Sytora is a multilingual symptom-disease classification app. Translation is managed through the UMLS coding standard. A multinomial Naive Bayes classifier is trained on a handpicked dataset, which is freely available under CC4.0. Check out sytora.com for a demo. Finding the right diagnosis cannot be achieved by extracting symptoms and running a classification algorithm.

We develop an approach for fully Bayesian learning and calibration for spatiotemporal dynamical mechanistic models based on noisy observations. Calibration is achieved by melding information from observed data with simulated computer experiments from the mechanistic system. The joint melding makes use of both Gaussian and non-Gaussian state-space methods as well as Gaussian process regression. Assuming the dynamical system is controlled by a finite collection of inputs, Gaussian process regression learns the effect of these parameters through a number of training runs, driving the stochastic innovations of the spatiotemporal state-space component. This enables efficient modeling of the dynamics over space and time. Through reduced-rank Gaussian processes and a conjugate model specification, our methodology is applicable to large-scale calibration and inverse problems. Our method is general, extensible, and capable of learning a wide range of dynamical systems with potential model misspecification. We demonstrate this flexibility through solving inverse problems arising in the analysis of ordinary and partial nonlinear differential equations and, in addition, to a black-box computer model generating spatiotemporal dynamics across a network.

Controllers for dynamical systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modeled as process noise in a dynamical system, and common assumptions are that the underlying distributions are known and/or Gaussian. In practice, however, these assumptions may be unrealistic and can lead to poor approximations of the true noise distribution. We present a novel controller synthesis method that does not rely on any explicit representation of the noise distributions. In particular, we address the problem of computing a controller that provides probabilistic guarantees on safely reaching a target, while also avoiding unsafe regions of the state space. First, we abstract the continuous control system into a finite-state model that captures noise by probabilistic transitions between discrete states. As a key contribution, we adapt tools from the scenario approach to compute probably approximately correct (PAC) bounds on these transition probabilities, based on a finite number of samples of the noise. We capture these bounds in the transition probability intervals of a so-called interval Markov decision process (iMDP). This iMDP is, with a user-specified confidence probability, robust against uncertainty in the transition probabilities, and the tightness of the probability intervals can be controlled through the number of samples. We use state-of-the-art verification techniques to provide guarantees on the iMDP and compute a controller for which these guarantees carry over to the original control system. In addition, we develop a tailored computational scheme that reduces the complexity of the synthesis of these guarantees on the iMDP. Benchmarks on realistic control systems show the practical applicability of our method, even when the iMDP has hundreds of millions of transitions.

Causal modeling provides us with powerful counterfactual reasoning and interventional mechanism to generate predictions and reason under various what-if scenarios. However, causal discovery using observation data remains a nontrivial task due to unobserved confounding factors, finite sampling, and changes in the data distribution. These can lead to spurious cause-effect relationships. To mitigate these challenges in practice, researchers augment causal learning with known causal relations. The goal of the paper is to study the impact of expert knowledge on causal relations in the form of additional constraints used in the formulation of the nonparametric NOTEARS. We provide a comprehensive set of comparative analyses of biasing the model using different types of knowledge. We found that (i) knowledge that corrects the mistakes of the NOTEARS model can lead to statistically significant improvements, (ii) constraints on active edges have a larger positive impact on causal discovery than inactive edges, and surprisingly, (iii) the induced knowledge does not correct on average more incorrect active and/or inactive edges than expected. We also demonstrate the behavior of the model and the effectiveness of domain knowledge on a real-world dataset.

We study the behavior of an economic platform (e.g., Amazon, Uber Eats, Instacart) under shocks, such as COVID-19 lockdowns, and the effect of different regulation considerations imposed on a platform. To this end, we develop a multi-agent Gym environment of a platform economy in a dynamic, multi-period setting, with the possible occurrence of economic shocks. Buyers and sellers are modeled as economically-motivated agents, choosing whether or not to pay corresponding fees to use the platform. We formulate the platform's problem as a partially observable Markov decision process, and use deep reinforcement learning to model its fee setting and matching behavior. We consider two major types of regulation frameworks: (1) taxation policies and (2) platform fee restrictions, and offer extensive simulated experiments to characterize regulatory tradeoffs under optimal platform responses. Our results show that while many interventions are ineffective with a sophisticated platform actor, we identify a particular kind of regulation -- fixing fees to optimal, pre-shock fees while still allowing a platform to choose how to match buyer demands to sellers -- as promoting the efficiency, seller diversity, and resilience of the overall economic system.

WQMIX, QMIX, QTRAN, and VDN are SOTA algorithms for Dec-POMDP. All of them cannot solve complex agents' cooperation domains. We give an algorithm to solve such problems. In the first stage, we solve a single-agent problem and get a policy. In the second stage, we solve the multi-agent problem with the single-agent policy. SA2MA has a clear advantage over all competitors in complex agents' cooperative domains.

Learning causal relationships between variables is a well-studied problem in statistics, with many important applications in science. However, modeling real-world systems remain challenging, as most existing algorithms assume that the underlying causal graph is acyclic. While this is a convenient framework for developing theoretical developments about causal reasoning and inference, the underlying modeling assumption is likely to be violated in real systems, because feedback loops are common (e.g., in biological systems). Although a few methods search for cyclic causal models, they usually rely on some form of linearity, which is also limiting, or lack a clear underlying probabilistic model. In this work, we propose a novel framework for learning nonlinear cyclic causal graphical models from interventional data, called NODAGS-Flow. We perform inference via direct likelihood optimization, employing techniques from residual normalizing flows for likelihood estimation. Through synthetic experiments and an application to single-cell high-content perturbation screening data, we show significant performance improvements with our approach compared to state-of-the-art methods with respect to structure recovery and predictive performance.

In this study, we predict next-day movements of stock end-of-day implied volatility using random forests. Through an ablation study, we examine the usefulness of different sources of predictors and expose the value of attention and sentiment features extracted from Twitter. We study the approach on a stock universe comprised of the 165 most liquid US stocks diversified across the 11 traditional market sectors using a sizeable out-of-sample period spanning over six years. In doing so, we uncover that stocks in certain sectors, such as Consumer Discretionary, Technology, Real Estate, and Utilities are easier to predict than others. Further analysis shows that possible reasons for these discrepancies might be caused by either excess social media attention or low option liquidity. Lastly, we explore how our proposed approach fares throughout time by identifying four underlying market regimes in implied volatility using hidden Markov models. We find that most added value is achieved in regimes associated with lower implied volatility, but optimal regimes vary per market sector.

Riemannian manifold Hamiltonian (RMHMC) and Lagrangian Monte Carlo (LMC) have emerged as powerful methods of Bayesian inference. Unlike Euclidean Hamiltonian Monte Carlo (EHMC) and the Metropolis-adjusted Langevin algorithm (MALA), the geometric ergodicity of these Riemannian algorithms has not been extensively studied. On the other hand, the manifold Metropolis-adjusted Langevin algorithm (MMALA) has recently been shown to exhibit geometric ergodicity under certain conditions. This work investigates the mixture of the LMC and RMHMC transition kernels with MMALA in order to equip the resulting method with an "inherited" geometric ergodicity theory. We motivate this mixture kernel based on an analogy between single-step HMC and MALA. We then proceed to evaluate the original and modified transition kernels on several benchmark Bayesian inference tasks.

We study tail risk dynamics in high-frequency financial markets and their connection with trading activity and market uncertainty. We introduce a dynamic extreme value regression model accommodating both stationary and local unit-root predictors to appropriately capture the time-varying behaviour of the distribution of high-frequency extreme losses. To characterize trading activity and market uncertainty, we consider several volatility and liquidity predictors, and propose a two-step adaptive $L_1$-regularized maximum likelihood estimator to select the most appropriate ones. We establish the oracle property of the proposed estimator for selecting both stationary and local unit-root predictors, and show its good finite sample properties in an extensive simulation study. Studying the high-frequency extreme losses of nine large liquid U.S. stocks using 42 liquidity and volatility predictors, we find the severity of extreme losses to be well predicted by low levels of price impact in period of high volatility of liquidity and volatility.