Reinforcement learning can effectively learn amortised design policies for designing sequences of experiments. However, current methods rely on contrastive estimators of expected information gain, which require an exponential number of contrastive samples to achieve an unbiased estimation. We propose an alternative lower bound estimator, based on the cross-entropy of the joint model distribution and a flexible proposal distribution. This proposal distribution approximates the true posterior of the model parameters given the experimental history and the design policy. Our estimator requires no contrastive samples, can achieve more accurate estimates of high information gains, allows learning of superior design policies, and is compatible with implicit probabilistic models. We assess our algorithm's performance in various tasks, including continuous and discrete designs and explicit and implicit likelihoods.

Offline inverse reinforcement learning (Offline IRL) aims to recover the structure of rewards and environment dynamics that underlie observed actions in a fixed, finite set of demonstrations from an expert agent. Accurate models of expertise in executing a task has applications in safety-sensitive applications such as clinical decision making and autonomous driving. However, the structure of an expert's preferences implicit in observed actions is closely linked to the expert's model of the environment dynamics (i.e. the ``world''). Thus, inaccurate models of the world obtained from finite data with limited coverage could compound inaccuracy in estimated rewards. To address this issue, we propose a bi-level optimization formulation of the estimation task wherein the upper level is likelihood maximization based upon a conservative model of the expert's policy (lower level). The policy model is conservative in that it maximizes reward subject to a penalty that is increasing in the uncertainty of the estimated model of the world. We propose a new algorithmic framework to solve the bi-level optimization problem formulation and provide statistical and computational guarantees of performance for the associated reward estimator. Finally, we demonstrate that the proposed algorithm outperforms the state-of-the-art offline IRL and imitation learning benchmarks by a large margin, over the continuous control tasks in MuJoCo and different datasets in the D4RL benchmark.

Conventional Gaussian process regression exclusively assumes the existence of noise in the output data of model observations. In many scientific and engineering applications, however, the input locations of observational data may also be compromised with uncertainties owing to modeling assumptions, measurement errors, etc. In this work, we propose a Bayesian method that integrates the variability of input data into Gaussian process regression. Considering two types of observables -- noise-corrupted outputs with fixed inputs and those with prior-distribution-defined uncertain inputs, a posterior distribution is estimated via a Bayesian framework to infer the uncertain data locations. Thereafter, such quantified uncertainties of inputs are incorporated into Gaussian process predictions by means of marginalization. The effectiveness of this new regression technique is demonstrated through several numerical examples, in which a consistently good performance of generalization is observed, while a substantial reduction in the predictive uncertainties is achieved by the Bayesian inference of uncertain inputs.

It turns out there are a number of reasons why imperfect recall is relevant for AI agents; moreover, in cases where it is We study single-player extensive-form games with relevant, it is clear what the agent will and will not remember imperfect recall, such as the Sleeping Beauty problem - unlike in the case of human memory, which is harder to predict or the Absentminded Driver game. For such and consequently to model in standard representations of games, two natural equilibrium concepts have been imperfect recall. Imperfect-recall games already appear in the proposed as alternative solution concepts to ex-ante AI literature in the context of solving very large games such optimality. One equilibrium concept uses generalized as poker: one technique for solving such games is abstraction double halving (GDH) as a belief system and - i.e., reducing the game to a smaller, simplified one to solve evidential decision theory (EDT), and another one instead - and this process can give rise to imperfect recall in uses generalized thirding (GT) as a belief system the abstracted game [Waugh et al., 2009; Lanctot et al., 2012; and causal decision theory (CDT).

This paper investigates the asymptotic distribution of the maximum-likelihood estimate (MLE) in multinomial logistic models in the high-dimensional regime where dimension and sample size are of the same order. While classical large-sample theory provides asymptotic normality of the MLE under certain conditions, such classical results are expected to fail in high-dimensions as documented for the binary logistic case in the seminal work of Sur and Cand\`es [2019]. We address this issue in classification problems with 3 or more classes, by developing asymptotic normality and asymptotic chi-square results for the multinomial logistic MLE (also known as cross-entropy minimizer) on null covariates. Our theory leads to a new methodology to test the significance of a given feature. Extensive simulation studies on synthetic data corroborate these asymptotic results and confirm the validity of proposed p-values for testing the significance of a given feature.

Decision Support Systems for pavement and maintenance strategies have traditionally been designed as silos led to local optimum systems. Moreover, since big data usage didn't exist as result of Industry 4.0 as of today, DSSs were not initially designed adaptive to the sources of uncertainties led to rigid decisions. Motivated by the vulnerability of the road assets to the climate phenomena, this paper takes a visionary step towards introducing a Technology-Driven Adaptive Decision Support System for Integrated Pavement and Maintenance activities called TDADSS-IPM. As part of such DSS, a bottom-up risk assessment model is met via Bayesian Belief Networks (BBN) to realize the actual condition of the Danish roads due to weather condition. Such model fills the gaps in the knowledge domain and develops a platform that can be trained over time, and applied in real-time to the actual event.

Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto model is the Multivariate Hawkes Process (MHP), whose impact function naturally encodes a causal structure in Granger causality. However, the vast majority of existing methods use direct or nonlinear transform of standard MHP intensity with constant baseline, inconsistent with real-world data. Under irregular and unknown heterogeneous intensity, capturing temporal dependency is hard as one struggles to distinguish the effect of mutual interaction from that of intensity fluctuation. In this paper, we address the short-term temporal dependency detection issue. We show the maximum likelihood estimation (MLE) for cross-impact from MHP has an error that can not be eliminated but may be reduced by order of magnitude, using heterogeneous intensity not of the target HP but of the interacting HP. Then we proposed a robust and computationally-efficient method modified from MLE that does not rely on the prior estimation of the heterogeneous intensity and is thus applicable in a data-limited regime (e.g., few-shot, no repeated observations). Extensive experiments on various datasets show that our method outperforms existing ones by notable margins, with highlighted novel applications in neuroscience.

In this work, we introduce a novel framework which combines physics and machine learning methods to analyse acoustic signals. Three methods are developed for this task: a Bayesian inference approach for inferring the spectral acoustics characteristics, a neural-physical model which equips a neural network with forward and backward physical losses, and the non-linear least squares approach which serves as benchmark. The inferred propagation coefficient leads to the room impulse response (RIR) quantity which can be used for relocalisation with uncertainty. The simplicity and efficiency of this framework is empirically validated on simulated data.

To be able to produce accurate and reliable predictions of visibility has crucial importance in aviation meteorology, as well as in water- and road transportation. Nowadays, several meteorological services provide ensemble forecasts of visibility; however, the skill, and reliability of visibility predictions are far reduced compared to other variables, such as temperature or wind speed. Hence, some form of calibration is strongly advised, which usually means estimation of the predictive distribution of the weather quantity at hand either by parametric or non-parametric approaches, including also machine learning-based techniques. As visibility observations - according to the suggestion of the World Meteorological Organization - are usually reported in discrete values, the predictive distribution for this particular variable is a discrete probability law, hence calibration can be reduced to a classification problem. Based on visibility ensemble forecasts of the European Centre for Medium-Range Weather Forecasts covering two slightly overlapping domains in Central and Western Europe and two different time periods, we investigate the predictive performance of locally, semi-locally and regionally trained proportional odds logistic regression (POLR) and multilayer perceptron (MLP) neural network classifiers. We show that while climatological forecasts outperform the raw ensemble by a wide margin, post-processing results in further substantial improvement in forecast skill and in general, POLR models are superior to their MLP counterparts.

In domains with high stakes such as law, recruitment, and healthcare, learning models frequently rely on sensitive user data for inference, necessitating the complete set of features. This not only poses significant privacy risks for individuals but also demands substantial human effort from organizations to verify information accuracy. This paper asks whether it is necessary to use \emph{all} input features for accurate predictions at inference time. The paper demonstrates that, in a personalized setting, individuals may only need to disclose a small subset of their features without compromising decision-making accuracy. The paper also provides an efficient sequential algorithm to determine the appropriate attributes for each individual to provide. Evaluations across various learning tasks show that individuals can potentially report as little as 10\% of their information while maintaining the same accuracy level as a model that employs the full set of user information.