Understanding and replicating human mobility requires not only spatial-temporal accuracy but also an awareness of the cognitive hierarchy underlying real-world travel decisions. Traditional agent-based or deep learning models can reproduce statistical patterns of movement but fail to capture the semantic coherence and causal logic of human behavior. Large language models (LLMs) show potential, but struggle to balance creative reasoning with strict structural compliance. This study proposes a Hierarchical LLM-Agent Framework, termed Narrative-to-Action, that integrates high-level narrative reasoning, mid-level reflective planning, and low-level behavioral execution within a unified cognitive hierarchy. At the macro level, one agent is employed as a "creative writer" to produce diary-style narratives rich in motivation and context, then uses another agent as a "structural parser" to convert narratives into machine-readable plans. A dynamic execution module further grounds agents in geographic environments and enables adaptive behavioral adjustments guided by a novel occupation-aware metric, Mobility Entropy by Occupation (MEO), which captures heterogeneous schedule flexibility across different occupational personalities. At the micro level, the agent executes concrete actions-selecting locations, transportation modes, and time intervals-through interaction with an environmental simulation. By embedding this multi-layer cognitive process, the framework produces not only synthetic trajectories that align closely with real-world patterns but also interpretable representations of human decision logic. This research advances synthetic mobility generation from a data-driven paradigm to a cognition-driven simulation, providing a scalable pathway for understanding, predicting, and synthesizing complex urban mobility behaviors through hierarchical LLM agents.

This thesis delves into the world of non-invasive electrophysiological brain signals like electroencephalography (EEG) and magnetoencephalography (MEG), focusing on modelling and decoding such data. The research aims to investigate what happens in the brain when we perceive visual stimuli or engage in covert speech (inner speech) and enhance the decoding performance of such stimuli. The thesis is divided into two main sections, methodological and experimental work. A central concern in both sections is the large variability present in electrophysiological recordings, whether it be within-subject or between-subject variability, and to a certain extent between-dataset variability. In the methodological sections, we explore the potential of deep learning for brain decoding. We present advancements in decoding visual stimuli using linear models at the individual subject level. We then explore how deep learning techniques can be employed for group decoding, introducing new methods to deal with between-subject variability. Finally, we also explores novel forecasting models of MEG data based on convolutional and Transformer-based architectures. In particular, Transformer-based models demonstrate superior capabilities in generating signals that closely match real brain data, thereby enhancing the accuracy and reliability of modelling the brain's electrophysiology. In the experimental section, we present a unique dataset containing high-trial inner speech EEG, MEG, and preliminary optically pumped magnetometer (OPM) data. Our aim is to investigate different types of inner speech and push decoding performance by collecting a high number of trials and sessions from a few participants. However, the decoding results are found to be mostly negative, underscoring the difficulty of decoding inner speech.

The heterogeneity of multimodal data leads to inconsistencies and imbalance, allowing a dominant modality to steer gradient updates. Existing solutions mainly focus on optimization- or data-based strategies but rarely exploit the information inherent in multimodal imbalance or conduct its quantitative analysis. To address this gap, we propose a novel quantitative analysis framework for Multimodal Imbalance and design a sample-level adaptive loss function. We define the Modality Gap as the Softmax score difference between modalities for the correct class and model its distribution using a bimodal Gaussian Mixture Model(GMM), representing balanced and imbalanced samples. Using Bayes' theorem, we estimate each sample's posterior probability of belonging to these two groups. Based on this, our adaptive loss (1) minimizes the overall Modality Gap, (2) aligns imbalanced samples with balanced ones, and (3) adaptively penalizes each according to its imbalance degree. A two-stage training strategy-warm-up and adaptive phases,yields state-of-the-art performance on CREMA-D (80.65%), AVE (70.40%), and KineticSound (72.42%). Fine-tuning with high-quality samples identified by the GMM further improves results, highlighting their value for effective multimodal fusion.

Ensemble methods for stream mining necessitate managing multiple models and updating them as data distributions evolve. Considering the calls for more sustainability, established methods are however not sufficiently considerate of ensemble members' computational expenses and instead overly focus on predictive capabilities. To address these challenges and enable green online learning, we propose heterogeneous online ensembles (HEROS). For every training step, HEROS chooses a subset of models from a pool of models initialized with diverse hyperparameter choices under resource constraints to train. We introduce a Markov decision process to theoretically capture the trade-offs between predictive performance and sustainability constraints. Based on this framework, we present different policies for choosing which models to train on incoming data. Most notably, we propose the novel $ζ$-policy, which focuses on training near-optimal models at reduced costs. Using a stochastic model, we theoretically prove that our $ζ$-policy achieves near optimal performance while using fewer resources compared to the best performing policy. In our experiments across 11 benchmark datasets, we find empiric evidence that our $ζ$-policy is a strong contribution to the state-of-the-art, demonstrating highly accurate performance, in some cases even outperforming competitors, and simultaneously being much more resource-friendly.

Bayesian posterior sampling techniques have demonstrated superior empirical performance in many exploration-exploitation settings. However, their theoretical analysis remains a challenge, especially in complex settings like reinforcement learning. In this paper, we introduce Q-Learning with Posterior Sampling (PSQL), a simple Q-learning-based algorithm that uses Gaussian posteriors on Q-values for exploration, akin to the popular Thompson Sampling algorithm in the multi-armed bandit setting. We show that in the tabular episodic MDP setting, PSQL achieves a regret bound of $\tilde O(H^2\sqrt{SAT})$, closely matching the known lower bound of $Ω(H\sqrt{SAT})$. Here, S, A denote the number of states and actions in the underlying Markov Decision Process (MDP), and $T=KH$ with $K$ being the number of episodes and $H$ being the planning horizon. Our work provides several new technical insights into the core challenges in combining posterior sampling with dynamic programming and TD-learning-based RL algorithms, along with novel ideas for resolving those difficulties. We hope this will form a starting point for analyzing this efficient and important algorithmic technique in even more complex RL settings.

We study the convergence of off-policy TD(0) with linear function approximation when used to approximate the expected discounted reward in a Markov chain. It is well known that the combination of off-policy learning and function approximation can lead to divergence of the algorithm. Existing results for this setting modify the algorithm, for instance by reweighing the updates using importance sampling. This establishes convergence at the expense of additional complexity. In contrast, our approach is to analyse the standard algorithm, but to restrict our attention to the class of reversible Markov chains. We demonstrate convergence under this mild reversibility condition on the structure of the chain, which in many applications can be assumed using domain knowledge. In particular, we establish a convergence guarantee under an upper bound on the discount factor in terms of the difference between the on-policy and off-policy process. This improves upon known results in the literature that state that convergence holds for a sufficiently small discount factor by establishing an explicit bound. Convergence is with probability one and achieves projected Bellman error equal to zero. To obtain these results, we adapt the stochastic approximation framework that was used by Tsitsiklis and Van Roy [1997 for the on-policy case, to the off-policy case. We illustrate our results using different types of reversible Markov chains, such as one-dimensional random walks and random walks on a weighted graph.

Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a framework for this purpose by constructing a Bayesian posterior distribution over the network parameters. However, the prior, which is of key importance in any Bayesian setting, is rarely meaningful for BNNs. This is because the complexity of the input-to-output map of a BNN makes it difficult to understand how certain distributions enforce any interpretable constraint on the output space. Gaussian processes (GPs), on the other hand, are often preferred in uncertainty quantification tasks due to their interpretability. The drawback is that GPs are limited to small datasets without advanced techniques, which often rely on the covariance kernel having a specific structure. To address these challenges, we introduce a new class of priors for BNNs, called Mercer priors, such that the resulting BNN has samples which approximate that of a specified GP. The method works by defining a prior directly over the network parameters from the Mercer representation of the covariance kernel, and does not rely on the network having a specific structure. In doing so, we can exploit the scalability of BNNs in a meaningful Bayesian way.

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been the opposite, with unstable training, poor predictive power, and subpar calibration. Building upon recent work on reparametrizations of neural networks, we propose a simple variational family that considers two independent linear subspaces of the parameter space. These represent functional changes inside and outside the support of training data. This allows us to build a fully-correlated approximate posterior reflecting the overparametrization that tunes easy-to-interpret hyperparameters. We develop scalable numerical routines that maximize the associated evidence lower bound (ELBO) and sample from the approximate posterior. Empirically, we observe state-of-the-art performance across tasks, models, and datasets compared to a wide array of baseline methods. Our results show that approximate Bayesian inference applied to deep neural networks is far from a lost cause when constructing inference mechanisms that reflect the geometry of reparametrizations.

Suicide remains a public health challenge, necessitating improved detection methods to facilitate timely intervention and treatment. This systematic review evaluates the role of Artificial Intelligence (AI) and Machine Learning (ML) in assessing suicide risk through acoustic analysis of speech. Following PRISMA guidelines, we analyzed 33 articles selected from PubMed, Cochrane, Scopus, and Web of Science databases. The last search was conducted in February 2025. Risk of bias was assessed using the PROBAST tool. Studies analyzing acoustic features between individuals at risk of suicide (RS) and those not at risk (NRS) were included, while studies lacking acoustic data, a suicide-related focus, or sufficient methodological details were excluded. Sample sizes varied widely and were reported in terms of participants or speech segments, depending on the study. Results were synthesized narratively based on acoustic features and classifier performance. Findings consistently showed significant acoustic feature variations between RS and NRS populations, particularly involving jitter, fundamental frequency (F0), Mel-frequency cepstral coefficients (MFCC), and power spectral density (PSD). Classifier performance varied based on algorithms, modalities, and speech elicitation methods, with multimodal approaches integrating acoustic, linguistic, and metadata features demonstrating superior performance. Among the 29 classifier-based studies, reported AUC values ranged from 0.62 to 0.985 and accuracies from 60% to 99.85%. Most datasets were imbalanced in favor of NRS, and performance metrics were rarely reported separately by group, limiting clear identification of direction of effect.

The growing body of literature on training-data reconstruction attacks raises significant concerns about deploying neural network classifiers trained on sensitive data. However, differentially private (DP) training (e.g. using DP-SGD) can defend against such attacks with large training datasets causing only minimal loss of network utility. Folklore, heuristics, and (albeit pessimistic) DP bounds suggest this fails for networks trained with small per-class datasets, yet to the best of our knowledge the literature offers no compelling evidence. We directly demonstrate this vulnerability by significantly extending reconstruction attack capabilities under a realistic adversary threat model for few-shot transfer learned image classifiers. We design new white-box and black-box attacks and find that DP-SGD is unable to defend against these without significant classifier utility loss. To address this, we propose a novel homomorphic encryption (HE) method that protects training data without degrading model's accuracy. Conventional HE secures model's input data and requires costly homomorphic implementation of the entire classifier. In contrast, our new scheme is computationally efficient and protects training data rather than input data. This is achieved by means of a simple role-reversal where classifier input data is unencrypted but transfer-learned weights are encrypted. Classifier outputs remain encrypted, thus preventing both white-box and black-box (and any other) training-data reconstruction attacks. Under this new scheme only a trusted party with a private decryption key can obtain the classifier class decisions.