While deep learning methods continue to improve This paper describes initial work on URSABench, an open in predictive accuracy on a wide range source suite of benchmarking tools for assessment of approximate of application domains, significant issues remain Bayesian inference methods applied to deep with other aspects of their performance including neural network classification tasks. URSABench includes their ability to quantify uncertainty and their benchmark models, data sets, tasks and evaluation metrics robustness. Recent advances in approximate focused on simultaneously assessing the uncertainty Bayesian inference hold significant promise for quantification performance, robustness, computational scalability addressing these concerns, but the computational and accuracy of learning and inference methods.

We build a Bayesian contextual classification model using an optimistic score ratio for robust binary classification when there is limited information on the class-conditional, or contextual, distribution. The optimistic score searches for the distribution that is most plausible to explain the observed outcomes in the testing sample among all distributions belonging to the contextual ambiguity set which is prescribed using a limited structural constraint on the mean vector and the covariance matrix of the underlying contextual distribution. We show that the Bayesian classifier using the optimistic score ratio is conceptually attractive, delivers solid statistical guarantees and is computationally tractable. We showcase the power of the proposed optimistic score ratio classifier on both synthetic and empirical data.

The threat status and criminal collaborations of potential terrorists are hidden but give rise to observable behaviours and communications. Terrorists, when acting in concert, need to communicate to organise their plots. The authorities utilise such observable behaviour and communication data to inform their investigations and policing. We present a dynamic latent network model that integrates real-time communications data with prior knowledge on individuals. This model estimates and predicts the latent strength of criminal collaboration between individuals to assist in the identification of potential cells and the measurement of their threat levels. We demonstrate how, by assuming certain plausible conditional independences across the measurements associated with this population, the network model can be combined with models of individual suspects to provide fast transparent algorithms to predict group attacks. The methods are illustrated using a simulated example involving the threat posed by a cell suspected of plotting an attack.

We propose a new model of Bayesian Neural Networks to not only detect the events of compact binary coalescence in the observational data of gravitational waves (GW) but also identify the time periods of the associated GW waveforms before the events. This is achieved by incorporating the Bayesian approach into the CLDNN classifier, which integrates together the Convolutional Neural Network (CNN) and the Long Short-Term Memory Recurrent Neural Network (LSTM). Our model successfully detect all seven BBH events in the LIGO Livingston O2 data, with the periods of their GW waveforms correctly labeled. The ability of a Bayesian approach for uncertainty estimation enables a newly defined `awareness' state for recognizing the possible presence of signals of unknown types, which is otherwise rejected in a non-Bayesian model. Such data chunks labeled with the awareness state can then be further investigated rather than overlooked. Performance tests show that our model recognizes 90% of the events when the optimal signal-to-noise ratio $\rho_\text{opt} >7$ (100% when $\rho_\text{opt} >8.5$) and successfully labels more than 95% of the waveform periods when $\rho_\text{opt} >8$. The latency between the arrival of peak signal and generating an alert with the associated waveform period labeled is only about 20 seconds for an unoptimized code on a moderate GPU-equipped personal computer. This makes our model possible for nearly real-time detection and for forecasting the coalescence events when assisted with deeper training on a larger dataset using the state-of-art HPCs.

In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is typically NP-hard, and thus alternative approximate methods should be considered. In this paper, our choice for alternative method is sparse Bayesian learning, which, as empirical Bayesian approaches, uses a parameterized prior to encourage sparsity in solution, rather than the other methods with fixed priors such as LASSO. Screening test, however, aims at quickly identifying a subset of features whose coefficients are guaranteed to be zero in the optimal solution, and then can be safely removed from the complete dictionary to obtain a smaller, more easily solved problem. Next, we solve the smaller problem, after which the solution of the original problem can be recovered by padding the smaller solution with zeros. The performance of the proposed method will be examined on various data sets and applications.

Meta-learning has proven to be successful at few-shot learning across the regression, classification and reinforcement learning paradigms. Recent approaches have adopted Bayesian interpretations to improve gradient based meta-learners by quantifying the uncertainty of the post-adaptation estimates. Most of these works almost completely ignore the latent relationship between the covariate distribution (p(x)) of a task and the corresponding conditional distribution p(y|x). In this paper, we identify the need to explicitly model the meta-distribution over the task covariates in a hierarchical Bayesian framework. We begin by introducing a graphical model that explicitly leverages very few samples drawn from p(x) to better infer the posterior over the optimal parameters of the conditional distribution (p(y|x)) for each task. Based on this model we provide an inference strategy and a corresponding meta-algorithm that explicitly accounts for the meta-distribution over task covariates. Finally, we demonstrate the significant gains of our proposed algorithm on a synthetic regression dataset.

Dynamic Bayesian networks have been well explored in the literature as discrete-time models; however, their continuous-time extensions have seen comparatively little attention. In this paper, we propose the first constraint-based algorithm for learning the structure of continuous-time Bayesian networks. We discuss the different statistical tests and the underlying hypotheses used by our proposal to establish conditional independence. Finally, we validate its performance using synthetic data, and discuss its strengths and limitations. We find that score-based is more accurate in learning networks with binary variables, while our constraint-based approach is more accurate with variables assuming more than two values. However, more experiments are needed for confirmation.

Precision farming is one way of many to meet a 70 percent increase in global demand for agricultural products on current agricultural land by 2050 at reduced need of fertilizers and efficient use of water resources. The catalyst for the emergence of precision farming has been satellite positioning and navigation followed by Internet-of-Things, generating vast information that can be used to optimize farming processes in real-time. Statistical tools from data mining, predictive modeling, and machine learning analyze pattern in historical data, to make predictions about future events as well as intelligent actions. This special issue presents the latest development in statistical inference, machine learning and optimum control for precision farming.

This paper introduces the {\it particle swarm algorithm}, a recursive and embarrassingly parallel algorithm that targets an approximation to the sequence of posterior predictive distributions by averaging expectation approximations from many particle filters. A law of large numbers and a central limit theorem are provided, as well as an numerical study of simulated data from a stochastic volatility model.

This dissertation investigates integer linear programming (ILP) formulation of Bayesian Network structure learning problem. We review the definition and key properties of Bayesian network and explain score metrics used to measure how well certain Bayesian network structure fits the dataset. We outline the integer linear programming formulation based on the decomposability of score metrics. In order to ensure acyclicity of the structure, we add ``cluster constraints'' developed specifically for Bayesian network, in addition to cycle constraints applicable to directed acyclic graphs in general. Since there would be exponential number of these constraints if we specify them fully, we explain the methods to add them as cutting planes without declaring them all in the initial model. Also, we develop a heuristic algorithm that finds a feasible solution based on the idea of sink node on directed acyclic graphs. We implemented the ILP formulation and cutting planes as a \textsf{Python} package, and present the results of experiments with different settings on reference datasets.