations, we demonstrate that our approach surpasses other baselines in BMA performance.

COMpression with Bayesian Implicit NEural Representations (COMBINER) is a recent data compression method that addresses a key inefficiency of previous Implicit Neural Representation (INR)-based approaches: it avoids quantization and enables direct optimization of the rate-distortion performance. However, COMBINER still has significant limitations: 1) it uses factorized priors and posterior approximations that lack flexibility; 2) it cannot effectively adapt to local deviations from global patterns in the data; and 3) its performance can be susceptible to modeling choices and the variational parameters' initializations. Our proposed method, Robust and Enhanced COMBINER (RECOMBINER), addresses these issues by 1) enriching the variational approximation while retaining a low computational cost via a linear reparameterization of the INR weights, 2) augmenting our INRs with learnable positional encodings that enable them to adapt to local details and 3) splitting high-resolution data into patches to increase robustness and utilizing expressive hierarchical priors to capture dependency across patches. We conduct extensive experiments across several data modalities, showcasing that RECOMBINER achieves competitive results with the best INR-based methods and even outperforms autoencoder-based codecs on low-resolution images at low bitrates. Our PyTorch implementation is available at https://github.com/cambridge-mlg/RECOMBINER/.

Modern neural recording techniques allow neuroscientists to obtain spiking activity of multiple neurons from different brain regions over long time periods, which requires new statistical methods to be developed for understanding structure of the large-scale data. In this paper, we develop a bi-clustering method to cluster the neural spiking activity spatially and temporally, according to their low-dimensional latent structures. The spatial (neuron) clusters are defined by the latent trajectories within each neural population, while the temporal (state) clusters are defined by (populationally) synchronous local linear dynamics shared with different periods. To flexibly extract the bi-clustering structure, we build the model non-parametrically, and develop an efficient Markov chain Monte Carlo (MCMC) algorithm to sample the posterior distributions of model parameters. Validating our proposed MCMC algorithm through simulations, we find the method can recover unknown parameters and true bi-clustering structures successfully. We then apply the proposed bi-clustering method to multi-regional neural recordings under different experiment settings, where we find that simultaneously considering latent trajectories and spatial-temporal clustering structures can provide us with a more accurate and interpretable result. Overall, the proposed method provides scientific insights for large-scale (counting) time series with elongated recording periods, and it can potentially have application beyond neuroscience.

An established way to improve the transferability of black-box evasion attacks is to craft the adversarial examples on an ensemble-based surrogate to increase diversity. We argue that transferability is fundamentally related to uncertainty. Based on a state-of-the-art Bayesian Deep Learning technique, we propose a new method to efficiently build a surrogate by sampling approximately from the posterior distribution of neural network weights, which represents the belief about the value of each parameter. Our extensive experiments on ImageNet, CIFAR-10 and MNIST show that our approach improves the success rates of four state-of-the-art attacks significantly (up to 83.2 percentage points), in both intra-architecture and inter-architecture transferability. On ImageNet, our approach can reach 94% of success rate while reducing training computations from 11.6 to 2.4 exaflops, compared to an ensemble of independently trained DNNs. Our vanilla surrogate achieves 87.5% of the time higher transferability than three test-time techniques designed for this purpose. Our work demonstrates that the way to train a surrogate has been overlooked, although it is an important element of transfer-based attacks. We are, therefore, the first to review the effectiveness of several training methods in increasing transferability. We provide new directions to better understand the transferability phenomenon and offer a simple but strong baseline for future work.

In this study, we explore the robustness of cooperative multi-agent reinforcement learning (c-MARL) against Byzantine failures, where any agent can enact arbitrary, worst-case actions due to malfunction or adversarial attack. To address the uncertainty that any agent can be adversarial, we propose a Bayesian Adversarial Robust Dec-POMDP (BARDec-POMDP) framework, which views Byzantine adversaries as nature-dictated types, represented by a separate transition. This allows agents to learn policies grounded on their posterior beliefs about the type of other agents, fostering collaboration with identified allies and minimizing vulnerability to adversarial manipulation. We define the optimal solution to the BARDec-POMDP as an ex post robust Bayesian Markov perfect equilibrium, which we proof to exist and weakly dominates the equilibrium of previous robust MARL approaches. To realize this equilibrium, we put forward a two-timescale actor-critic algorithm with almost sure convergence under specific conditions. Experimentation on matrix games, level-based foraging and StarCraft II indicate that, even under worst-case perturbations, our method successfully acquires intricate micromanagement skills and adaptively aligns with allies, demonstrating resilience against non-oblivious adversaries, random allies, observation-based attacks, and transfer-based attacks.

Recently, partial Bayesian neural networks (pBNNs), which only consider a subset of the parameters to be stochastic, were shown to perform competitively with full Bayesian neural networks. However, pBNNs are often multi-modal in the latent-variable space and thus challenging to approximate with parametric models. To address this problem, we propose an efficient sampling-based training strategy, wherein the training of a pBNN is formulated as simulating a Feynman--Kac model. We then describe variations of sequential Monte Carlo samplers that allow us to simultaneously estimate the parameters and the latent posterior distribution of this model at a tractable computational cost. We show on various synthetic and real-world datasets that our proposed training scheme outperforms the state of the art in terms of predictive performance.

Learning in Gaussian Process models occurs through the adaptation of hyperparameters of the mean and the covariance function. The classical approach entails maximizing the marginal likelihood yielding fixed point estimates (an approach called Type II maximum likelihood or ML-II). An alternative learning procedure is to infer the posterior over hyperparameters in a hierarchical specification of GPs we call Fully Bayesian Gaussian Process Regression (GPR). This work considers two approximation schemes for the intractable hyperparameter posterior: 1) Hamiltonian Monte Carlo (HMC) yielding a sampling-based approximation and 2) Variational Inference (VI) where the posterior over hyperparameters is approximated by a factorized Gaussian (mean-field) or a full-rank Gaussian accounting for correlations between hyperparameters. We analyze the predictive performance for fully Bayesian GPR on a range of benchmark data sets.

Bayesian inference usually requires running potentially costly inference procedures separately for every new observation. In contrast, the idea of amortized Bayesian inference is to initially invest computational cost in training an inference network on simulated data, which can subsequently be used to rapidly perform inference (i.e., to return estimates of posterior distributions) for new observations. This approach has been applied to many real-world models in the sciences and engineering, but it is unclear how robust the approach is to adversarial perturbations in the observed data. Here, we study the adversarial robustness of amortized Bayesian inference, focusing on simulation-based estimation of multi-dimensional posterior distributions. We show that almost unrecognizable, targeted perturbations of the observations can lead to drastic changes in the predicted posterior and highly unrealistic posterior predictive samples, across several benchmark tasks and a real-world example from neuroscience. We propose a computationally efficient regularization scheme based on penalizing the Fisher information of the conditional density estimator, and show how it improves the adversarial robustness of amortized Bayesian inference.

Posterior sampling allows the exploitation of prior knowledge of the environment's transition dynamics to improve the sample efficiency of reinforcement learning. The prior is typically specified as a class of parametric distributions, a task that can be cumbersome in practice, often resulting in the choice of uninformative priors. In this work, we propose a novel posterior sampling approach in which the prior is given as a (partial) causal graph over the environment's variables. The latter is often more natural to design, such as listing known causal dependencies between biometric features in a medical treatment study. Specifically, we propose a hierarchical Bayesian procedure, called C-PSRL, simultaneously learning the full causal graph at the higher level and the parameters of the resulting factored dynamics at the lower level. For this procedure, we provide an analysis of its Bayesian regret, which explicitly connects the regret rate with the degree of prior knowledge. Our numerical evaluation conducted in illustrative domains confirms that C-PSRL strongly improves the efficiency of posterior sampling with an uninformative prior while performing close to posterior sampling with the full causal graph.

Currently, it is hard to reap the benefits of deep learning for Bayesian methods, which allow the explicit specification of prior knowledge and accurately capture model uncertainty. We present Prior-Data Fitted Networks (PFNs). PFNs leverage large-scale machine learning techniques to approximate a large set of posteriors. The only requirement for PFNs to work is the ability to sample from a prior distribution over supervised learning tasks (or functions). Our method restates the objective of posterior approximation as a supervised classification problem with a set-valued input: it repeatedly draws a task (or function) from the prior, draws a set of data points and their labels from it, masks one of the labels and learns to make probabilistic predictions for it based on the set-valued input of the rest of the data points. Presented with a set of samples from a new supervised learning task as input, PFNs make probabilistic predictions for arbitrary other data points in a single forward propagation, having learned to approximate Bayesian inference. We demonstrate that PFNs can near-perfectly mimic Gaussian processes and also enable efficient Bayesian inference for intractable problems, with over 200-fold speedups in multiple setups compared to current methods. We obtain strong results in very diverse areas such as Gaussian process regression, Bayesian neural networks, classification for small tabular data sets, and few-shot image classification, demonstrating the generality of PFNs. Code and trained PFNs are released at https://github.com/automl/TransformersCanDoBayesianInference.

In semantic segmentation, the accuracy of models heavily depends on the high-quality annotations. However, in many practical scenarios such as medical imaging and remote sensing, obtaining true annotations is not straightforward and usually requires significant human labor. Relying on human labor often introduces annotation errors, including mislabeling, omissions, and inconsistency between annotators. In the case of remote sensing, differences in procurement time can lead to misaligned ground truth annotations. These label errors are not independently distributed, and instead usually appear in spatially connected regions where adjacent pixels are more likely to share the same errors. To address these issues, we propose an approximate Bayesian estimation based on a probabilistic model that assumes training data includes label errors, incorporating the tendency for these errors to occur with spatial correlations between adjacent pixels. Bayesian inference requires computing the posterior distribution of label errors, which becomes intractable when spatial correlations are present. We represent the correlation of label errors between adjacent pixels through a Gaussian distribution whose covariance is structured by a Kac-Murdock-Szeg\"{o} (KMS) matrix, solving the computational challenges. Through experiments on multiple segmentation tasks, we confirm that leveraging the spatial correlation of label errors significantly improves performance. Notably, in specific tasks such as lung segmentation, the proposed method achieves performance comparable to training with clean labels under moderate noise levels. Code is available at https://github.com/pfnet-research/Bayesian_SpatialCorr.

Skeletal sequence data, as a widely employed representation of human actions, are crucial in Human Activity Recognition (HAR). Recently, adversarial attacks have been proposed in this area, which exposes potential security concerns, and more importantly provides a good tool for model robustness test. Within this research, transfer-based attack is an important tool as it mimics the real-world scenario where an attacker has no knowledge of the target model, but is under-explored in Skeleton-based HAR (S-HAR). Consequently, existing S-HAR attacks exhibit weak adversarial transferability and the reason remains largely unknown. In this paper, we investigate this phenomenon via the characterization of the loss function. We find that one prominent indicator of poor transferability is the low smoothness of the loss function. Led by this observation, we improve the transferability by properly smoothening the loss when computing the adversarial examples. This leads to the first Transfer-based Attack on Skeletal Action Recognition, TASAR. TASAR explores the smoothened model posterior of pre-trained surrogates, which is achieved by a new post-train Dual Bayesian optimization strategy. Furthermore, unlike existing transfer-based methods which overlook the temporal coherence within sequences, TASAR incorporates motion dynamics into the Bayesian attack, effectively disrupting the spatial-temporal coherence of S-HARs. For exhaustive evaluation, we build the first large-scale robust S-HAR benchmark, comprising 7 S-HAR models, 10 attack methods, 3 S-HAR datasets and 2 defense models. Extensive results demonstrate the superiority of TASAR. Our benchmark enables easy comparisons for future studies, with the code available in the https://github.com/yunfengdiao/Skeleton-Robustness-Benchmark.

Image inpainting refers to the task of generating a complete, natural image based on a partially revealed reference image. Recently, many research interests have been focused on addressing this problem using fixed diffusion models. These approaches typically directly replace the revealed region of the intermediate or final generated images with that of the reference image or its variants. However, since the unrevealed regions are not directly modified to match the context, it results in incoherence between revealed and unrevealed regions. To address the incoherence problem, a small number of methods introduce a rigorous Bayesian framework, but they tend to introduce mismatches between the generated and the reference images due to the approximation errors in computing the posterior distributions. In this paper, we propose COPAINT, which can coherently inpaint the whole image without introducing mismatches. COPAINT also uses the Bayesian framework to jointly modify both revealed and unrevealed regions, but approximates the posterior distribution in a way that allows the errors to gradually drop to zero throughout the denoising steps, thus strongly penalizing any mismatches with the reference image. Our experiments verify that COPAINT can outperform the existing diffusion-based methods under both objective and subjective metrics. The codes are available at https://github.com/UCSB-NLP-Chang/CoPaint/.

Multitarget Tracking (MTT) is the problem of tracking the states of an unknown number of objects using noisy measurements, with important applications to autonomous driving, surveillance, robotics, and others. In the model-based Bayesian setting, there are conjugate priors that enable us to express the multi-object posterior in closed form, which could theoretically provide Bayes-optimal estimates. However, the posterior involves a super-exponential growth of the number of hypotheses over time, forcing state-of-the-art methods to resort to approximations for remaining tractable, which can impact their performance in complex scenarios. Model-free methods based on deep-learning provide an attractive alternative, as they can, in principle, learn the optimal filter from data, but to the best of our knowledge were never compared to current state-of-the-art Bayesian filters, specially not in contexts where accurate models are available. In this paper, we propose a high-performing deep-learning method for MTT based on the Transformer architecture and compare it to two state-of-the-art Bayesian filters, in a setting where we assume the correct model is provided. Although this gives an edge to the model-based filters, it also allows us to generate unlimited training data. We show that the proposed model outperforms state-of-the-art Bayesian filters in complex scenarios, while matching their performance in simpler cases, which validates the applicability of deep-learning also in the model-based regime. The code for all our implementations is made available at https://github.com/JulianoLagana/MT3 .

Variational inference is becoming more and more popular for approximating intractable posterior distributions in Bayesian statistics and machine learning. Meanwhile, a few recent works have provided theoretical justification and new insights on deep neural networks for estimating smooth functions in usual settings such as nonparametric regression. In this paper, we show that variational inference for sparse deep learning retains the same generalization properties than exact Bayesian inference. In particular, we highlight the connection between estimation and approximation theories via the classical bias-variance trade-off and show that it leads to near-minimax rates of convergence for H\"older smooth functions. Additionally, we show that the model selection framework over the neural network architecture via ELBO maximization does not overfit and adaptively achieves the optimal rate of convergence.

Learning-based outlier (mismatched correspondence) rejection for robust 3D registration generally formulates the outlier removal as an inlier/outlier classification problem. The core for this to be successful is to learn the discriminative inlier/outlier feature representations. In this paper, we develop a novel variational non-local network-based outlier rejection framework for robust alignment. By reformulating the non-local feature learning with variational Bayesian inference, the Bayesian-driven long-range dependencies can be modeled to aggregate discriminative geometric context information for inlier/outlier distinction. Specifically, to achieve such Bayesian-driven contextual dependencies, each query/key/value component in our non-local network predicts a prior feature distribution and a posterior one. Embedded with the inlier/outlier label, the posterior feature distribution is label-dependent and discriminative. Thus, pushing the prior to be close to the discriminative posterior in the training step enables the features sampled from this prior at test time to model high-quality long-range dependencies. Notably, to achieve effective posterior feature guidance, a specific probabilistic graphical model is designed over our non-local model, which lets us derive a variational low bound as our optimization objective for model training. Finally, we propose a voting-based inlier searching strategy to cluster the high-quality hypothetical inliers for transformation estimation. Extensive experiments on 3DMatch, 3DLoMatch, and KITTI datasets verify the effectiveness of our method.

When humans cooperate, they frequently coordinate their activity through both verbal communication and non-verbal actions, using this information to infer a shared goal and plan. How can we model this inferential ability? In this paper, we introduce a model of a cooperative team where one agent, the principal, may communicate natural language instructions about their shared plan to another agent, the assistant, using GPT-3 as a likelihood function for instruction utterances. We then show how a third person observer can infer the team's goal via multi-modal Bayesian inverse planning from actions and instructions, computing the posterior distribution over goals under the assumption that agents will act and communicate rationally to achieve them. We evaluate this approach by comparing it with human goal inferences in a multi-agent gridworld, finding that our model's inferences closely correlate with human judgments (R = 0.96). When compared to inference from actions alone, we also find that instructions lead to more rapid and less uncertain goal inference, highlighting the importance of verbal communication for cooperative agents.

Vision-language models (VLMs), such as CLIP and SigLIP, have found remarkable success in classification, retrieval, and generative tasks. For this, VLMs deterministically map images and text descriptions to a joint latent space in which their similarity is assessed using the cosine similarity. However, a deterministic mapping of inputs fails to capture uncertainties over concepts arising from domain shifts when used in downstream tasks. In this work, we propose post-hoc uncertainty estimation in VLMs that does not require additional training. Our method leverages a Bayesian posterior approximation over the last layers in VLMs and analytically quantifies uncertainties over cosine similarities. We demonstrate its effectiveness for uncertainty quantification and support set selection in active learning. Compared to baselines, we obtain improved and well-calibrated predictive uncertainties, interpretable uncertainty estimates, and sample-efficient active learning. Our results show promise for safety-critical applications of large-scale models.

Combining several (sample approximations of) distributions, which we term sub-posteriors, into a single distribution proportional to their product, is a common challenge. Occurring, for instance, in distributed 'big data' problems, or when working under multi-party privacy constraints. Many existing approaches resort to approximating the individual sub-posteriors for practical necessity, then find either an analytical approximation or sample approximation of the resulting (product-pooled) posterior. The quality of the posterior approximation for these approaches is poor when the sub-posteriors fall out-with a narrow range of distributional form, such as being approximately Gaussian. Recently, a Fusion approach has been proposed which finds an exact Monte Carlo approximation of the posterior, circumventing the drawbacks of approximate approaches. Unfortunately, existing Fusion approaches have a number of computational limitations, particularly when unifying a large number of sub-posteriors. In this paper, we generalise the theory underpinning existing Fusion approaches, and embed the resulting methodology within a recursive divide-and-conquer sequential Monte Carlo paradigm. This ultimately leads to a competitive Fusion approach, which is robust to increasing numbers of sub-posteriors.

Autoencoders and their variants are among the most widely used models in representation learning and generative modeling. However, autoencoder-based models usually assume that the learned representations are i.i.d. and fail to capture the correlations between the data samples. To address this issue, we propose a novel Sparse Gaussian Process Bayesian Autoencoder (SGPBAE) model in which we impose fully Bayesian sparse Gaussian Process priors on the latent space of a Bayesian Autoencoder. We perform posterior estimation for this model via stochastic gradient Hamiltonian Monte Carlo. We evaluate our approach qualitatively and quantitatively on a wide range of representation learning and generative modeling tasks and show that our approach consistently outperforms multiple alternatives relying on Variational Autoencoders.

Multiple types of inference are available for probabilistic graphical models, e.g., marginal, maximum-a-posteriori, and even marginal maximum-a-posteriori. Which one do researchers mean when they talk about ``planning as inference''? There is no consistency in the literature, different types are used, and their ability to do planning is further entangled with specific approximations or additional constraints. In this work we use the variational framework to show that, just like all commonly used types of inference correspond to different weightings of the entropy terms in the variational problem, planning corresponds exactly to a different set of weights. This means that all the tricks of variational inference are readily applicable to planning. We develop an analogue of loopy belief propagation that allows us to perform approximate planning in factored-state Markov decisions processes without incurring intractability due to the exponentially large state space. The variational perspective shows that the previous types of inference for planning are only adequate in environments with low stochasticity, and allows us to characterize each type by its own merits, disentangling the type of inference from the additional approximations that its practical use requires. We validate these results empirically on synthetic MDPs and tasks posed in the International Planning Competition.

We propose a novel hierarchical Bayesian model for learning with a large (possibly infinite) number of tasks/episodes, which suits well the few-shot meta learning problem. We consider episode-wise random variables to model episode-specific target generative processes, where these local random variables are governed by a higher-level global random variate. The global variable helps memorize the important information from historic episodes while controlling how much the model needs to be adapted to new episodes in a principled Bayesian manner. Within our model framework, the prediction on a novel episode/task can be seen as a Bayesian inference problem. However, a main obstacle in learning with a large/infinite number of local random variables in online nature, is that one is not allowed to store the posterior distribution of the current local random variable for frequent future updates, typical in conventional variational inference. We need to be able to treat each local variable as a one-time iterate in the optimization. We propose a Normal-Inverse-Wishart model, for which we show that this one-time iterate optimization becomes feasible due to the approximate closed-form solutions for the local posterior distributions. The resulting algorithm is more attractive than the MAML in that it is not required to maintain computational graphs for the whole gradient optimization steps per episode. Our approach is also different from existing Bayesian meta learning methods in that unlike dealing with a single random variable for the whole episodes, our approach has a hierarchical structure that allows one-time episodic optimization, desirable for principled Bayesian learning with many/infinite tasks. The code is available at https://github.com/minyoungkim21/niwmeta.

This paper presents a brief, semi-technical comparison of the essential features of the frequentist and Bayesian approaches to statistical inference, with several illustrative examples implemented in Python. The differences between frequentism and Bayesianism fundamentally stem from differing definitions of probability, a philosophical divide which leads to distinct approaches to the solution of statistical problems as well as contrasting ways of asking and answering questions about unknown parameters. After an example-driven discussion of these differences, we briefly compare several leading Python statistical packages which implement frequentist inference using classical methods and Bayesian inference using Markov Chain Monte Carlo.

Neural posterior estimation (NPE), a type of amortized variational inference, is a computationally efficient means of constructing probabilistic catalogs of light sources from astronomical images. To date, NPE has not been used to perform inference in models with spatially varying covariates. However, ground-based astronomical images have spatially varying sky backgrounds and point spread functions (PSFs), and accounting for this variation is essential for constructing accurate catalogs of imaged light sources. In this work, we introduce a method of performing NPE with spatially varying backgrounds and PSFs. In this method, we generate synthetic catalogs and semi-synthetic images for these catalogs using randomly sampled PSF and background estimates from existing surveys. Using this data, we train a neural network, which takes an astronomical image and representations of its background and PSF as input, to output a probabilistic catalog. Our experiments with Sloan Digital Sky Survey data demonstrate the effectiveness of NPE in the presence of spatially varying backgrounds and PSFs for light source detection, star/galaxy separation, and flux measurement.

Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to learn accurate approximations. In contrast, Neural Likelihood Estimation methods can handle multiple observations at inference time after learning from individual observations, but they rely on standard inference methods, such as MCMC or variational inference, which come with certain performance drawbacks. We introduce a new method based on conditional score modeling that enjoys the benefits of both approaches. We model the scores of the (diffused) posterior distributions induced by individual observations, and introduce a way of combining the learned scores to approximately sample from the target posterior distribution. Our approach is sample-efficient, can naturally aggregate multiple observations at inference time, and avoids the drawbacks of standard inference methods.

Diffusion models recently proved to be remarkable priors for Bayesian inverse problems. However, training these models typically requires access to large amounts of clean data, which could prove difficult in some settings. In this work, we present a novel method based on the expectation-maximization algorithm for training diffusion models from incomplete and noisy observations only. Unlike previous works, our method leads to proper diffusion models, which is crucial for downstream tasks. As part of our method, we propose and motivate an improved posterior sampling scheme for unconditional diffusion models. We present empirical evidence supporting the effectiveness of our method.

Bayesian Neural Networks with Latent Variables (BNN+LVs) capture predictive uncertainty by explicitly modeling model uncertainty (via priors on network weights) and environmental stochasticity (via a latent input noise variable). In this work, we first show that BNN+LV suffers from a serious form of non-identifiability: explanatory power can be transferred between the model parameters and latent variables while fitting the data equally well. We demonstrate that as a result, in the limit of infinite data, the posterior mode over the network weights and latent variables is asymptotically biased away from the ground-truth. Due to this asymptotic bias, traditional inference methods may in practice yield parameters that generalize poorly and misestimate uncertainty. Next, we develop a novel inference procedure that explicitly mitigates the effects of likelihood non-identifiability during training and yields high-quality predictions as well as uncertainty estimates. We demonstrate that our inference method improves upon benchmark methods across a range of synthetic and real data-sets.

Algorithms such as Differentially Private SGD enable training machine learning models with formal privacy guarantees. However, there is a discrepancy between the protection that such algorithms guarantee in theory and the protection they afford in practice. An emerging strand of work empirically estimates the protection afforded by differentially private training as a confidence interval for the privacy budget varepsilon spent on training a model. Existing approaches derive confidence intervals for varepsilon from confidence intervals for the false positive and false negative rates of membership inference attacks. Unfortunately, obtaining narrow high-confidence intervals for epsilon using this method requires an impractically large sample size and training as many models as samples. We propose a novel Bayesian method that greatly reduces sample size, and adapt and validate a heuristic to draw more than one sample per trained model. Our Bayesian method exploits the hypothesis testing interpretation of differential privacy to obtain a posterior for varepsilon (not just a confidence interval) from the joint posterior of the false positive and false negative rates of membership inference attacks. For the same sample size and confidence, we derive confidence intervals for varepsilon around 40% narrower than prior work. The heuristic, which we adapt from label-only DP, can be used to further reduce the number of trained models needed to get enough samples by up to 2 orders of magnitude.

The optimization of expensive-to-evaluate black-box functions is prevalent in various scientific disciplines. Bayesian optimization is an automatic, general and sample-efficient method to solve these problems with minimal knowledge of the underlying function dynamics. However, the ability of Bayesian optimization to incorporate prior knowledge or beliefs about the function at hand in order to accelerate the optimization is limited, which reduces its appeal for knowledgeable practitioners with tight budgets. To allow domain experts to customize the optimization routine, we propose ColaBO, the first Bayesian-principled framework for incorporating prior beliefs beyond the typical kernel structure, such as the likely location of the optimizer or the optimal value. The generality of ColaBO makes it applicable across different Monte Carlo acquisition functions and types of user beliefs. We empirically demonstrate ColaBO's ability to substantially accelerate optimization when the prior information is accurate, and to retain approximately default performance when it is misleading.

Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is considered the gold standard for Bayesian inference in large-scale models, such as Bayesian neural networks. Since practitioners face speed versus accuracy tradeoffs in these models, variational inference (VI) is often the preferable option. Unfortunately, VI makes strong assumptions on both the factorization and functional form of the posterior. In this work, we propose a new non-parametric variational approximation that makes no assumptions about the approximate posterior's functional form and allows practitioners to specify the exact dependencies the algorithm should respect or break. The approach relies on a new Langevin-type algorithm that operates on a modified energy function, where parts of the latent variables are averaged over samples from earlier iterations of the Markov chain. This way, statistical dependencies can be broken in a controlled way, allowing the chain to mix faster. This scheme can be further modified in a "dropout" manner, leading to even more scalability. We test our scheme for ResNet-20 on CIFAR-10, SVHN, and FMNIST. In all cases, we find improvements in convergence speed and/or final accuracy compared to SG-MCMC and VI.

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex multimodal and correlated posteriors in high-dimensional spaces. Our approach introduces novel bounds for approximate inference using implicit distributions by locally linearising the neural sampler. This is distinct from existing methods that rely on additional discriminator networks and unstable adversarial objectives. Furthermore, we present a new sampler architecture that, for the first time, enables implicit distributions over tens of millions of latent variables, addressing computational concerns by using differentiable numerical approximations. We empirically show that our method is capable of recovering correlations across layers in large Bayesian neural networks, a property that is crucial for a network's performance but notoriously challenging to achieve. To the best of our knowledge, no other method has been shown to accomplish this task for such large models. Through experiments in downstream tasks, we demonstrate that our expressive posteriors outperform state-of-the-art uncertainty quantification methods, validating the effectiveness of our training algorithm and the quality of the learned implicit approximation.

Priors are essential for reconstructing images from noisy and/or incomplete measurements. The choice of the prior determines both the quality and uncertainty of recovered images. We propose turning score-based diffusion models into principled image priors ("score-based priors") for analyzing a posterior of images given measurements. Previously, probabilistic priors were limited to handcrafted regularizers and simple distributions. In this work, we empirically validate the theoretically-proven probability function of a score-based diffusion model. We show how to sample from resulting posteriors by using this probability function for variational inference. Our results, including experiments on denoising, deblurring, and interferometric imaging, suggest that score-based priors enable principled inference with a sophisticated, data-driven image prior.

Most bandit algorithms assume that the reward variances or their upper bounds are known, and that they are the same for all arms. This naturally leads to suboptimal performance and higher regret due to variance overestimation. On the other hand, underestimated reward variances may lead to linear regret due to committing early to a suboptimal arm. This motivated prior works on variance-adaptive frequentist algorithms, which have strong instance-dependent regret bounds but cannot incorporate prior knowledge on reward variances. We lay foundations for the Bayesian setting, which incorporates prior knowledge. This results in lower regret in practice, due to using the prior in the algorithm design, and also improved regret guarantees. Specifically, we study Gaussian bandits with {unknown heterogeneous reward variances}, and develop a Thompson sampling algorithm with prior-dependent Bayes regret bounds. We achieve lower regret with lower reward variances and more informative priors on them, which is precisely why we pay only for what is uncertain. This is the first result of its kind. Finally, we corroborate our theory with extensive experiments, which show the superiority of our variance-adaptive Bayesian algorithm over prior frequentist approaches. We also show that our approach is robust to model misspecification and can be applied with estimated priors.

We introduce and study the problem of detecting whether an agent is updating their prior beliefs given new evidence in an optimal way that is Bayesian, or whether they are biased towards their own prior. In our model, biased agents form posterior beliefs that are a convex combination of their prior and the Bayesian posterior, where the more biased an agent is, the closer their posterior is to the prior. Since we often cannot observe the agent's beliefs directly, we take an approach inspired by information design. Specifically, we measure an agent's bias by designing a signaling scheme and observing the actions they take in response to different signals, assuming that they are maximizing their own expected utility; our goal is to detect bias with a minimum number of signals. Our main results include a characterization of scenarios where a single signal suffices and a computationally efficient algorithm to compute optimal signaling schemes.

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to (doubly-stochastic) Gaussian Cox processes, where the observation process is modulated by a latent intensity function modeled as a GP. In this paper, we propose a novel maximum a posteriori inference of Gaussian Cox processes. It leverages the Laplace approximation and change of kernel technique to transform the problem into a new reproducing kernel Hilbert space, where it becomes more tractable computationally. It enables us to obtain both a functional posterior of the latent intensity function and the covariance of the posterior, thus extending existing works that often focus on specific link functions or estimating the posterior mean. Using the result, we propose a BO framework based on the Gaussian Cox process model and further develop a Nystr\"om approximation for efficient computation. Extensive evaluations on various synthetic and real-world datasets demonstrate significant improvement over state-of-the-art inference solutions for Gaussian Cox processes, as well as effective BO with a wide range of acquisition functions designed through the underlying Gaussian Cox process model.

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic noise in function evaluations. It builds a surrogate for the objective and quantifies the uncertainty in that surrogate using a Bayesian machine learning technique, Gaussian process regression, and then uses an acquisition function defined from this surrogate to decide where to sample. In this tutorial, we describe how Bayesian optimization works, including Gaussian process regression and three common acquisition functions: expected improvement, entropy search, and knowledge gradient. We then discuss more advanced techniques, including running multiple function evaluations in parallel, multi-fidelity and multi-information source optimization, expensive-to-evaluate constraints, random environmental conditions, multi-task Bayesian optimization, and the inclusion of derivative information. We conclude with a discussion of Bayesian optimization software and future research directions in the field. Within our tutorial material we provide a generalization of expected improvement to noisy evaluations, beyond the noise-free setting where it is more commonly applied. This generalization is justified by a formal decision-theoretic argument, standing in contrast to previous ad hoc modifications.

The infinitely wide neural network has been proven a useful and manageable mathematical model that enables the understanding of many phenomena appearing in deep learning. One example is the convergence of random deep networks to Gaussian processes that allows a rigorous analysis of the way the choice of activation function and network weights impacts the training dynamics. In this paper, we extend the seminal proof of Matthews et al. (2018) to a larger class of initial weight distributions (which we call PSEUDO-IID), including the established cases of IID and orthogonal weights, as well as the emerging low-rank and structured sparse settings celebrated for their computational speed-up benefits. We show that fully-connected and convolutional networks initialized with PSEUDO-IID distributions are all effectively equivalent up to their variance. Using our results, one can identify the Edge-of-Chaos for a broader class of neural networks and tune them at criticality in order to enhance their training. Moreover, they enable the posterior distribution of Bayesian Neural Networks to be tractable across these various initialization schemes.

We study preferential Bayesian optimization (BO) where reliable feedback is limited to pairwise comparison called duels. An important challenge in preferential BO, which uses the preferential Gaussian process (GP) model to represent flexible preference structure, is that the posterior distribution is a computationally intractable skew GP. The most widely used approach for preferential BO is Gaussian approximation, which ignores the skewness of the true posterior. Alternatively, Markov chain Monte Carlo (MCMC) based preferential BO is also proposed. In this work, we first verify the accuracy of Gaussian approximation, from which we reveal the critical problem that the predictive probability of duels can be inaccurate. This observation motivates us to improve the MCMC-based estimation for skew GP, for which we show the practical efficiency of Gibbs sampling and derive the low variance MC estimator. However, the computational time of MCMC can still be a bottleneck in practice. Towards building a more practical preferential BO, we develop a new method that achieves both high computational efficiency and low sample complexity, and then demonstrate its effectiveness through extensive numerical experiments.

Recent works have revealed that infinitely-wide feed-forward or recurrent neural networks of any architecture correspond to Gaussian processes referred to as Neural Network Gaussian Processes (NNGPs). While these works have extended the class of neural networks converging to Gaussian processes significantly, however, there has been little focus on broadening the class of stochastic processes that such neural networks converge to. In this work, inspired by the scale mixture of Gaussian random variables, we propose the scale mixture of NNGPs for which we introduce a prior distribution on the scale of the last-layer parameters. We show that simply introducing a scale prior on the last-layer parameters can turn infinitely-wide neural networks of any architecture into a richer class of stochastic processes. With certain scale priors, we obtain heavy-tailed stochastic processes, and in the case of inverse gamma priors, we recover Student's t processes. We further analyze the distributions of the neural networks initialized with our prior setting and trained with gradient descents and obtain similar results as for NNGPs. We present a practical posterior-inference algorithm for the scale mixture of NNGPs and empirically demonstrate its usefulness on regression and classification tasks. In particular, we show that in both tasks, the heavy-tailed stochastic processes obtained from our framework are robust to out-of-distribution data.

Bayesian inference provides a principled framework for learning from complex data and reasoning under uncertainty. It has been widely applied in machine learning tasks such as medical diagnosis, drug design, and policymaking. In these common applications, data can be highly sensitive. Differential privacy (DP) offers data analysis tools with powerful worst-case privacy guarantees and has been developed as the leading approach in privacy-preserving data analysis. In this paper, we study Metropolis-Hastings (MH), one of the most fundamental MCMC methods, for large-scale Bayesian inference under differential privacy. While most existing private MCMC algorithms sacrifice accuracy and efficiency to obtain privacy, we provide the first exact and fast DP MH algorithm, using only a minibatch of data in most iterations. We further reveal, for the first time, a three-way trade-off among privacy, scalability (i.e. the batch size), and efficiency (i.e. the convergence rate), theoretically characterizing how privacy affects the utility and computational cost in Bayesian inference. We empirically demonstrate the effectiveness and efficiency of our algorithm in various experiments.

With an increasing number of replication studies performed in psychological science, the question of how to evaluate the outcome of a replication attempt deserves careful consideration. Bayesian approaches allow to incorporate uncertainty and prior information into the analysis of the replication attempt by their design. The Replication Bayes Factor, introduced by Verhagen & Wagenmakers (2014), provides quantitative, relative evidence in favor or against a successful replication. In previous work by Verhagen & Wagenmakers (2014) it was limited to the case of t-tests. In this paper, the Replication Bayes Factor is extended to F-tests in multi-group, fixed-effect ANOVA designs. Simulations and examples are presented to facilitate the understanding and to demonstrate the usefulness of this approach. Finally, the Replication Bayes Factor is compared to other Bayesian and frequentist approaches and discussed in the context of replication attempts. R code to calculate Replication Bayes factors and to reproduce the examples in the paper is available at https://osf.io/jv39h/.

Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support exact inference. While standard GP surrogates have been well-established in Bayesian optimization, Bayesian neural networks (BNNs) have recently become practical function approximators, with many benefits over standard GPs such as the ability to naturally handle non-stationarity and learn representations for high-dimensional data. In this paper, we study BNNs as alternatives to standard GP surrogates for optimization. We consider a variety of approximate inference procedures for finite-width BNNs, including high-quality Hamiltonian Monte Carlo, low-cost stochastic MCMC, and heuristics such as deep ensembles. We also consider infinite-width BNNs and partially stochastic models such as deep kernel learning. We evaluate this collection of surrogate models on diverse problems with varying dimensionality, number of objectives, non-stationarity, and discrete and continuous inputs. We find: (i) the ranking of methods is highly problem dependent, suggesting the need for tailored inductive biases; (ii) HMC is the most successful approximate inference procedure for fully stochastic BNNs; (iii) full stochasticity may be unnecessary as deep kernel learning is relatively competitive; (iv) infinite-width BNNs are particularly promising, especially in high dimensions.

In this work, we initiate the idea of using denoising diffusion models to learn priors for online decision making problems. Our special focus is on the meta-learning for bandit framework, with the goal of learning a strategy that performs well across bandit tasks of a same class. To this end, we train a diffusion model that learns the underlying task distribution and combine Thompson sampling with the learned prior to deal with new tasks at test time. Our posterior sampling algorithm is designed to carefully balance between the learned prior and the noisy observations that come from the learner's interaction with the environment. To capture realistic bandit scenarios, we also propose a novel diffusion model training procedure that trains even from incomplete and/or noisy data, which could be of independent interest. Finally, our extensive experimental evaluations clearly demonstrate the potential of the proposed approach.

Approximate inference in Gaussian process (GP) models with non-conjugate likelihoods gets entangled with the learning of the model hyperparameters. We improve hyperparameter learning in GP models and focus on the interplay between variational inference (VI) and the learning target. While VI's lower bound to the marginal likelihood is a suitable objective for inferring the approximate posterior, we show that a direct approximation of the marginal likelihood as in Expectation Propagation (EP) is a better learning objective for hyperparameter optimization. We design a hybrid training procedure to bring the best of both worlds: it leverages conjugate-computation VI for inference and uses an EP-like marginal likelihood approximation for hyperparameter learning. We compare VI, EP, Laplace approximation, and our proposed training procedure and empirically demonstrate the effectiveness of our proposal across a wide range of data sets.

The notions of disintegration and Bayesian inversion are fundamental in conditional probability theory. They produce channels, as conditional probabilities, from a joint state, or from an already given channel (in opposite direction). These notions exist in the literature, in concrete situations, but are presented here in abstract graphical formulations. The resulting abstract descriptions are used for proving basic results in conditional probability theory. The existence of disintegration and Bayesian inversion is discussed for discrete probability, and also for measure-theoretic probability --- via standard Borel spaces and via likelihoods. Finally, the usefulness of disintegration and Bayesian inversion is illustrated in several examples.

Epistemic Uncertainty is a measure of the lack of knowledge of a learner which diminishes with more evidence. While existing work focuses on using the variance of the Bayesian posterior due to parameter uncertainty as a measure of epistemic uncertainty, we argue that this does not capture the part of lack of knowledge induced by model misspecification. We discuss how the excess risk, which is the gap between the generalization error of a predictor and the Bayes predictor, is a sound measure of epistemic uncertainty which captures the effect of model misspecification. We thus propose a principled framework for directly estimating the excess risk by learning a secondary predictor for the generalization error and subtracting an estimate of aleatoric uncertainty, i.e., intrinsic unpredictability. We discuss the merits of this novel measure of epistemic uncertainty, and highlight how it differs from variance-based measures of epistemic uncertainty and addresses its major pitfall. Our framework, Direct Epistemic Uncertainty Prediction (DEUP) is particularly interesting in interactive learning environments, where the learner is allowed to acquire novel examples in each round. Through a wide set of experiments, we illustrate how existing methods in sequential model optimization can be improved with epistemic uncertainty estimates from DEUP, and how DEUP can be used to drive exploration in reinforcement learning. We also evaluate the quality of uncertainty estimates from DEUP for probabilistic image classification and predicting synergies of drug combinations.

We present a novel approach for generating minority samples that live on low-density regions of a data manifold. Our framework is built upon diffusion models, leveraging the principle of guided sampling that incorporates an arbitrary energy-based guidance during inference time. The key defining feature of our sampler lies in its self-contained nature, \ie, implementable solely with a pretrained model. This distinguishes our sampler from existing techniques that require expensive additional components (like external classifiers) for minority generation. Specifically, we first estimate the likelihood of features within an intermediate latent sample by evaluating a reconstruction loss w.r.t. its posterior mean. The generation then proceeds with the minimization of the estimated likelihood, thereby encouraging the emergence of minority features in the latent samples of subsequent timesteps. To further improve the performance of our sampler, we provide several time-scheduling techniques that properly manage the influence of guidance over inference steps. Experiments on benchmark real datasets demonstrate that our approach can greatly improve the capability of creating realistic low-likelihood minority instances over the existing techniques without the reliance on costly additional elements. Code is available at https://github.com/soobin-um/sg-minority.

Given a stationary state-space model that relates a sequence of hidden states and corresponding measurements or observations, Bayesian filtering provides a principled statistical framework for inferring the posterior distribution of the current state given all measurements up to the present time. For example, the Apollo lunar module implemented a Kalman filter to infer its location from a sequence of earth-based radar measurements and land safely on the moon. To perform Bayesian filtering, we require a measurement model that describes the conditional distribution of each observation given state. The Kalman filter takes this measurement model to be linear, Gaussian. Here we show how a nonlinear, Gaussian approximation to the distribution of state given observation can be used in conjunction with Bayes' rule to build a nonlinear, non-Gaussian measurement model. The resulting approach, called the Discriminative Kalman Filter (DKF), retains fast closed-form updates for the posterior. We argue there are many cases where the distribution of state given measurement is better-approximated as Gaussian, especially when the dimensionality of measurements far exceeds that of states and the Bernstein-von Mises theorem applies. Online neural decoding for brain-computer interfaces provides a motivating example, where filtering incorporates increasingly detailed measurements of neural activity to provide users control over external devices. Within the BrainGate2 clinical trial, the DKF successfully enabled three volunteers with quadriplegia to control an on-screen cursor in real-time using mental imagery alone. Participant "T9" used the DKF to type out messages on a tablet PC.

Inspired by the foundational works by Spivak and Fong and Cruttwell et al., we introduce a categorical framework to formalize Bayesian inference and learning. The two key ideas at play here are the notions of Bayesian inversions and the functor GL as constructed by Cruttwell et al.. In this context, we find that Bayesian learning is the simplest case of the learning paradigm. We then obtain categorical formulations of batch and sequential Bayes updates while also verifying that the two coincide in a specific example.

The acute phase of the Covid-19 pandemic has made apparent the need for decision support based upon accurate epidemic modeling. This process is substantially hampered by under-reporting of cases and related data incompleteness issues. In this article we adopt the Bayesian paradigm and synthesize publicly available data via a discrete-time stochastic epidemic modeling framework. The models allow for estimating the total number of infections while accounting for the endemic phase of the pandemic. We assess the prediction of the infection rate utilizing mobility information, notably the principal components of the mobility data. We evaluate variational Bayes in this context and find that Hamiltonian Monte Carlo offers a robust inference alternative for such models. We elaborate upon vector analysis of the epidemic dynamics, thus enriching the traditional tools used for decision making. In particular, we show how certain 2-dimensional plots on the phase plane may yield intuitive information regarding the speed and the type of transmission dynamics. We investigate the potential of a two-stage analysis as a consequence of cutting feedback, for inference on certain functionals of the model parameters. Finally, we show that a point mass on critical parameters is overly restrictive and investigate informative priors as a suitable alternative.

In the field of decision trees, most previous studies have difficulty ensuring the statistical optimality of a prediction of new data and suffer from overfitting because trees are usually used only to represent prediction functions to be constructed from given data. In contrast, some studies, including this paper, used the trees to represent stochastic data observation processes behind given data. Moreover, they derived the statistically optimal prediction, which is robust against overfitting, based on the Bayesian decision theory by assuming a prior distribution for the trees. However, these studies still have a problem in computing this Bayes optimal prediction because it involves an infeasible summation for all division patterns of a feature space, which is represented by the trees and some parameters. In particular, an open problem is a summation with respect to combinations of division axes, i.e., the assignment of features to inner nodes of the tree. We solve this by a Markov chain Monte Carlo method, whose step size is adaptively tuned according to a posterior distribution for the trees.

We present a modular semantic account of Bayesian inference algorithms for probabilistic programming languages, as used in data science and machine learning. Sophisticated inference algorithms are often explained in terms of composition of smaller parts. However, neither their theoretical justification nor their implementation reflects this modularity. We show how to conceptualise and analyse such inference algorithms as manipulating intermediate representations of probabilistic programs using higher-order functions and inductive types, and their denotational semantics. Semantic accounts of continuous distributions use measurable spaces. However, our use of higher-order functions presents a substantial technical difficulty: it is impossible to define a measurable space structure over the collection of measurable functions between arbitrary measurable spaces that is compatible with standard operations on those functions, such as function application. We overcome this difficulty using quasi-Borel spaces, a recently proposed mathematical structure that supports both function spaces and continuous distributions. We define a class of semantic structures for representing probabilistic programs, and semantic validity criteria for transformations of these representations in terms of distribution preservation. We develop a collection of building blocks for composing representations. We use these building blocks to validate common inference algorithms such as Sequential Monte Carlo and Markov Chain Monte Carlo. To emphasize the connection between the semantic manipulation and its traditional measure theoretic origins, we use Kock's synthetic measure theory. We demonstrate its usefulness by proving a quasi-Borel counterpart to the Metropolis-Hastings-Green theorem.

Posterior sampling has been shown to be a powerful Bayesian approach for solving imaging inverse problems. The recent plug-and-play unadjusted Langevin algorithm (PnP-ULA) has emerged as a promising method for Monte Carlo sampling and minimum mean squared error (MMSE) estimation by combining physical measurement models with deep-learning priors specified using image denoisers. However, the intricate relationship between the sampling distribution of PnP-ULA and the mismatched data-fidelity and denoiser has not been theoretically analyzed. We address this gap by proposing a posterior-L2 pseudometric and using it to quantify an explicit error bound for PnP-ULA under mismatched posterior distribution. We numerically validate our theory on several inverse problems such as sampling from Gaussian mixture models and image deblurring. Our results suggest that the sensitivity of the sampling distribution of PnP-ULA to a mismatch in the measurement model and the denoiser can be precisely characterized.

Despite remarkable successes, deep reinforcement learning algorithms remain sample inefficient: they require an enormous amount of trial and error to find good policies. Model-based algorithms promise sample efficiency by building an environment model that can be used for planning. Posterior Sampling for Reinforcement Learning is such a model-based algorithm that has attracted significant interest due to its performance in the tabular setting. This paper introduces Posterior Sampling for Deep Reinforcement Learning (PSDRL), the first truly scalable approximation of Posterior Sampling for Reinforcement Learning that retains its model-based essence. PSDRL combines efficient uncertainty quantification over latent state space models with a specially tailored continual planning algorithm based on value-function approximation. Extensive experiments on the Atari benchmark show that PSDRL significantly outperforms previous state-of-the-art attempts at scaling up posterior sampling while being competitive with a state-of-the-art (model-based) reinforcement learning method, both in sample efficiency and computational efficiency.

We present a novel stochastic variational Gaussian process (GP) inference method, based on a posterior over a learnable set of weighted pseudo input-output points (coresets). Instead of a free-form variational family, the proposed coreset-based, variational tempered family for GPs (CVTGP) is defined in terms of the GP prior and the data-likelihood; hence, accommodating the modeling inductive biases. We derive CVTGP's lower bound for the log-marginal likelihood via marginalization of the proposed posterior over latent GP coreset variables, and show it is amenable to stochastic optimization. CVTGP reduces the learnable parameter size to O(M), enjoys numerical stability, and maintains O(M^3) time- and O(M^2) space-complexity, by leveraging a coreset-based tempered posterior that, in turn, provides sparse and explainable representations of the data. Results on simulated and real-world regression problems with Gaussian observation noise validate that CVTGP provides better evidence lower-bound estimates and predictive root mean squared error than alternative stochastic GP inference methods.

Training data attribution (TDA) techniques find influential training data for the model's prediction on the test data of interest. They approximate the impact of down- or up-weighting a particular training sample. While conceptually useful, they are hardly applicable to deep models in practice, particularly because of their sensitivity to different model initialisation. In this paper, we introduce a Bayesian perspective on the TDA task, where the learned model is treated as a Bayesian posterior and the TDA estimates as random variables. From this novel viewpoint, we observe that the influence of an individual training sample is often overshadowed by the noise stemming from model initialisation and SGD batch composition. Based on this observation, we argue that TDA can only be reliably used for explaining deep model predictions that are consistently influenced by certain training data, independent of other noise factors. Our experiments demonstrate the rarity of such noise-independent training-test data pairs but confirm their existence. We recommend that future researchers and practitioners trust TDA estimates only in such cases. Further, we find a disagreement between ground truth and estimated TDA distributions and encourage future work to study this gap. Code is provided at https://github.com/ElisaNguyen/bayesian-tda.

We introduce a deterministic variational formulation for training Bayesian last layer neural networks. This yields a sampling-free, single-pass model and loss that effectively improves uncertainty estimation. Our variational Bayesian last layer (VBLL) can be trained and evaluated with only quadratic complexity in last layer width, and is thus (nearly) computationally free to add to standard architectures. We experimentally investigate VBLLs, and show that they improve predictive accuracy, calibration, and out of distribution detection over baselines across both regression and classification. Finally, we investigate combining VBLL layers with variational Bayesian feature learning, yielding a lower variance collapsed variational inference method for Bayesian neural networks.

Anomaly detection methods identify examples that do not follow the expected behaviour, typically in an unsupervised fashion, by assigning real-valued anomaly scores to the examples based on various heuristics. These scores need to be transformed into actual predictions by thresholding, so that the proportion of examples marked as anomalies equals the expected proportion of anomalies, called contamination factor. Unfortunately, there are no good methods for estimating the contamination factor itself. We address this need from a Bayesian perspective, introducing a method for estimating the posterior distribution of the contamination factor of a given unlabeled dataset. We leverage on outputs of several anomaly detectors as a representation that already captures the basic notion of anomalousness and estimate the contamination using a specific mixture formulation. Empirically on 22 datasets, we show that the estimated distribution is well-calibrated and that setting the threshold using the posterior mean improves the anomaly detectors' performance over several alternative methods. All code is publicly available for full reproducibility.

Posterior sampling, i.e., exponential mechanism to sample from the posterior distribution, provides varepsilon-pure differential privacy (DP) guarantees and does not suffer from potentially unbounded privacy breach introduced by (varepsilon,delta)-approximate DP. In practice, however, one needs to apply approximate sampling methods such as Markov chain Monte Carlo (MCMC), thus re-introducing the unappealing delta-approximation error into the privacy guarantees. To bridge this gap, we propose the Approximate SAample Perturbation (abbr. ASAP) algorithm which perturbs an MCMC sample with noise proportional to its Wasserstein-infinity (W_infty) distance from a reference distribution that satisfies pure DP or pure Gaussian DP (i.e., delta=0). We then leverage a Metropolis-Hastings algorithm to generate the sample and prove that the algorithm converges in W_infty distance. We show that by combining our new techniques with a careful localization step, we obtain the first nearly linear-time algorithm that achieves the optimal rates in the DP-ERM problem with strongly convex and smooth losses.

The inspiral, merger, and ringdown of Massive Black Hole Binaries (MBHBs) is one the main sources of Gravitational Waves (GWs) for the future Laser Interferometer Space Antenna (LISA), an ESA-led mission in the implementation phase. It is expected that LISA will detect these systems throughout the entire observable universe. Robust and efficient data analysis algorithms are necessary to detect and estimate physical parameters for these systems. In this work, we explore the application of Sequential Neural Likelihood, a simulation-based inference algorithm, to detect and characterize MBHB GW signals in synthetic LISA data. We describe in detail the different elements of the method, their performance and possible alternatives that can be used to enhance the performance. Instead of sampling from the conventional likelihood function, which requires a forward simulation for each evaluation, this method constructs a surrogate likelihood that is ultimately described by a neural network trained from a dataset of simulations of the MBHB signals and noise. One important advantage of this method is that, given that the likelihood is independent of the priors, we can iteratively train models that target specific observations in a fraction of the time and computational cost that other traditional and machine learning-based strategies would require. Because of the iterative nature of the method, we are able to train models to obtain qualitatively similar posteriors with less than 2\% of the simulator calls that Markov Chain Monte Carlo methods would require. We compare these posteriors with those obtained from Markov Chain Monte Carlo techniques and discuss the differences that appear, in particular in relation with the important role that data compression has in the modular implementation of the method that we present. We also discuss different strategies to improve the performance of the algorithms.

To achieve scalable and accurate inference for latent Gaussian processes, we propose a variational approximation based on a family of Gaussian distributions whose covariance matrices have sparse inverse Cholesky (SIC) factors. We combine this variational approximation of the posterior with a similar and efficient SIC-restricted Kullback-Leibler-optimal approximation of the prior. We then focus on a particular SIC ordering and nearest-neighbor-based sparsity pattern resulting in highly accurate prior and posterior approximations. For this setting, our variational approximation can be computed via stochastic gradient descent in polylogarithmic time per iteration. We provide numerical comparisons showing that the proposed double-Kullback-Leibler-optimal Gaussian-process approximation (DKLGP) can sometimes be vastly more accurate for stationary kernels than alternative approaches such as inducing-point and mean-field approximations at similar computational complexity.

This paper presents a Bayesian nonparametric latent feature model specially suitable for exploratory analysis of high-dimensional count data. We perform a non-negative doubly sparse matrix factorization that has two main advantages: not only we are able to better approximate the row input distributions, but the inferred topics are also easier to interpret. By combining the three-parameter and restricted Indian buffet processes into a single prior, we increase the model flexibility, allowing for a full spectrum of sparse solutions in the latent space. We demonstrate the usefulness of our approach in the analysis of countries' economic structure. Compared to other approaches, empirical results show our model's ability to give easy-to-interpret information and better capture the underlying sparsity structure of data.

This paper proposes a new type of generative model that is able to quickly learn a latent representation without an encoder. This is achieved using empirical Bayes to calculate the expectation of the posterior, which is implemented by initialising a latent vector with zeros, then using the gradient of the log-likelihood of the data with respect to this zero vector as new latent points. The approach has similar characteristics to autoencoders, but with a simpler architecture, and is demonstrated in a variational autoencoder equivalent that permits sampling. This also allows implicit representation networks to learn a space of implicit functions without requiring a hypernetwork, retaining their representation advantages across datasets. The experiments show that the proposed method converges faster, with significantly lower reconstruction error than autoencoders, while requiring half the parameters.

This paper proposes an online, provably robust, and scalable Bayesian approach for changepoint detection. The resulting algorithm has key advantages over previous work: it provides provable robustness by leveraging the generalised Bayesian perspective, and also addresses the scalability issues of previous attempts. Specifically, the proposed generalised Bayesian formalism leads to conjugate posteriors whose parameters are available in closed form by leveraging diffusion score matching. The resulting algorithm is exact, can be updated through simple algebra, and is more than 10 times faster than its closest competitor.

Automated evaluation of free-form outputs from large language models (LLMs) is challenging because many distinct answers can be equally valid. A common practice is to use LLMs themselves as judges, but the theoretical properties of this approach are not yet well understood. We show that a geometric framework that represents both judges and candidates as points on a probability simplex can provide helpful insight on what is or is not identifiable using LLM judges. Our theoretical analysis uncovers a "phase transition" in ranking identifiability: for binary scoring systems, true rankings are identifiable even with weak judges under mild assumptions, while rankings become non-identifiable for three or more scoring levels even with infinite data, absent additional prior knowledge. This non-identifiability highlights how uncertainty in rankings stems from not only aleatoric uncertainty (i.e., inherent stochasticity in the data) but also epistemic uncertainty regarding which assumptions hold, an aspect that has received limited attention until now. To integrate both types of uncertainty, we use Bayesian inference to encode assumptions as priors and conduct sensitivity analysis of ranking estimates and credible intervals. Empirical evaluations across multiple benchmarks demonstrate that Bayesian inference yields more accurate rankings and substantially improves coverage rates. These results underscore the importance of taking a more holistic approach to uncertainty quantification when using LLMs as judges.

Bayes' rule tells us how to invert a causal process in order to update our beliefs in light of new evidence. If the process is believed to have a complex compositional structure, we may observe that the inversion of the whole can be computed piecewise in terms of the component processes. We study the structure of this compositional rule, noting that it relates to the lens pattern in functional programming. Working in a suitably general axiomatic presentation of a category of Markov kernels, we see how we can think of Bayesian inversion as a particular instance of a state-dependent morphism in a fibred category. We discuss the compositional nature of this, formulated as a functor on the underlying category and explore how this can used for a more type-driven approach to statistical inference.

This study introduces PV-RNN, a novel variational RNN inspired by the predictive-coding ideas. The model learns to extract the probabilistic structures hidden in fluctuating temporal patterns by dynamically changing the stochasticity of its latent states. Its architecture attempts to address two major concerns of variational Bayes RNNs: how can latent variables learn meaningful representations and how can the inference model transfer future observations to the latent variables. PV-RNN does both by introducing adaptive vectors mirroring the training data, whose values can then be adapted differently during evaluation. Moreover, prediction errors during backpropagation, rather than external inputs during the forward computation, are used to convey information to the network about the external data. For testing, we introduce error regression for predicting unseen sequences as inspired by predictive coding that leverages those mechanisms. The model introduces a weighting parameter, the meta-prior, to balance the optimization pressure placed on two terms of a lower bound on the marginal likelihood of the sequential data. We test the model on two datasets with probabilistic structures and show that with high values of the meta-prior the network develops deterministic chaos through which the data's randomness is imitated. For low values, the model behaves as a random process. The network performs best on intermediate values, and is able to capture the latent probabilistic structure with good generalization. Analyzing the meta-prior's impact on the network allows to precisely study the theoretical value and practical benefits of incorporating stochastic dynamics in our model. We demonstrate better prediction performance on a robot imitation task with our model using error regression compared to a standard variational Bayes model lacking such a procedure.

We use Bayesian convolutional neural networks and a novel generative model of Galaxy Zoo volunteer responses to infer posteriors for the visual morphology of galaxies. Bayesian CNN can learn from galaxy images with uncertain labels and then, for previously unlabelled galaxies, predict the probability of each possible label. Our posteriors are well-calibrated (e.g. for predicting bars, we achieve coverage errors of 11.8% within a vote fraction deviation of 0.2) and hence are reliable for practical use. Further, using our posteriors, we apply the active learning strategy BALD to request volunteer responses for the subset of galaxies which, if labelled, would be most informative for training our network. We show that training our Bayesian CNNs using active learning requires up to 35-60% fewer labelled galaxies, depending on the morphological feature being classified. By combining human and machine intelligence, Galaxy Zoo will be able to classify surveys of any conceivable scale on a timescale of weeks, providing massive and detailed morphology catalogues to support research into galaxy evolution.

Separating a stochastic gravitational wave background (SGWB) from noise is a challenging statistical task. One approach to establishing a detection criterion for the SGWB is using Bayesian evidence. If the evidence ratio (Bayes factor) between models with and without the signal exceeds a certain threshold, the signal is considered detected. We present a formalism to compute the averaged Bayes factor, incorporating instrumental-noise and SGWB uncertainties. As an example, we consider the case of power-law-shaped SGWB in LISA and generate the corresponding bayesian sensitivity curve. Unlike existing methods in the literature, which typically neglect uncertainties in both the signal and noise, our approach provides a reliable and realistic alternative. This flexible framework opens avenues for more robust stochastic gravitational wave background detection across gravitational-wave experiments.

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational inference and learning algorithm that scales to large datasets and, under some mild differentiability conditions, even works in the intractable case. Our contributions are two-fold. First, we show that a reparameterization of the variational lower bound yields a lower bound estimator that can be straightforwardly optimized using standard stochastic gradient methods. Second, we show that for i.i.d. datasets with continuous latent variables per datapoint, posterior inference can be made especially efficient by fitting an approximate inference model (also called a recognition model) to the intractable posterior using the proposed lower bound estimator. Theoretical advantages are reflected in experimental results.

Neural Radiance Fields (NeRFs) have shown promise in applications like view synthesis and depth estimation, but learning from multiview images faces inherent uncertainties. Current methods to quantify them are either heuristic or computationally demanding. We introduce BayesRays, a post-hoc framework to evaluate uncertainty in any pre-trained NeRF without modifying the training process. Our method establishes a volumetric uncertainty field using spatial perturbations and a Bayesian Laplace approximation. We derive our algorithm statistically and show its superior performance in key metrics and applications. Additional results available at: https://bayesrays.github.io.

In recent years, particle-based variational inference (ParVI) methods such as Stein variational gradient descent (SVGD) have grown in popularity as scalable methods for Bayesian inference. Unfortunately, the properties of such methods invariably depend on hyperparameters such as the learning rate, which must be carefully tuned by the practitioner in order to ensure convergence to the target measure at a suitable rate. In this paper, we introduce a suite of new particle-based methods for scalable Bayesian inference based on coin betting, which are entirely learning-rate free. We illustrate the performance of our approach on a range of numerical examples, including several high-dimensional models and datasets, demonstrating comparable performance to other ParVI algorithms with no need to tune a learning rate.

The variational autoencoder (VAE; Kingma, Welling (2014)) is a recently proposed generative model pairing a top-down generative network with a bottom-up recognition network which approximates posterior inference. It typically makes strong assumptions about posterior inference, for instance that the posterior distribution is approximately factorial, and that its parameters can be approximated with nonlinear regression from the observations. As we show empirically, the VAE objective can lead to overly simplified representations which fail to use the network's entire modeling capacity. We present the importance weighted autoencoder (IWAE), a generative model with the same architecture as the VAE, but which uses a strictly tighter log-likelihood lower bound derived from importance weighting. In the IWAE, the recognition network uses multiple samples to approximate the posterior, giving it increased flexibility to model complex posteriors which do not fit the VAE modeling assumptions. We show empirically that IWAEs learn richer latent space representations than VAEs, leading to improved test log-likelihood on density estimation benchmarks.

We consider the stochastic linear contextual bandit problem with high-dimensional features. We analyze the Thompson sampling algorithm using special classes of sparsity-inducing priors (e.g., spike-and-slab) to model the unknown parameter and provide a nearly optimal upper bound on the expected cumulative regret. To the best of our knowledge, this is the first work that provides theoretical guarantees of Thompson sampling in high-dimensional and sparse contextual bandits. For faster computation, we use variational inference instead of Markov Chain Monte Carlo (MCMC) to approximate the posterior distribution. Extensive simulations demonstrate the improved performance of our proposed algorithm over existing ones.

We propose a novel Bayesian inference framework for distributed differentially private linear regression. We consider a distributed setting where multiple parties hold parts of the data and share certain summary statistics of their portions in privacy-preserving noise. We develop a novel generative statistical model for privately shared statistics, which exploits a useful distributional relation between the summary statistics of linear regression. Bayesian estimation of the regression coefficients is conducted mainly using Markov chain Monte Carlo algorithms, while we also provide a fast version to perform Bayesian estimation in one iteration. The proposed methods have computational advantages over their competitors. We provide numerical results on both real and simulated data, which demonstrate that the proposed algorithms provide well-rounded estimation and prediction.

Bayesian approaches for learning deep neural networks (BNN) have been received much attention and successfully applied to various applications. Particularly, BNNs have the merit of having better generalization ability as well as better uncertainty quantification. For the success of BNN, search an appropriate architecture of the neural networks is an important task, and various algorithms to find good sparse neural networks have been proposed. In this paper, we propose a new node-sparse BNN model which has good theoretical properties and is computationally feasible. We prove that the posterior concentration rate to the true model is near minimax optimal and adaptive to the smoothness of the true model. In particular the adaptiveness is the first of its kind for node-sparse BNNs. In addition, we develop a novel MCMC algorithm which makes the Bayesian inference of the node-sparse BNN model feasible in practice.

The 100 MW cryogenic liquid oxygen/hydrogen multi-injector combustor BKD operated by the DLR Institute of Space Propulsion is a research platform that allows the study of thermoacoustic instabilities under realistic conditions, representative of small upper stage rocket engines. We use data from BKD experimental campaigns in which the static chamber pressure and fuel-oxidizer ratio are varied such that the first tangential mode of the combustor is excited under some conditions. We train an autoregressive Bayesian neural network model to forecast the amplitude of the dynamic pressure time series, inputting multiple sensor measurements (injector pressure/ temperature measurements, static chamber pressure, high-frequency dynamic pressure measurements, high-frequency OH* chemiluminescence measurements) and future flow rate control signals. The Bayesian nature of our algorithms allows us to work with a dataset whose size is restricted by the expense of each experimental run, without making overconfident extrapolations. We find that the networks are able to accurately forecast the evolution of the pressure amplitude and anticipate instability events on unseen experimental runs 500 milliseconds in advance. We compare the predictive accuracy of multiple models using different combinations of sensor inputs. We find that the high-frequency dynamic pressure signal is particularly informative. We also use the technique of integrated gradients to interpret the influence of different sensor inputs on the model prediction. The negative log-likelihood of data points in the test dataset indicates that predictive uncertainties are well-characterized by our Bayesian model and simulating a sensor failure event results as expected in a dramatic increase in the epistemic component of the uncertainty.

Bayesian neural networks (BNNs) have been an important framework in the study of uncertainty quantification. Deterministic variational inference, one of the inference methods, utilizes moment propagation to compute the predictive distributions and objective functions. Unfortunately, deriving the moments requires computationally expensive Taylor expansion in nonlinear functions, such as a rectified linear unit (ReLU) or a sigmoid function. Therefore, a new nonlinear function that realizes faster moment propagation than conventional functions is required. In this paper, we propose a novel nonlinear function named moment propagating-Gaussian error linear unit (MP-GELU) that enables the fast derivation of first and second moments in BNNs. MP-GELU enables the analytical computation of moments by applying nonlinearity to the input statistics, thereby reducing the computationally expensive calculations required for nonlinear functions. In empirical experiments on regression tasks, we observed that the proposed MP-GELU provides higher prediction accuracy and better quality of uncertainty with faster execution than those of ReLU-based BNNs.

Sequential learning with Gaussian processes (GPs) is challenging when access to past data is limited, for example, in continual and active learning. In such cases, errors can accumulate over time due to inaccuracies in the posterior, hyperparameters, and inducing points, making accurate learning challenging. Here, we present a method to keep all such errors in check using the recently proposed dual sparse variational GP. Our method enables accurate inference for generic likelihoods and improves learning by actively building and updating a memory of past data. We demonstrate its effectiveness in several applications involving Bayesian optimization, active learning, and continual learning.

We develop a principled approach to end-to-end learning in stochastic optimization. First, we show that the standard end-to-end learning algorithm admits a Bayesian interpretation and trains a posterior Bayes action map. Building on the insights of this analysis, we then propose new end-to-end learning algorithms for training decision maps that output solutions of empirical risk minimization and distributionally robust optimization problems, two dominant modeling paradigms in optimization under uncertainty. Numerical results for a synthetic newsvendor problem illustrate the key differences between alternative training schemes. We also investigate an economic dispatch problem based on real data to showcase the impact of the neural network architecture of the decision maps on their test performance.

From the Bayesian perspective, the category of conditional probabilities (a variant of the Kleisli category of the Giry monad, whose objects are measurable spaces and arrows are Markov kernels) gives a nice framework for conceptualization and analysis of many aspects of machine learning. Using categorical methods, we construct models for parametric and nonparametric Bayesian reasoning on function spaces, thus providing a basis for the supervised learning problem. In particular, stochastic processes are arrows to these function spaces which serve as prior probabilities. The resulting inference maps can often be analytically constructed in this symmetric monoidal weakly closed category. We also show how to view general stochastic processes using functor categories and demonstrate the Kalman filter as an archetype for the hidden Markov model.

Powerful priors allow us to perform inference with insufficient information. In this paper, we propose an autoregressive prior for 3D shapes to solve multimodal 3D tasks such as shape completion, reconstruction, and generation. We model the distribution over 3D shapes as a non-sequential autoregressive distribution over a discretized, low-dimensional, symbolic grid-like latent representation of 3D shapes. This enables us to represent distributions over 3D shapes conditioned on information from an arbitrary set of spatially anchored query locations and thus perform shape completion in such arbitrary settings (e.g., generating a complete chair given only a view of the back leg). We also show that the learned autoregressive prior can be leveraged for conditional tasks such as single-view reconstruction and language-based generation. This is achieved by learning task-specific naive conditionals which can be approximated by light-weight models trained on minimal paired data. We validate the effectiveness of the proposed method using both quantitative and qualitative evaluation and show that the proposed method outperforms the specialized state-of-the-art methods trained for individual tasks. The project page with code and video visualizations can be found at https://yccyenchicheng.github.io/AutoSDF/.

Dirichlet Process mixture models (DPMM) in combination with Gaussian kernels have been an important modeling tool for numerous data domains arising from biological, physical, and social sciences. However, this versatility in applications does not extend to strong theoretical guarantees for the underlying parameter estimates, for which only a logarithmic rate is achieved. In this work, we (re)introduce and investigate a metric, named Orlicz-Wasserstein distance, in the study of the Bayesian contraction behavior for the parameters. We show that despite the overall slow convergence guarantees for all the parameters, posterior contraction for parameters happens at almost polynomial rates in outlier regions of the parameter space. Our theoretical results provide new insight in understanding the convergence behavior of parameters arising from various settings of hierarchical Bayesian nonparametric models. In addition, we provide an algorithm to compute the metric by leveraging Sinkhorn divergences and validate our findings through a simulation study.

We introduced a novel method to solve Bayesian inverse problems governed by PDE equations with a hybrid two-level MCMC where we took advantage of the AI surrogate model speed and the accuracy of numerical models. We show theoretically the potential to solve Bayesian inverse problems accurately with only a small number of numerical samples when the AI surrogate model error is small. Several numerical experiment results are included which demonstrates the advantage of the hybrid method.

Gravitational waves from merging binary neutron stars carry characteristic information about their astrophysical properties, including masses and tidal deformabilities, that are needed to infer their radii. In this study, we use Bayesian inference to quantify the precision with which radius can inferred with upgrades in the current gravitational wave detectors and next-generation observatories such as the Einstein Telescope and Cosmic Explorer. We assign evidences for a set of plausible equations of state, which are then used as weights to obtain radius posteriors. We find that prior choices and the loudness of observed signals limit the precision and accuracy of inferred radii by current detectors. In contrast, next-generation observatories can resolve the radius precisely and accurately, across most of the mass range to within lesssim 5% for both soft and stiff equations of state. We also explore how the choice of the neutron star mass prior can influence the inferred masses and potentially affect radii measurements, finding that choosing an astrophysically motivated prior does not notably impact an individual neutron star's radius measurements.

Score-based Generative Models (SGMs) have achieved state-of-the-art synthesis results on diverse tasks. However, the current design space of the forward diffusion process is largely unexplored and often relies on physical intuition or simplifying assumptions. Leveraging results from the design of scalable Bayesian posterior samplers, we present a complete recipe for constructing forward processes in SGMs, all of which are guaranteed to converge to the target distribution of interest. We show that several existing SGMs can be cast as specific instantiations of this parameterization. Furthermore, building on this recipe, we construct a novel SGM: Phase Space Langevin Diffusion (PSLD), which performs score-based modeling in a space augmented with auxiliary variables akin to a physical phase space. We show that PSLD outperforms competing baselines in terms of sample quality and the speed-vs-quality tradeoff across different samplers on various standard image synthesis benchmarks. Moreover, we show that PSLD achieves sample quality comparable to state-of-the-art SGMs (FID: 2.10 on unconditional CIFAR-10 generation), providing an attractive alternative as an SGM backbone for further development. We will publish our code and model checkpoints for reproducibility at https://github.com/mandt-lab/PSLD.

We develop a novel method for carrying out model selection for Bayesian autoencoders (BAEs) by means of prior hyper-parameter optimization. Inspired by the common practice of type-II maximum likelihood optimization and its equivalence to Kullback-Leibler divergence minimization, we propose to optimize the distributional sliced-Wasserstein distance (DSWD) between the output of the autoencoder and the empirical data distribution. The advantages of this formulation are that we can estimate the DSWD based on samples and handle high-dimensional problems. We carry out posterior estimation of the BAE parameters via stochastic gradient Hamiltonian Monte Carlo and turn our BAE into a generative model by fitting a flexible Dirichlet mixture model in the latent space. Consequently, we obtain a powerful alternative to variational autoencoders, which are the preferred choice in modern applications of autoencoders for representation learning with uncertainty. We evaluate our approach qualitatively and quantitatively using a vast experimental campaign on a number of unsupervised learning tasks and show that, in small-data regimes where priors matter, our approach provides state-of-the-art results, outperforming multiple competitive baselines.

In this paper, we approach the problem of uncertainty quantification in deep learning through a predictive framework, which captures uncertainty in model parameters by specifying our assumptions about the predictive distribution of unseen future data. Under this view, we show that deep ensembling (Lakshminarayanan et al., 2017) is a fundamentally mis-specified model class, since it assumes that future data are supported on existing observations only -- a situation rarely encountered in practice. To address this limitation, we propose MixupMP, a method that constructs a more realistic predictive distribution using popular data augmentation techniques. MixupMP operates as a drop-in replacement for deep ensembles, where each ensemble member is trained on a random simulation from this predictive distribution. Grounded in the recently-proposed framework of Martingale posteriors (Fong et al., 2023), MixupMP returns samples from an implicitly defined Bayesian posterior. Our empirical analysis showcases that MixupMP achieves superior predictive performance and uncertainty quantification on various image classification datasets, when compared with existing Bayesian and non-Bayesian approaches.

Recent studies on inverse problems have proposed posterior samplers that leverage the pre-trained diffusion models as powerful priors. These attempts have paved the way for using diffusion models in a wide range of inverse problems. However, the existing methods entail computationally demanding iterative sampling procedures and optimize a separate solution for each measurement, which leads to limited scalability and lack of generalization capability across unseen samples. To address these limitations, we propose a novel approach, Diffusion prior-based Amortized Variational Inference (DAVI) that solves inverse problems with a diffusion prior from an amortized variational inference perspective. Specifically, instead of separate measurement-wise optimization, our amortized inference learns a function that directly maps measurements to the implicit posterior distributions of corresponding clean data, enabling a single-step posterior sampling even for unseen measurements. Extensive experiments on image restoration tasks, e.g., Gaussian deblur, 4times super-resolution, and box inpainting with two benchmark datasets, demonstrate our approach's superior performance over strong baselines. Code is available at https://github.com/mlvlab/DAVI.

We study the problem of posterior sampling in discrete-state spaces using discrete diffusion models. While posterior sampling methods for continuous diffusion models have achieved remarkable progress, analogous methods for discrete diffusion models remain challenging. In this work, we introduce a principled plug-and-play discrete diffusion posterior sampling algorithm based on split Gibbs sampling, which we call SG-DPS. Our algorithm enables reward-guided generation and solving inverse problems in discrete-state spaces. We demonstrate that SG-DPS converges to the true posterior distribution on synthetic benchmarks, and enjoys state-of-the-art posterior sampling performance on a range of benchmarks for discrete data, achieving up to 2x improved performance compared to existing baselines.

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via either Monte Carlo or expectation-maximization methods. In this work we introduce an alternative, variational inference algorithm for Markov jump processes which relies on neural ordinary differential equations, and is trainable via back-propagation. Our methodology learns neural, continuous-time representations of the observed data, that are used to approximate the initial distribution and time-dependent transition probability rates of the posterior Markov jump process. The time-independent rates of the prior process are in contrast trained akin to generative adversarial networks. We test our approach on synthetic data sampled from ground-truth Markov jump processes, experimental switching ion channel data and molecular dynamics simulations. Source code to reproduce our experiments is available online.

Bayes' rule tells us how to invert a causal process in order to update our beliefs in light of new evidence. If the process is believed to have a complex compositional structure, we may ask whether composing the inversions of the component processes gives the same belief update as the inversion of the whole. We answer this question affirmatively, showing that the relevant compositional structure is precisely that of the lens pattern, and that we can think of Bayesian inversion as a particular instance of a state-dependent morphism in a corresponding fibred category. We define a general notion of (mixed) Bayesian lens, and discuss the (un)lawfulness of these lenses when their contravariant components are exact Bayesian inversions. We prove our main result both abstractly and concretely, for both discrete and continuous states, taking care to illustrate the common structures.

We incorporate discrete and continuous time Markov processes as building blocks into probabilistic graphical models with latent and observed variables. We introduce the automatic Backward Filtering Forward Guiding (BFFG) paradigm (Mider et al., 2021) for programmable inference on latent states and model parameters. Our starting point is a generative model, a forward description of the probabilistic process dynamics. We backpropagate the information provided by observations through the model to transform the generative (forward) model into a pre-conditional model guided by the data. It approximates the actual conditional model with known likelihood-ratio between the two. The backward filter and the forward change of measure are suitable to be incorporated into a probabilistic programming context because they can be formulated as a set of transformation rules. The guided generative model can be incorporated in different approaches to efficiently sample latent states and parameters conditional on observations. We show applicability in a variety of settings, including Markov chains with discrete state space, interacting particle systems, state space models, branching diffusions and Gamma processes.

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is computationally and statistically challenging due to the large number of latent variables in the model and the strong temporal dependencies between them. In this paper, we propose a new method for inference in Bayesian GPSSMs, which overcomes the drawbacks of previous approaches, namely over-simplified assumptions, and high computational requirements. Our method is based on free-form variational inference via stochastic gradient Hamiltonian Monte Carlo within the inducing-variable formalism. Furthermore, by exploiting our proposed variational distribution, we provide a collapsed extension of our method where the inducing variables are marginalized analytically. We also showcase results when combining our framework with particle MCMC methods. We show that, on six real-world datasets, our approach can learn transition dynamics and latent states more accurately than competing methods.

Diffusion models have gained traction as powerful algorithms for synthesizing high-quality images. Central to these algorithms is the diffusion process, a set of equations which maps data to noise in a way that can significantly affect performance. In this paper, we explore whether the diffusion process can be learned from data. Our work is grounded in Bayesian inference and seeks to improve log-likelihood estimation by casting the learned diffusion process as an approximate variational posterior that yields a tighter lower bound (ELBO) on the likelihood. A widely held assumption is that the ELBO is invariant to the noise process: our work dispels this assumption and proposes multivariate learned adaptive noise (MULAN), a learned diffusion process that applies noise at different rates across an image. Specifically, our method relies on a multivariate noise schedule that is a function of the data to ensure that the ELBO is no longer invariant to the choice of the noise schedule as in previous works. Empirically, MULAN sets a new state-of-the-art in density estimation on CIFAR-10 and ImageNet and reduces the number of training steps by 50%. Code is available at https://github.com/s-sahoo/MuLAN

Latent Gaussian process (GP) models are widely used in neuroscience to uncover hidden state evolutions from sequential observations, mainly in neural activity recordings. While latent GP models provide a principled and powerful solution in theory, the intractable posterior in non-conjugate settings necessitates approximate inference schemes, which may lack scalability. In this work, we propose cvHM, a general inference framework for latent GP models leveraging Hida-Mat\'ern kernels and conjugate computation variational inference (CVI). With cvHM, we are able to perform variational inference of latent neural trajectories with linear time complexity for arbitrary likelihoods. The reparameterization of stationary kernels using Hida-Mat\'ern GPs helps us connect the latent variable models that encode prior assumptions through dynamical systems to those that encode trajectory assumptions through GPs. In contrast to previous work, we use bidirectional information filtering, leading to a more concise implementation. Furthermore, we employ the Whittle approximate likelihood to achieve highly efficient hyperparameter learning.

Neural network (NN) potentials promise highly accurate molecular dynamics (MD) simulations within the computational complexity of classical MD force fields. However, when applied outside their training domain, NN potential predictions can be inaccurate, increasing the need for Uncertainty Quantification (UQ). Bayesian modeling provides the mathematical framework for UQ, but classical Bayesian methods based on Markov chain Monte Carlo (MCMC) are computationally intractable for NN potentials. By training graph NN potentials for coarse-grained systems of liquid water and alanine dipeptide, we demonstrate here that scalable Bayesian UQ via stochastic gradient MCMC (SG-MCMC) yields reliable uncertainty estimates for MD observables. We show that cold posteriors can reduce the required training data size and that for reliable UQ, multiple Markov chains are needed. Additionally, we find that SG-MCMC and the Deep Ensemble method achieve comparable results, despite shorter training and less hyperparameter tuning of the latter. We show that both methods can capture aleatoric and epistemic uncertainty reliably, but not systematic uncertainty, which needs to be minimized by adequate modeling to obtain accurate credible intervals for MD observables. Our results represent a step towards accurate UQ that is of vital importance for trustworthy NN potential-based MD simulations required for decision-making in practice.

We show that taking the width and depth to infinity in a deep neural network with skip connections, when branches are scaled by 1/depth (the only nontrivial scaling), result in the same covariance structure no matter how that limit is taken. This explains why the standard infinite-width-then-depth approach provides practical insights even for networks with depth of the same order as width. We also demonstrate that the pre-activations, in this case, have Gaussian distributions which has direct applications in Bayesian deep learning. We conduct extensive simulations that show an excellent match with our theoretical findings.

Bayesian filtering approximates the true underlying behavior of a time-varying system by inverting an explicit generative model to convert noisy measurements into state estimates. This process typically requires either storage, inversion, and multiplication of large matrices or Monte Carlo estimation, neither of which are practical in high-dimensional state spaces such as the weight spaces of artificial neural networks. Here, we frame the standard Bayesian filtering problem as optimization over a time-varying objective. Instead of maintaining matrices for the filtering equations or simulating particles, we specify an optimizer that defines the Bayesian filter implicitly. In the linear-Gaussian setting, we show that every Kalman filter has an equivalent formulation using K steps of gradient descent. In the nonlinear setting, our experiments demonstrate that our framework results in filters that are effective, robust, and scalable to high-dimensional systems, comparing well against the standard toolbox of Bayesian filtering solutions. We suggest that it is easier to fine-tune an optimizer than it is to specify the correct filtering equations, making our framework an attractive option for high-dimensional filtering problems.

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or whether a patient has died or not), because the ground-truth probabilities of the events of interest are typically unknown. The problem is therefore analogous to binary classification, with the difference that the objective is to estimate probabilities rather than predicting the specific outcome. This work investigates probability estimation from high-dimensional data using deep neural networks. There exist several methods to improve the probabilities generated by these models but they mostly focus on model (epistemic) uncertainty. For problems with inherent uncertainty, it is challenging to evaluate performance without access to ground-truth probabilities. To address this, we build a synthetic dataset to study and compare different computable metrics. We evaluate existing methods on the synthetic data as well as on three real-world probability estimation tasks, all of which involve inherent uncertainty: precipitation forecasting from radar images, predicting cancer patient survival from histopathology images, and predicting car crashes from dashcam videos. We also give a theoretical analysis of a model for high-dimensional probability estimation which reproduces several of the phenomena evinced in our experiments. Finally, we propose a new method for probability estimation using neural networks, which modifies the training process to promote output probabilities that are consistent with empirical probabilities computed from the data. The method outperforms existing approaches on most metrics on the simulated as well as real-world data.

Bayesian persuasion studies how an informed sender should influence beliefs of rational receivers who take decisions through Bayesian updating of a common prior. We focus on the online Bayesian persuasion framework, in which the sender repeatedly faces one or more receivers with unknown and adversarially selected types. First, we show how to obtain a tight tilde O(T^{1/2}) regret bound in the case in which the sender faces a single receiver and has partial feedback, improving over the best previously known bound of tilde O(T^{4/5}). Then, we provide the first no-regret guarantees for the multi-receiver setting under partial feedback. Finally, we show how to design no-regret algorithms with polynomial per-iteration running time by exploiting type reporting, thereby circumventing known intractability results on online Bayesian persuasion. We provide efficient algorithms guaranteeing a O(T^{1/2}) regret upper bound both in the single- and multi-receiver scenario when type reporting is allowed.

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather prediction, and urban planning. Neural Partial Differential Equations (Neural PDEs), which combine deep learning (DL) techniques with domain expertise (e.g., governing equations) for parameterization, have proven to be effective in capturing valuable correlations within spatiotemporal datasets. However, sparse and noisy measurements coupled with modeling approximation introduce aleatoric and epistemic uncertainties. Therefore, quantifying uncertainties propagated from model inputs to outputs remains a challenge and an essential goal for establishing the trustworthiness of Neural PDEs. This work evaluates various Uncertainty Quantification (UQ) approaches for both Forward and Inverse Problems in scientific applications. Specifically, we investigate the effectiveness of Bayesian methods, such as Hamiltonian Monte Carlo (HMC) and Monte-Carlo Dropout (MCD), and a more conventional approach, Deep Ensembles (DE). To illustrate their performance, we take two canonical PDEs: Burger's equation and the Navier-Stokes equation. Our results indicate that Neural PDEs can effectively reconstruct flow systems and predict the associated unknown parameters. However, it is noteworthy that the results derived from Bayesian methods, based on our observations, tend to display a higher degree of certainty in their predictions as compared to those obtained using the DE. This elevated certainty in predictions suggests that Bayesian techniques might underestimate the true underlying uncertainty, thereby appearing more confident in their predictions than the DE approach.

In this paper, we present a novel approach to accelerate the Bayesian inference process, focusing specifically on the nested sampling algorithms. Bayesian inference plays a crucial role in cosmological parameter estimation, providing a robust framework for extracting theoretical insights from observational data. However, its computational demands can be substantial, primarily due to the need for numerous likelihood function evaluations. Our proposed method utilizes the power of deep learning, employing feedforward neural networks to approximate the likelihood function dynamically during the Bayesian inference process. Unlike traditional approaches, our method trains neural networks on-the-fly using the current set of live points as training data, without the need for pre-training. This flexibility enables adaptation to various theoretical models and datasets. We perform simple hyperparameter optimization using genetic algorithms to suggest initial neural network architectures for learning each likelihood function. Once sufficient accuracy is achieved, the neural network replaces the original likelihood function. The implementation integrates with nested sampling algorithms and has been thoroughly evaluated using both simple cosmological dark energy models and diverse observational datasets. Additionally, we explore the potential of genetic algorithms for generating initial live points within nested sampling inference, opening up new avenues for enhancing the efficiency and effectiveness of Bayesian inference methods.

The successes of modern deep machine learning methods are founded on their ability to transform inputs across multiple layers to build good high-level representations. It is therefore critical to understand this process of representation learning. However, standard theoretical approaches (formally NNGPs) involving infinite width limits eliminate representation learning. We therefore develop a new infinite width limit, the Bayesian representation learning limit, that exhibits representation learning mirroring that in finite-width models, yet at the same time, retains some of the simplicity of standard infinite-width limits. In particular, we show that Deep Gaussian processes (DGPs) in the Bayesian representation learning limit have exactly multivariate Gaussian posteriors, and the posterior covariances can be obtained by optimizing an interpretable objective combining a log-likelihood to improve performance with a series of KL-divergences which keep the posteriors close to the prior. We confirm these results experimentally in wide but finite DGPs. Next, we introduce the possibility of using this limit and objective as a flexible, deep generalisation of kernel methods, that we call deep kernel machines (DKMs). Like most naive kernel methods, DKMs scale cubically in the number of datapoints. We therefore use methods from the Gaussian process inducing point literature to develop a sparse DKM that scales linearly in the number of datapoints. Finally, we extend these approaches to NNs (which have non-Gaussian posteriors) in the Appendices.

Treatment effect estimation in continuous time is crucial for personalized medicine. However, existing methods for this task are limited to point estimates of the potential outcomes, whereas uncertainty estimates have been ignored. Needless to say, uncertainty quantification is crucial for reliable decision-making in medical applications. To fill this gap, we propose a novel Bayesian neural controlled differential equation (BNCDE) for treatment effect estimation in continuous time. In our BNCDE, the time dimension is modeled through a coupled system of neural controlled differential equations and neural stochastic differential equations, where the neural stochastic differential equations allow for tractable variational Bayesian inference. Thereby, for an assigned sequence of treatments, our BNCDE provides meaningful posterior predictive distributions of the potential outcomes. To the best of our knowledge, ours is the first tailored neural method to provide uncertainty estimates of treatment effects in continuous time. As such, our method is of direct practical value for promoting reliable decision-making in medicine.

A fundamental question in modern machine learning is why large, over-parameterized models, such as deep neural networks and transformers, tend to generalize well, even when their number of parameters far exceeds the number of training samples. We investigate this phenomenon through the lens of information theory, grounded in universal learning theory. Specifically, we study a Bayesian mixture learner with log-loss and (almost) uniform prior over an expansive hypothesis class. Our key result shows that the learner's regret is not determined by the overall size of the hypothesis class, but rather by the cumulative probability of all models that are close, in Kullback-Leibler divergence distance, to the true data-generating process. We refer to this cumulative probability as the weight of the hypothesis. This leads to a natural notion of model simplicity: simple models are those with large weight and thus require fewer samples to generalize, while complex models have small weight and need more data. This perspective provides a rigorous and intuitive explanation for why over-parameterized models often avoid overfitting: the presence of simple hypotheses allows the posterior to concentrate on them when supported by the data. We further bridge theory and practice by recalling that stochastic gradient descent with Langevin dynamics samples from the correct posterior distribution, enabling our theoretical learner to be approximated using standard machine learning methods combined with ensemble learning. Our analysis yields non-uniform regret bounds and aligns with key practical concepts such as flat minima and model distillation. The results apply broadly across online, batch, and supervised learning settings, offering a unified and principled understanding of the generalization behavior of modern AI systems.

Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques usually incur overhead by having to train multiple model instances or do not produce very diverse predictions. This comprehensive and extensive survey aims to familiarize the reader with an alternative class of models based on the concept of Evidential Deep Learning: For unfamiliar data, they aim to admit "what they don't know", and fall back onto a prior belief. Furthermore, they allow uncertainty estimation in a single model and forward pass by parameterizing distributions over distributions. This survey recapitulates existing works, focusing on the implementation in a classification setting, before surveying the application of the same paradigm to regression. We also reflect on the strengths and weaknesses compared to other existing methods and provide the most fundamental derivations using a unified notation to aid future research.

Diffusion models have impressive image generation capability, but low-quality generations still exist, and their identification remains challenging due to the lack of a proper sample-wise metric. To address this, we propose BayesDiff, a pixel-wise uncertainty estimator for generations from diffusion models based on Bayesian inference. In particular, we derive a novel uncertainty iteration principle to characterize the uncertainty dynamics in diffusion, and leverage the last-layer Laplace approximation for efficient Bayesian inference. The estimated pixel-wise uncertainty can not only be aggregated into a sample-wise metric to filter out low-fidelity images but also aids in augmenting successful generations and rectifying artifacts in failed generations in text-to-image tasks. Extensive experiments demonstrate the efficacy of BayesDiff and its promise for practical applications.

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal hyper-parameters during an iterative sequential process. However, most of the Bayesian Optimization algorithms are designed to select models for effectiveness only and ignore the important issue of model training efficiency. Given that both model effectiveness and training time are important for real-world applications, models selected for effectiveness may not meet the strict training time requirements necessary to deploy in a production environment. In this work, we present a unified Bayesian Optimization framework for jointly optimizing models for both prediction effectiveness and training efficiency. We propose an objective that captures the tradeoff between these two metrics and demonstrate how we can jointly optimize them in a principled Bayesian Optimization framework. Experiments on model selection for recommendation tasks indicate models selected this way significantly improves model training efficiency while maintaining strong effectiveness as compared to state-of-the-art Bayesian Optimization algorithms.

This work is about estimating the hallucination rate for in-context learning (ICL) with Generative AI. In ICL, a conditional generative model (CGM) is prompted with a dataset and asked to make a prediction based on that dataset. The Bayesian interpretation of ICL assumes that the CGM is calculating a posterior predictive distribution over an unknown Bayesian model of a latent parameter and data. With this perspective, we define a hallucination as a generated prediction that has low-probability under the true latent parameter. We develop a new method that takes an ICL problem -- that is, a CGM, a dataset, and a prediction question -- and estimates the probability that a CGM will generate a hallucination. Our method only requires generating queries and responses from the model and evaluating its response log probability. We empirically evaluate our method on synthetic regression and natural language ICL tasks using large language models.

A new prior is proposed for learning representations of high-level concepts of the kind we manipulate with language. This prior can be combined with other priors in order to help disentangling abstract factors from each other. It is inspired by cognitive neuroscience theories of consciousness, seen as a bottleneck through which just a few elements, after having been selected by attention from a broader pool, are then broadcast and condition further processing, both in perception and decision-making. The set of recently selected elements one becomes aware of is seen as forming a low-dimensional conscious state. This conscious state is combining the few concepts constituting a conscious thought, i.e., what one is immediately conscious of at a particular moment. We claim that this architectural and information-processing constraint corresponds to assumptions about the joint distribution between high-level concepts. To the extent that these assumptions are generally true (and the form of natural language seems consistent with them), they can form a useful prior for representation learning. A low-dimensional thought or conscious state is analogous to a sentence: it involves only a few variables and yet can make a statement with very high probability of being true. This is consistent with a joint distribution (over high-level concepts) which has the form of a sparse factor graph, i.e., where the dependencies captured by each factor of the factor graph involve only very few variables while creating a strong dip in the overall energy function. The consciousness prior also makes it natural to map conscious states to natural language utterances or to express classical AI knowledge in a form similar to facts and rules, albeit capturing uncertainty as well as efficient search mechanisms implemented by attention mechanisms.

In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition functions and the types of portfolio strategies used in papers discussing Bayesian Optimization. We also replicate the experiments and report our findings and compare them to the results in the paper. Code link: https://colab.research.google.com/drive/1GZ14klEDoe3dcBeZKo5l8qqrKf_GmBDn?usp=sharing#scrollTo=XgIBau3O45_V.

Denoisers play a central role in many applications, from noise suppression in low-grade imaging sensors, to empowering score-based generative models. The latter category of methods makes use of Tweedie's formula, which links the posterior mean in Gaussian denoising (\ie the minimum MSE denoiser) with the score of the data distribution. Here, we derive a fundamental relation between the higher-order central moments of the posterior distribution, and the higher-order derivatives of the posterior mean. We harness this result for uncertainty quantification of pre-trained denoisers. Particularly, we show how to efficiently compute the principal components of the posterior distribution for any desired region of an image, as well as to approximate the full marginal distribution along those (or any other) one-dimensional directions. Our method is fast and memory-efficient, as it does not explicitly compute or store the high-order moment tensors and it requires no training or fine tuning of the denoiser. Code and examples are available on the project webpage in https://hilamanor.github.io/GaussianDenoisingPosterior/ .

In standard autoregressive generation, an LLM predicts the next-token distribution, samples a discrete token, and then discards the distribution, passing only the sampled token as new input. To preserve this distribution's rich information, we propose Mixture of Inputs (MoI), a training-free method for autoregressive generation. After generating a token following the standard paradigm, we construct a new input that blends the generated discrete token with the previously discarded token distribution. Specifically, we employ a Bayesian estimation method that treats the token distribution as the prior, the sampled token as the observation, and replaces the conventional one-hot vector with the continuous posterior expectation as the new model input. MoI allows the model to maintain a richer internal representation throughout the generation process, resulting in improved text quality and reasoning capabilities. On mathematical reasoning, code generation, and PhD-level QA tasks, MoI consistently improves performance across multiple models including QwQ-32B, Nemotron-Super-49B, Gemma-3-27B, and DAPO-Qwen-32B, with no additional training and negligible computational overhead.

The recent detection of nanohertz stochastic gravitational-wave backgrounds (SGWBs) by pulsar timing arrays (PTAs) promises unique insights into astrophysical and cosmological origins. However, traditional Markov Chain Monte Carlo (MCMC) approaches become prohibitively expensive for large datasets. We employ a normalizing flow (NF)-based machine learning framework to accelerate Bayesian inference in PTA analyses. For the first time, we perform Bayesian model comparison across SGWB source models in the framework of machine learning by training NF architectures on the PTA dataset (NANOGrav 15-year) and enabling direct evidence estimation via learned harmonic mean estimators. Our examples include 10 conventional SGWB source models such as supermassive black hole binaries, power-law spectrum, cosmic strings, domain walls, scalar-induced GWs, first-order phase transitions, and dual scenario/inflationary gravitational wave. Our approach jointly infers 20 red noise parameters and 2 SGWB parameters per model in sim 20\,hours (including training), compared to sim 10\,days with MCMC. Critically, the NF method preserves rigorous model selection accuracy, with small Hellinger distances (lesssim 0.3) relative to MCMC posteriors, and reproduces MCMC-based Bayes factors across all tested scenarios. This scalable technique for SGWB source comparison will be essential for future PTA expansions and next-generation arrays such as the SKA, offering orders-of-magnitude efficiency gains without sacrificing physical interpretability.

Variational inference (VI) seeks to approximate a target distribution pi by an element of a tractable family of distributions. Of key interest in statistics and machine learning is Gaussian VI, which approximates pi by minimizing the Kullback-Leibler (KL) divergence to pi over the space of Gaussians. In this work, we develop the (Stochastic) Forward-Backward Gaussian Variational Inference (FB-GVI) algorithm to solve Gaussian VI. Our approach exploits the composite structure of the KL divergence, which can be written as the sum of a smooth term (the potential) and a non-smooth term (the entropy) over the Bures-Wasserstein (BW) space of Gaussians endowed with the Wasserstein distance. For our proposed algorithm, we obtain state-of-the-art convergence guarantees when pi is log-smooth and log-concave, as well as the first convergence guarantees to first-order stationary solutions when pi is only log-smooth.

The paper studies the linear model for Bitcoin price which includes regression features based on Bitcoin currency statistics, mining processes, Google search trends, Wikipedia pages visits. The pattern of deviation of regression model prediction from real prices is simpler comparing to price time series. It is assumed that this pattern can be predicted by an experienced expert. In such a way, using the combination of the regression model and expert correction, one can receive better results than with either regression model or expert opinion only. It is shown that Bayesian approach makes it possible to utilize the probabilistic approach using distributions with fat tails and take into account the outliers in Bitcoin price time series.

Bayesian optimization (BO) has contributed greatly to improving model performance by suggesting promising hyperparameter configurations iteratively based on observations from multiple training trials. However, only partial knowledge (i.e., the measured performances of trained models and their hyperparameter configurations) from previous trials is transferred. On the other hand, Self-Distillation (SD) only transfers partial knowledge learned by the task model itself. To fully leverage the various knowledge gained from all training trials, we propose the BOSS framework, which combines BO and SD. BOSS suggests promising hyperparameter configurations through BO and carefully selects pre-trained models from previous trials for SD, which are otherwise abandoned in the conventional BO process. BOSS achieves significantly better performance than both BO and SD in a wide range of tasks including general image classification, learning with noisy labels, semi-supervised learning, and medical image analysis tasks.

Prior-data fitted networks (PFNs) were recently proposed as a new paradigm for machine learning. Instead of training the network to an observed training set, a fixed model is pre-trained offline on small, simulated training sets from a variety of tasks. The pre-trained model is then used to infer class probabilities in-context on fresh training sets with arbitrary size and distribution. Empirically, PFNs achieve state-of-the-art performance on tasks with similar size to the ones used in pre-training. Surprisingly, their accuracy further improves when passed larger data sets during inference. This article establishes a theoretical foundation for PFNs and illuminates the statistical mechanisms governing their behavior. While PFNs are motivated by Bayesian ideas, a purely frequentistic interpretation of PFNs as pre-tuned, but untrained predictors explains their behavior. A predictor's variance vanishes if its sensitivity to individual training samples does and the bias vanishes only if it is appropriately localized around the test feature. The transformer architecture used in current PFN implementations ensures only the former. These findings shall prove useful for designing architectures with favorable empirical behavior.

Model uncertainty and limited data are fundamental challenges to robust management of human intervention in a natural system. These challenges are acutely highlighted by concerns that many ecological systems may contain tipping points, such as Allee population sizes. Before a collapse, we do not know where the tipping points lie, if they exist at all. Hence, we know neither a complete model of the system dynamics nor do we have access to data in some large region of state-space where such a tipping point might exist. We illustrate how a Bayesian Non-Parametric (BNP) approach using a Gaussian Process (GP) prior provides a flexible representation of this inherent uncertainty. We embed GPs in a Stochastic Dynamic Programming (SDP) framework in order to make robust management predictions with both model uncertainty and limited data. We use simulations to evaluate this approach as compared with the standard approach of using model selection to choose from a set of candidate models. We find that model selection erroneously favors models without tipping points -- leading to harvest policies that guarantee extinction. The GPDP performs nearly as well as the true model and significantly outperforms standard approaches. We illustrate this using examples of simulated single-species dynamics, where the standard model selection approach should be most effective, and find that it still fails to account for uncertainty appropriately and leads to population crashes, while management based on the GPDP does not, since it does not underestimate the uncertainty outside of the observed data.

Solving Bayesian inverse problems efficiently remains a significant challenge due to the complexity of posterior distributions and the computational cost of traditional sampling methods. Given a series of observations and the forward model, we want to recover the distribution of the parameters, conditioned on observed experimental data. We show, that combining Conditional Flow Mathching (CFM) with transformer-based architecture, we can efficiently sample from such kind of distribution, conditioned on variable number of observations.

Predictions made by deep learning models are prone to data perturbations, adversarial attacks, and out-of-distribution inputs. To build a trusted AI system, it is therefore critical to accurately quantify the prediction uncertainties. While current efforts focus on improving uncertainty quantification accuracy and efficiency, there is a need to identify uncertainty sources and take actions to mitigate their effects on predictions. Therefore, we propose to develop explainable and actionable Bayesian deep learning methods to not only perform accurate uncertainty quantification but also explain the uncertainties, identify their sources, and propose strategies to mitigate the uncertainty impacts. Specifically, we introduce a gradient-based uncertainty attribution method to identify the most problematic regions of the input that contribute to the prediction uncertainty. Compared to existing methods, the proposed UA-Backprop has competitive accuracy, relaxed assumptions, and high efficiency. Moreover, we propose an uncertainty mitigation strategy that leverages the attribution results as attention to further improve the model performance. Both qualitative and quantitative evaluations are conducted to demonstrate the effectiveness of our proposed methods.

In any ranking system, the retrieval model outputs a single score for a document based on its belief on how relevant it is to a given search query. While retrieval models have continued to improve with the introduction of increasingly complex architectures, few works have investigated a retrieval model's belief in the score beyond the scope of a single value. We argue that capturing the model's uncertainty with respect to its own scoring of a document is a critical aspect of retrieval that allows for greater use of current models across new document distributions, collections, or even improving effectiveness for down-stream tasks. In this paper, we address this problem via an efficient Bayesian framework for retrieval models which captures the model's belief in the relevance score through a stochastic process while adding only negligible computational overhead. We evaluate this belief via a ranking based calibration metric showing that our approximate Bayesian framework significantly improves a retrieval model's ranking effectiveness through a risk aware reranking as well as its confidence calibration. Lastly, we demonstrate that this additional uncertainty information is actionable and reliable on down-stream tasks represented via cutoff prediction.

The PRObabilistic Value-Added Bright Galaxy Survey (PROVABGS) catalog will provide measurements of galaxy properties, such as stellar mass (M_*), star formation rate ({rm SFR}), stellar metallicity (Z_{rm MW}), and stellar age (t_{rm age, MW}), for >10 million galaxies of the DESI Bright Galaxy Survey. Full posterior distributions of the galaxy properties will be inferred using state-of-the-art Bayesian spectral energy distribution (SED) modeling of DESI spectroscopy and Legacy Surveys photometry. In this work, we present the SED model, Bayesian inference framework, and methodology of PROVABGS. Furthermore, we apply the PROVABGS SED modeling on realistic synthetic DESI spectra and photometry, constructed using the L-GALAXIES semi-analytic model. We compare the inferred galaxy properties to the true galaxy properties of the simulation using a hierarchical Bayesian framework to quantify accuracy and precision. Overall, we accurately infer the true M_*, {rm SFR}, Z_{rm MW}, and t_{rm age, MW} of the simulated galaxies. However, the priors on galaxy properties induced by the SED model have a significant impact on the posteriors. They impose a {rm SFR}{>}10^{-1} M_odot/{rm yr} lower bound on {rm SFR}, a {sim}0.3 dex bias on log Z_{rm MW} for galaxies with low spectral signal-to-noise, and t_{rm age, MW} < 8,{rm Gyr} upper bound on stellar age. This work also demonstrates that a joint analysis of spectra and photometry significantly improves the constraints on galaxy properties over photometry alone and is necessary to mitigate the impact of the priors. With the methodology presented and validated in this work, PROVABGS will maximize information extracted from DESI observations and provide a probabilistic value-added galaxy catalog that will extend current galaxy studies to new regimes and unlock cutting-edge probabilistic analyses.

Bayesian Optimization (BO) is typically used to optimize an unknown function f that is noisy and costly to evaluate, by exploiting an acquisition function that must be maximized at each optimization step. Even if provably asymptotically optimal BO algorithms are efficient at optimizing low-dimensional functions, scaling them to high-dimensional spaces remains an open problem, often tackled by assuming an additive structure for f. By doing so, BO algorithms typically introduce additional restrictive assumptions on the additive structure that reduce their applicability domain. This paper contains two main contributions: (i) we relax the restrictive assumptions on the additive structure of f without weakening the maximization guarantees of the acquisition function, and (ii) we address the over-exploration problem for decentralized BO algorithms. To these ends, we propose DuMBO, an asymptotically optimal decentralized BO algorithm that achieves very competitive performance against state-of-the-art BO algorithms, especially when the additive structure of f comprises high-dimensional factors.

This paper introduces a novel type theory and logic for probabilistic reasoning. Its logic is quantitative, with fuzzy predicates. It includes normalisation and conditioning of states. This conditioning uses a key aspect that distinguishes our probabilistic type theory from quantum type theory, namely the bijective correspondence between predicates and side-effect free actions (called instrument, or assert, maps). The paper shows how suitable computation rules can be derived from this predicate-action correspondence, and uses these rules for calculating conditional probabilities in two well-known examples of Bayesian reasoning in (graphical) models. Our type theory may thus form the basis for a mechanisation of Bayesian inference.

In Online Continual Learning (OCL) a learning system receives a stream of data and sequentially performs prediction and training steps. Important challenges in OCL are concerned with automatic adaptation to the particular non-stationary structure of the data, and with quantification of predictive uncertainty. Motivated by these challenges we introduce a probabilistic Bayesian online learning model by using a (possibly pretrained) neural representation and a state space model over the linear predictor weights. Non-stationarity over the linear predictor weights is modelled using a parameter drift transition density, parametrized by a coefficient that quantifies forgetting. Inference in the model is implemented with efficient Kalman filter recursions which track the posterior distribution over the linear weights, while online SGD updates over the transition dynamics coefficient allows to adapt to the non-stationarity seen in data. While the framework is developed assuming a linear Gaussian model, we also extend it to deal with classification problems and for fine-tuning the deep learning representation. In a set of experiments in multi-class classification using data sets such as CIFAR-100 and CLOC we demonstrate the predictive ability of the model and its flexibility to capture non-stationarity.

In discriminative settings such as regression and classification there are two random variables at play, the inputs X and the targets Y. Here, we demonstrate that the Variational Information Bottleneck can be viewed as a compromise between fully empirical and fully Bayesian objectives, attempting to minimize the risks due to finite sampling of Y only. We argue that this approach provides some of the benefits of Bayes while requiring only some of the work.

Variational inference using the reparameterization trick has enabled large-scale approximate Bayesian inference in complex probabilistic models, leveraging stochastic optimization to sidestep intractable expectations. The reparameterization trick is applicable when we can simulate a random variable by applying a differentiable deterministic function on an auxiliary random variable whose distribution is fixed. For many distributions of interest (such as the gamma or Dirichlet), simulation of random variables relies on acceptance-rejection sampling. The discontinuity introduced by the accept-reject step means that standard reparameterization tricks are not applicable. We propose a new method that lets us leverage reparameterization gradients even when variables are outputs of a acceptance-rejection sampling algorithm. Our approach enables reparameterization on a larger class of variational distributions. In several studies of real and synthetic data, we show that the variance of the estimator of the gradient is significantly lower than other state-of-the-art methods. This leads to faster convergence of stochastic gradient variational inference.

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly introducing sparsity throughout the training or by post-training compression of dense BNNs. The dilemma of how to cut down massive training costs remains, particularly given the requirement to learn about the uncertainty. To solve this challenge, we introduce Sparse Subspace Variational Inference (SSVI), the first fully sparse BNN framework that maintains a consistently highly sparse Bayesian model throughout the training and inference phases. Starting from a randomly initialized low-dimensional sparse subspace, our approach alternately optimizes the sparse subspace basis selection and its associated parameters. While basis selection is characterized as a non-differentiable problem, we approximate the optimal solution with a removal-and-addition strategy, guided by novel criteria based on weight distribution statistics. Our extensive experiments show that SSVI sets new benchmarks in crafting sparse BNNs, achieving, for instance, a 10-20x compression in model size with under 3\% performance drop, and up to 20x FLOPs reduction during training compared with dense VI training. Remarkably, SSVI also demonstrates enhanced robustness to hyperparameters, reducing the need for intricate tuning in VI and occasionally even surpassing VI-trained dense BNNs on both accuracy and uncertainty metrics.

Identifying how much a model {p}_{theta}(Y|X) knows about the stochastic real-world process p(Y|X) it was trained on is important to ensure it avoids producing incorrect or "hallucinated" answers or taking unsafe actions. But this is difficult for generative models because probabilistic predictions do not distinguish between per-response noise (aleatoric uncertainty) and lack of knowledge about the process (epistemic uncertainty), and existing epistemic uncertainty quantification techniques tend to be overconfident when the model underfits. We propose a general strategy for teaching a model to both approximate p(Y|X) and also estimate the remaining gaps between {p}_{theta}(Y|X) and p(Y|X): train it to predict pairs of independent responses drawn from the true conditional distribution, allow it to "cheat" by observing one response while predicting the other, then measure how much it cheats. Remarkably, we prove that being good at cheating (i.e. cheating whenever it improves your prediction) is equivalent to being second-order calibrated, a principled extension of ordinary calibration that allows us to construct provably-correct frequentist confidence intervals for p(Y|X) and detect incorrect responses with high probability. We demonstrate empirically that our approach accurately estimates how much models don't know across ambiguous image classification, (synthetic) language modeling, and partially-observable navigation tasks, outperforming existing techniques.

Machine learning models are often trained to predict the outcome resulting from a human decision. For example, if a doctor decides to test a patient for disease, will the patient test positive? A challenge is that historical decision-making determines whether the outcome is observed: we only observe test outcomes for patients doctors historically tested. Untested patients, for whom outcomes are unobserved, may differ from tested patients along observed and unobserved dimensions. We propose a Bayesian model class which captures this setting. The purpose of the model is to accurately estimate risk for both tested and untested patients. Estimating this model is challenging due to the wide range of possibilities for untested patients. To address this, we propose two domain constraints which are plausible in health settings: a prevalence constraint, where the overall disease prevalence is known, and an expertise constraint, where the human decision-maker deviates from purely risk-based decision-making only along a constrained feature set. We show theoretically and on synthetic data that domain constraints improve parameter inference. We apply our model to a case study of cancer risk prediction, showing that the model's inferred risk predicts cancer diagnoses, its inferred testing policy captures known public health policies, and it can identify suboptimalities in test allocation. Though our case study is in healthcare, our analysis reveals a general class of domain constraints which can improve model estimation in many settings.

The Evidence Lower Bound (ELBO) is a quantity that plays a key role in variational inference. It can also be used as a criterion in model selection. However, though extremely popular in practice in the variational Bayes community, there has never been a general theoretic justification for selecting based on the ELBO. In this paper, we show that the ELBO maximization strategy has strong theoretical guarantees, and is robust to model misspecification while most works rely on the assumption that one model is correctly specified. We illustrate our theoretical results by an application to the selection of the number of principal components in probabilistic PCA.

Diffusion models have been recently studied as powerful generative inverse problem solvers, owing to their high quality reconstructions and the ease of combining existing iterative solvers. However, most works focus on solving simple linear inverse problems in noiseless settings, which significantly under-represents the complexity of real-world problems. In this work, we extend diffusion solvers to efficiently handle general noisy (non)linear inverse problems via approximation of the posterior sampling. Interestingly, the resulting posterior sampling scheme is a blended version of diffusion sampling with the manifold constrained gradient without a strict measurement consistency projection step, yielding a more desirable generative path in noisy settings compared to the previous studies. Our method demonstrates that diffusion models can incorporate various measurement noise statistics such as Gaussian and Poisson, and also efficiently handle noisy nonlinear inverse problems such as Fourier phase retrieval and non-uniform deblurring. Code available at https://github.com/DPS2022/diffusion-posterior-sampling

We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching problem into a mean estimation one. By estimating the means of the regularized posterior distributions, we derive a novel Monte Carlo sampling algorithm called reverse diffusion Monte Carlo (rdMC), which is distinct from the Markov chain Monte Carlo (MCMC) methods. We determine the sample size from the error tolerance and the properties of the posterior distribution to yield an algorithm that can approximately sample the target distribution with any desired accuracy. Additionally, we demonstrate and prove under suitable conditions that sampling with rdMC can be significantly faster than that with MCMC. For multi-modal target distributions such as those in Gaussian mixture models, rdMC greatly improves over the Langevin-style MCMC sampling methods both theoretically and in practice. The proposed rdMC method offers a new perspective and solution beyond classical MCMC algorithms for the challenging complex distributions.

We introduce the Probabilistic Worldbuilding Model (PWM), a new fully-symbolic Bayesian model of semantic parsing and reasoning, as a first step in a research program toward more domain- and task-general NLU and AI. Humans create internal mental models of their observations which greatly aid in their ability to understand and reason about a large variety of problems. In PWM, the meanings of sentences, acquired facts about the world, and intermediate steps in reasoning are all expressed in a human-readable formal language, with the design goal of interpretability. PWM is Bayesian, designed specifically to be able to generalize to new domains and new tasks. We derive and implement an inference algorithm that reads sentences by parsing and abducing updates to its latent world model that capture the semantics of those sentences, and evaluate it on two out-of-domain question-answering datasets: (1) ProofWriter and (2) a new dataset we call FictionalGeoQA, designed to be more representative of real language but still simple enough to focus on evaluating reasoning ability, while being robust against heuristics. Our method outperforms baselines on both, thereby demonstrating its value as a proof-of-concept.

Rigorous statistical evaluations of large language models (LLMs), including valid error bars and significance testing, are essential for meaningful and reliable performance assessment. Currently, when such statistical measures are reported, they typically rely on the Central Limit Theorem (CLT). In this position paper, we argue that while CLT-based methods for uncertainty quantification are appropriate when benchmarks consist of thousands of examples, they fail to provide adequate uncertainty estimates for LLM evaluations that rely on smaller, highly specialized benchmarks. In these small-data settings, we demonstrate that CLT-based methods perform very poorly, usually dramatically underestimating uncertainty (i.e. producing error bars that are too small). We give recommendations for alternative frequentist and Bayesian methods that are both easy to implement and more appropriate in these increasingly common scenarios. We provide a simple Python library for these Bayesian methods at https://github.com/sambowyer/bayes_evals .

Deep Neural Networks (DNNs) are powerful tools for various computer vision tasks, yet they often struggle with reliable uncertainty quantification - a critical requirement for real-world applications. Bayesian Neural Networks (BNN) are equipped for uncertainty estimation but cannot scale to large DNNs that are highly unstable to train. To address this challenge, we introduce the Adaptable Bayesian Neural Network (ABNN), a simple and scalable strategy to seamlessly transform DNNs into BNNs in a post-hoc manner with minimal computational and training overheads. ABNN preserves the main predictive properties of DNNs while enhancing their uncertainty quantification abilities through simple BNN adaptation layers (attached to normalization layers) and a few fine-tuning steps on pre-trained models. We conduct extensive experiments across multiple datasets for image classification and semantic segmentation tasks, and our results demonstrate that ABNN achieves state-of-the-art performance without the computational budget typically associated with ensemble methods.

Maximizing the log-likelihood is a crucial aspect of learning latent variable models, and variational inference (VI) stands as the commonly adopted method. However, VI can encounter challenges in achieving a high log-likelihood when dealing with complicated posterior distributions. In response to this limitation, we introduce a novel variational importance sampling (VIS) approach that directly estimates and maximizes the log-likelihood. VIS leverages the optimal proposal distribution, achieved by minimizing the forward chi^2 divergence, to enhance log-likelihood estimation. We apply VIS to various popular latent variable models, including mixture models, variational auto-encoders, and partially observable generalized linear models. Results demonstrate that our approach consistently outperforms state-of-the-art baselines, both in terms of log-likelihood and model parameter estimation.

To minimize the average of a set of log-convex functions, the stochastic Newton method iteratively updates its estimate using subsampled versions of the full objective's gradient and Hessian. We contextualize this optimization problem as sequential Bayesian inference on a latent state-space model with a discriminatively-specified observation process. Applying Bayesian filtering then yields a novel optimization algorithm that considers the entire history of gradients and Hessians when forming an update. We establish matrix-based conditions under which the effect of older observations diminishes over time, in a manner analogous to Polyak's heavy ball momentum. We illustrate various aspects of our approach with an example and review other relevant innovations for the stochastic Newton method.

We present Galaxy Zoo DECaLS: detailed visual morphological classifications for Dark Energy Camera Legacy Survey images of galaxies within the SDSS DR8 footprint. Deeper DECaLS images (r=23.6 vs. r=22.2 from SDSS) reveal spiral arms, weak bars, and tidal features not previously visible in SDSS imaging. To best exploit the greater depth of DECaLS images, volunteers select from a new set of answers designed to improve our sensitivity to mergers and bars. Galaxy Zoo volunteers provide 7.5 million individual classifications over 314,000 galaxies. 140,000 galaxies receive at least 30 classifications, sufficient to accurately measure detailed morphology like bars, and the remainder receive approximately 5. All classifications are used to train an ensemble of Bayesian convolutional neural networks (a state-of-the-art deep learning method) to predict posteriors for the detailed morphology of all 314,000 galaxies. When measured against confident volunteer classifications, the networks are approximately 99% accurate on every question. Morphology is a fundamental feature of every galaxy; our human and machine classifications are an accurate and detailed resource for understanding how galaxies evolve.

The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to random variables are discussed, including the approach based on completions in a Polish space. We apply the theory to the study of stochastic dynamical systems in discrete-time, and give a brief exposition of the Wiener process as a foundation for stochastic differential equations. The theory is based within the framework of type-two effectivity, so has an explicit direct link with Turing computation, and is expressed in a system of computable types and operations, so has a clean mathematical description.

The prior drift is crucial in Continual Test-Time Adaptation (CTTA) methods that only use unlabeled test data, as it can cause significant error propagation. In this paper, we introduce VCoTTA, a variational Bayesian approach to measure uncertainties in CTTA. At the source stage, we transform a pre-trained deterministic model into a Bayesian Neural Network (BNN) via a variational warm-up strategy, injecting uncertainties into the model. During the testing time, we employ a mean-teacher update strategy using variational inference for the student model and exponential moving average for the teacher model. Our novel approach updates the student model by combining priors from both the source and teacher models. The evidence lower bound is formulated as the cross-entropy between the student and teacher models, along with the Kullback-Leibler (KL) divergence of the prior mixture. Experimental results on three datasets demonstrate the method's effectiveness in mitigating prior drift within the CTTA framework.

In meta reinforcement learning (meta RL), an agent seeks a Bayes-optimal policy -- the optimal policy when facing an unknown task that is sampled from some known task distribution. Previous approaches tackled this problem by inferring a belief over task parameters, using variational inference methods. Motivated by recent successes of contrastive learning approaches in RL, such as contrastive predictive coding (CPC), we investigate whether contrastive methods can be used for learning Bayes-optimal behavior. We begin by proving that representations learned by CPC are indeed sufficient for Bayes optimality. Based on this observation, we propose a simple meta RL algorithm that uses CPC in lieu of variational belief inference. Our method, ContraBAR, achieves comparable performance to state-of-the-art in domains with state-based observation and circumvents the computational toll of future observation reconstruction, enabling learning in domains with image-based observations. It can also be combined with image augmentations for domain randomization and used seamlessly in both online and offline meta RL settings.