Bayesian Learning
Leveraging the Exact Likelihood of Deep Latent Variable Models
Deep latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of these models has been largely overlooked. The purpose of this work is to study the general properties of this quantity and to show how they can be leveraged in practice. We focus on important inferential problems that rely on the likelihood: estimation and missing data imputation. First, we investigate maximum likelihood estimation for DLVMs: in particular, we show that most unconstrained models used for continuous data have an unbounded likelihood function. This problematic behaviour is demonstrated to be a source of mode collapse. We also show how to ensure the existence of maximum likelihood estimates, and draw useful connections with nonparametric mixture models. Finally, we describe an algorithm for missing data imputation using the exact conditional likelihood of a DLVM. On several data sets, our algorithm consistently and significantly outperforms the usual imputation scheme used for DLVMs.
Bayesian Conservative Policy Optimization (BCPO): A Novel Uncertainty-Calibrated Offline Reinforcement Learning with Credible Lower Bounds
Offline reinforcement learning (RL) aims to learn decision policies from a fixed batch of logged transitions, without additional environment interaction. Despite remarkable empirical progress, offline RL remains fragile under distribution shifts: value-based methods can overestimate the value of unseen actions, yielding policies that exploit model errors rather than genuine long-term rewards. We propose \emph{Bayesian Conservative Policy Optimization (BCPO)}, a unified framework that converts epistemic uncertainty into \emph{provably conservative} policy improvement. BCPO maintains a hierarchical Bayesian posterior over environment/value models, constructs a \emph{credible lower bound} (LCB) on action values, and performs policy updates under explicit KL regularization toward the behavior distribution. This yields an uncertainty-calibrated analogue of conservative policy iteration in the offline regime. We provide a finite-MDP theory showing that the pessimistic fixed point lower-bounds the true value function with high probability and that KL-controlled updates improve a computable return lower bound. Empirically, we verify the methodology on a real offline replay dataset for the CartPole benchmark obtained via the \texttt{d3rlpy} ecosystem, and report diagnostics that link uncertainty growth and policy drift to offline instability, motivating principled early stopping and calibration
Probabilistic Joint and Individual Variation Explained (ProJIVE) for Data Integration
Murden, Raphiel J., Tian, Ganzhong, Qiu, Deqiang, Risk, Benajmin B.
Collecting multiple types of data on the same set of subjects is common in modern scientific applications including, genomics, metabolomics, and neuroimaging. Joint and Individual Variance Explained (JIVE) seeks a low-rank approximation of the joint variation between two or more sets of features captured on common subjects and isolates this variation from that unique to eachset of features. We develop an expectation-maximization (EM) algorithm to estimate a probabilistic model for the JIVE framework. The model extends probabilistic principal components analysis to multiple data sets. Our maximum likelihood approach simultaneously estimates joint and individual components, which can lead to greater accuracy compared to other methods. We apply ProJIVE to measures of brain morphometry and cognition in Alzheimer's disease. ProJIVE learns biologically meaningful courses of variation, and the joint morphometry and cognition subject scores are strongly related to more expensive existing biomarkers. Data used in preparation of this article were obtained from the Alzheimer's Disease Neuroimaging Initiative (ADNI) database. Code to reproduce the analysis is available on our GitHub page.
EB-RANSAC: Random Sample Consensus based on Energy-Based Model
Yasuda, Muneki, Watanabe, Nao, Sekimoto, Kaiji
Random sample consensus (RANSAC), which is based on a repetitive sampling from a given dataset, is one of the most popular robust estimation methods. In this study, an energy-based model (EBM) for robust estimation that has a similar scheme to RANSAC, energy-based RANSAC (EB-RANSAC), is proposed. EB-RANSAC is applicable to a wide range of estimation problems similar to RANSAC. However, unlike RANSAC, EB-RANSAC does not require a troublesome sampling procedure and has only one hyperparameter. The effectiveness of EB-RANSAC is numerically demonstrated in two applications: a linear regression and maximum likelihood estimation.
Sparse Bayesian Deep Functional Learning with Structured Region Selection
Zhu, Xiaoxian, Li, Yingmeng, Ma, Shuangge, Wu, Mengyun
In modern applications such as ECG monitoring, neuroimaging, wearable sensing, and industrial equipment diagnostics, complex and continuously structured data are ubiquitous, presenting both challenges and opportunities for functional data analysis. However, existing methods face a critical trade-off: conventional functional models are limited by linearity, whereas deep learning approaches lack interpretable region selection for sparse effects. To bridge these gaps, we propose a sparse Bayesian functional deep neural network (sBayFDNN). It learns adaptive functional embeddings through a deep Bayesian architecture to capture complex nonlinear relationships, while a structured prior enables interpretable, region-wise selection of influential domains with quantified uncertainty. Theoretically, we establish rigorous approximation error bounds, posterior consistency, and region selection consistency. These results provide the first theoretical guarantees for a Bayesian deep functional model, ensuring its reliability and statistical rigor. Empirically, comprehensive simulations and real-world studies confirm the effectiveness and superiority of sBayFDNN. Crucially, sBayFDNN excels in recognizing intricate dependencies for accurate predictions and more precisely identifies functionally meaningful regions, capabilities fundamentally beyond existing approaches.
Fairness under Graph Uncertainty: Achieving Interventional Fairness with Partially Known Causal Graphs over Clusters of Variables
Algorithmic decisions about individuals require predictions that are not only accurate but also fair with respect to sensitive attributes such as gender and race. Causal notions of fairness align with legal requirements, yet many methods assume access to detailed knowledge of the underlying causal graph, which is a demanding assumption in practice. We propose a learning framework that achieves interventional fairness by leveraging a causal graph over \textit{clusters of variables}, which is substantially easier to estimate than a variable-level graph. With possible \textit{adjustment cluster sets} identified from such a cluster causal graph, our framework trains a prediction model by reducing the worst-case discrepancy between interventional distributions across these sets. To this end, we develop a computationally efficient barycenter kernel maximum mean discrepancy (MMD) that scales favorably with the number of sensitive attribute values. Extensive experiments show that our framework strikes a better balance between fairness and accuracy than existing approaches, highlighting its effectiveness under limited causal graph knowledge.