If sentiment analysis tools were valid classifiers, one would expect them to provide comparable results for sentiment classification on different kinds of corpora and for different languages. In line with results of previous studies we show that sentiment analysis tools disagree on the same dataset. Going beyond previous studies we show that the sentiment tool used for sentiment annotation can even be predicted from its outcome, revealing an algorithmic bias of sentiment analysis. Based on Twitter, Wikipedia and different news corpora from the English, German and French languages, our classifiers separate sentiment tools with an averaged F1-score of 0.89 (for the English corpora). We therefore warn against taking sentiment annotations as face value and argue for the need of more and systematic NLP evaluation studies.

To support real-world decision-making, it is crucial for models to be well-calibrated, i.e., to assign reliable confidence estimates to their predictions. Uncertainty quantification is particularly important in personalized federated learning (PFL), as participating clients typically have small local datasets, making it difficult to unambiguously determine optimal model parameters. Bayesian PFL (BPFL) methods can potentially enhance calibration, but they often come with considerable computational and memory requirements due to the need to track the variances of all the individual model parameters. Furthermore, different clients may exhibit heterogeneous uncertainty levels owing to varying local dataset sizes and distributions. To address these challenges, we propose LR-BPFL, a novel BPFL method that learns a global deterministic model along with personalized low-rank Bayesian corrections. To tailor the local model to each client's inherent uncertainty level, LR-BPFL incorporates an adaptive rank selection mechanism. We evaluate LR-BPFL across a variety of datasets, demonstrating its advantages in terms of calibration, accuracy, as well as computational and memory requirements.

Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This dynamic market presents significant opportunities and risks, highlighting the need for accurate price prediction models to manage volatility. This chapter comprehensively reviews machine learning (ML) techniques applied to cryptocurrency price prediction from 2014 to 2024. We explore various ML algorithms, including linear models, tree-based approaches, and advanced deep learning architectures such as transformers and large language models. Additionally, we examine the role of sentiment analysis in capturing market sentiment from textual data like social media posts and news articles to anticipate price fluctuations. With expertise in optimizing complex systems and processes, industrial engineers are pivotal in enhancing these models. They contribute by applying principles of process optimization, efficiency, and risk mitigation to improve computational performance and data management. This chapter highlights the evolving landscape of cryptocurrency price prediction, the integration of emerging technologies, and the significant role of industrial engineers in refining predictive models. By addressing current limitations and exploring future research directions, this chapter aims to advance the development of more accurate and robust prediction systems, supporting better-informed investment decisions and more stable market behavior.

Predictive maintenance of railway infrastructure, especially railroads, is essential to ensure safety. However, accurate prediction of crack evolution represents a major challenge due to the complex interactions between intrinsic and external factors, as well as measurement uncertainties. Effective modeling requires a multidimensional approach and a comprehensive understanding of these dynamics and uncertainties. Motivated by an industrial use case based on collected real data containing measured crack lengths, this paper introduces a robust Bayesian multi-horizon approach for predicting the temporal evolution of crack lengths on rails. This model captures the intricate interplay between various factors influencing crack growth. Additionally, the Bayesian approach quantifies both epistemic and aleatoric uncertainties, providing a confidence interval around predictions. To enhance the model's reliability for railroad maintenance, specific constraints are incorporated. These constraints limit non-physical crack propagation behavior and prioritize safety. The findings reveal a trade-off between prediction accuracy and constraint compliance, highlighting the nuanced decision-making process in model training. This study offers insights into advanced predictive modeling for dynamic temporal forecasting, particularly in railway maintenance, with potential applications in other domains.

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference (PVI): a general inference framework that seeks and samples from an optimal posterior density such that the resulting posterior predictive distribution is as close to the true data generating process as possible, while this this closeness is measured by multiple scoring rules. By optimizing the objective, the predictive variational inference is generally not the same as, or even attempting to approximate, the Bayesian posterior, even asymptotically. Rather, we interpret it as implicit hierarchical expansion. Further, the learned posterior uncertainty detects heterogeneity of parameters among the population, enabling automatic model diagnosis. This framework applies to both likelihood-exact and likelihood-free models. We demonstrate its application in real data examples.

Accurate uncertainty quantification for causal effects is essential for robust decision making in complex systems, but remains challenging in non-parametric settings. One promising framework represents conditional distributions in a reproducing kernel Hilbert space and places Gaussian process priors on them to infer posteriors on causal effects, but requires restrictive nuclear dominant kernels and approximations that lead to unreliable uncertainty estimates. In this work, we introduce a method, IMPspec, that addresses these limitations via a spectral representation of the Hilbert space. We show that posteriors in this model can be obtained explicitly, by extending a result in Hilbert space regression theory. We also learn the spectral representation to optimise posterior calibration. Our method achieves state-of-the-art performance in uncertainty quantification and causal Bayesian optimisation across simulations and a healthcare application.

Perturbation experiments allow biologists to discover causal relationships between variables of interest, but the sparsity and high dimensionality of these data pose significant challenges for causal structure learning algorithms. Biological knowledge graphs can bootstrap the inference of causal structures in these situations, but since they compile vastly diverse information, they can bias predictions towards well-studied systems. Alternatively, amortized causal structure learning algorithms encode inductive biases through data simulation and train supervised models to recapitulate these synthetic graphs. However, realistically simulating biology is arguably even harder than understanding a specific system. In this work, we take inspiration from both strategies and propose an amortized algorithm for refining domain knowledge, based on data observations. On real and synthetic datasets, we show that our approach outperforms baselines in recovering ground truth causal graphs and identifying errors in the prior knowledge with limited interventional data.

In recent years, Full-Waveform Inversion (FWI) has been extensively used to derive high-resolution subsurface velocity models from seismic data. However, due to the nonlinearity and ill-posed nature of the problem, FWI requires a good starting model to avoid producing non-physical solutions. Moreover, conventional optimization methods fail to quantify the uncertainty associated with the recovered solution, which is critical for decision-making processes. Bayesian inference offers an alternative approach as it directly or indirectly evaluates the posterior probability density function. For example, Markov Chain Monte Carlo (MCMC) methods generate multiple sample chains to characterize the solution's uncertainty. Despite their ability to theoretically handle any form of distribution, MCMC methods require many sampling steps; this limits their usage in high-dimensional problems with computationally intensive forward modeling, as is the FWI case. Variational Inference (VI), on the other hand, provides an approximate solution to the posterior distribution in the form of a parametric or non-parametric proposal distribution. Among the various algorithms used in VI, Stein Variational Gradient Descent (SVGD) is recognized for its ability to iteratively refine a set of samples to approximate the target distribution. However, mode and variance-collapse issues affect SVGD in high-dimensional inverse problems. This study aims to improve the performance of SVGD within the context of FWI by utilizing, for the first time, an annealed variant of SVGD and combining it with a multi-scale strategy. Additionally, we demonstrate that Principal Component Analysis (PCA) can be used to evaluate the performance of the optimization process. Clustering techniques are also employed to provide more rigorous and meaningful statistical analysis of the particles in the presence of multi-modal distributions.

Randomized controlled trials (RCTs) are the standard for evaluating the effectiveness of clinical interventions. To address the limitations of RCTs on real-world populations, we developed a methodology that uses a large observational electronic health record (EHR) dataset. Principles of regression discontinuity (rd) were used to derive randomized data subsets to test expert-driven interventions using dynamic Bayesian Networks (DBNs) do-operations. This combined method was applied to a chronic kidney disease (CKD) cohort of more than two million individuals and used to understand the associational and causal relationships of CKD variables with respect to a surrogate outcome of >=40% decline in estimated glomerular filtration rate (eGFR). The associational and causal analyses depicted similar findings across DBNs from two independent healthcare systems. The associational analysis showed that the most influential variables were eGFR, urine albumin-to-creatinine ratio, and pulse pressure, whereas the causal analysis showed eGFR as the most influential variable, followed by modifiable factors such as medications that may impact kidney function over time. This methodology demonstrates how real-world EHR data can be used to provide population-level insights to inform improved healthcare delivery.

Natural Language Processing (NLP) is a vital computational method for addressing language processing, analysis, and generation. NLP tasks form the core of many daily applications, from automatic text correction to speech recognition. While significant research has focused on NLP tasks for the English language, less attention has been given to Modern Standard Arabic and Dialectal Arabic. Globalization has also contributed to the rise of Code-Switching (CS), where speakers mix languages within conversations and even within individual words (intra-word CS). This is especially common in Arab countries, where people often switch between dialects or between dialects and a foreign language they master. CS between Arabic and English is frequent in Egypt, especially on social media. Consequently, a significant amount of code-switched content can be found online. Such code-switched data needs to be investigated and analyzed for several NLP tasks to tackle the challenges of this multilingual phenomenon and Arabic language challenges. No work has been done before for several integral NLP tasks on Arabic-English CS data. In this work, we focus on the Named Entity Recognition (NER) task and other tasks that help propose a solution for the NER task on CS data, e.g., Language Identification. This work addresses this gap by proposing and applying state-of-the-art techniques for Modern Standard Arabic and Arabic-English NER. We have created the first annotated CS Arabic-English corpus for the NER task. Also, we apply two enhancement techniques to improve the NER tagger on CS data using CS contextual embeddings and data augmentation techniques. All methods showed improvements in the performance of the NER taggers on CS data. Finally, we propose several intra-word language identification approaches to determine the language type of a mixed text and identify whether it is a named entity or not.