Bayesian Inference
A Filtering Approach to Stochastic Variational Inference
Stochastic variational inference (SVI) uses stochastic optimization to scale up Bayesian computation to massive data. We present an alternative perspective on SVI as approximate parallel coordinate ascent. SVI trades-off bias and variance to step close to the unknown true coordinate optimum given by batch variational Bayes (VB). We define a model to automate this process.
Semi-Separable Hamiltonian Monte Carlo for Inference in Bayesian Hierarchical Models
Sampling from hierarchical Bayesian models is often difficult for MCMC methods, because of the strong correlations between the model parameters and the hyperparameters. Recent Riemannian manifold Hamiltonian Monte Carlo (RMHMC) methods have significant potential advantages in this setting, but are computationally expensive. We introduce a new RMHMC method, which we call semi-separable Hamiltonian Monte Carlo, which uses a specially designed mass matrix that allows the joint Hamiltonian over model parameters and hyperparameters to decompose into two simpler Hamiltonians. This structure is exploited by a new integrator which we call the alternating blockwise leapfrog algorithm. The resulting method can mix faster than simpler Gibbs sampling while being simpler and more efficient than previous instances of RMHMC.
A Bayesian model for identifying hierarchically organised states in neural population activity
Neural population activity in cortical circuits is not solely driven by external inputs, but is also modulated by endogenous states which vary on multiple time-scales. To understand information processing in cortical circuits, we need to understand the statistical structure of internal states and their interaction with sensory inputs. Here, we present a statistical model for extracting hierarchically organised neural population states from multi-channel recordings of neural spiking activity. Population states are modelled using a hidden Markov decision tree with state-dependent tuning parameters and a generalised linear observation model. We present a variational Bayesian inference algorithm for estimating the posterior distribution over parameters from neural population recordings. On simulated data, we show that we can identify the underlying sequence of population states and reconstruct the ground truth parameters. Using population recordings from visual cortex, we find that a model with two levels of population states outperforms both a one-state and a two-state generalised linear model. Finally, we find that modelling of state-dependence also improves the accuracy with which sensory stimuli can be decoded from the population response.
Gaussian Process Volatility Model
The prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the evolution of the variance. Moreover, functional parameters are usually learned by maximum likelihood, which can lead to overfitting. To address these problems we introduce GP-Vol, a novel non-parametric model for time-changing variances based on Gaussian Processes. This new model can capture highly flexible functional relationships for the variances. Furthermore, we introduce a new online algorithm for fast inference in GP-Vol. This method is much faster than current offline inference procedures and it avoids overfitting problems by following a fully Bayesian approach. Experiments with financial data show that GP-Vol performs significantly better than current standard alternatives.
Bayesian Mixture-of-Experts: Towards Making LLMs Know What They Don't Know
The Mixture-of-Experts (MoE) architecture has enabled the creation of massive yet efficient Large Language Models (LLMs). However, the standard deterministic routing mechanism presents a significant limitation: its inherent brittleness is a key contributor to model miscalibration and overconfidence, resulting in systems that often do not know what they don't know. This thesis confronts this challenge by proposing a structured \textbf{Bayesian MoE routing framework}. Instead of forcing a single, deterministic expert selection, our approach models a probability distribution over the routing decision itself. We systematically investigate three families of methods that introduce this principled uncertainty at different stages of the routing pipeline: in the \textbf{weight-space}, the \textbf{logit-space}, and the final \textbf{selection-space}. Through a series of controlled experiments on a 3-billion parameter MoE model, we demonstrate that this framework significantly improves routing stability, in-distribution calibration, and out-of-distribution (OoD) detection. The results show that by targeting this core architectural component, we can create a more reliable internal uncertainty signal. This work provides a practical and computationally tractable pathway towards building more robust and self-aware LLMs, taking a crucial step towards making them know what they don't know.
Profit over Proxies: A Scalable Bayesian Decision Framework for Optimizing Multi-Variant Online Experiments
Pillai, Srijesh, Chandrawat, Rajesh Kumar
Online controlled experiments (A/B tests) are fundamental to data - driven decision - making in the digital economy. However, their real - world application is frequently compromised by two critical shortcomings: the use of statistically flawed heuristics like " p - value peeking", which inflates false positive rates, and an over - reliance on proxy metrics like conversion rates, which can lead to decisions that inadvertently harm core business profitability. This paper addresses these challenges by introducing a comp rehensive and scalable Bayesian decision framework designed for profit optimization in multi - variant (A/B/n) experiments. We propose a hierarchical Bayesian model that simultaneously estimates the probability of conversion (using a Beta - Bernoulli model) and the monetary value of that conversion (using a robust Bayesian model for the mean transaction value). Building on this, we employ a decision - theoretic stopping rule based on Expected Loss, enabling experiments to be concluded not only when a superior variant is identified but also when it becomes clear that no variant offers a practically significant improvement (stopping f or futility). The framework successfully navigates "revenue traps" where a variant with a higher conversion rate would have resulted in a net financial loss, correctly terminates futile experiments early to conserve resources, and maintains strict statisti cal integrity throughout the monitoring process. Ultimately, this work provides a practical and principled methodology for organizations to move beyond simple A/B testing towards a mature, profit - driven experimentation culture, ensuring that statistical conclusions translate directly to strategic busines s value.
Distinguishability of causal structures under latent confounding and selection
Carey, Ryan, Ansanelli, Marina Maciel, Wolfe, Elie, Evans, Robin J.
Statistical relationships in observed data can arise for several different reasons: the observed variables may be causally related, they may share a latent common cause, or there may be selection bias. Each of these scenarios can be modelled using different causal graphs. Not all such causal graphs, however, can be distinguished by experimental data. In this paper, we formulate the equivalence class of causal graphs as a novel graphical structure, the selected-marginalized directed graph (smDG). That is, we show that two directed acyclic graphs with latent and selected vertices have the same smDG if and only if they are indistinguishable, even when allowing for arbitrary interventions on the observed variables. As a substitute for the more familiar d-separation criterion for DAGs, we provide an analogous sound and complete separation criterion in smDGs for conditional independence relative to passive observations. Finally, we provide a series of sufficient conditions under which two causal structures are indistinguishable when there is only access to passive observations.
Estimating the strength and timing of syntactic structure building in naturalistic reading
A central question in psycholinguistics is the timing of syntax in sentence processing. Much of the existing evidence comes from violation paradigms, which conflate two separable processes - syntactic category detection and phrase structure construction - and implicitly assume that phrase structure follows category detection. In this study, we use co-registered EEG and eye-tracking data from the ZuCo corpus to disentangle these processes and test their temporal order under naturalistic reading conditions. Analyses of gaze transitions showed that readers preferentially moved between syntactic heads, suggesting that phrase structures, rather than serial word order, organize scanpaths. Bayesian network modeling further revealed that structural depth was the strongest driver of deviations from linear reading, outweighing lexical familiarity and surprisal. Finally, fixation-related potentials demonstrated that syntactic surprisal influences neural activity before word onset (-184 to -10 ms) and during early integration (48 to 300 ms). These findings extend current models of syntactic timing by showing that phrase structure construction can precede category detection and dominate lexical influences, supporting a predictive "tree-scaffolding" account of comprehension.
Light-SQ: Structure-aware Shape Abstraction with Superquadrics for Generated Meshes
Wang, Yuhan, Chen, Weikai, Hu, Zeyu, Zhang, Runze, Yin, Yingda, Wu, Ruoyu, Luo, Keyang, Qian, Shengju, Ma, Yiyan, Li, Hongyi, Gao, Yuan, Zhou, Yuhuan, Luo, Hao, Wang, Wan, Shen, Xiaobin, Li, Zhaowei, Zhu, Kuixin, Hong, Chuanlang, Wang, Yueyue, Feng, Lijie, Wang, Xin, Loy, Chen Change
In user-generated-content (UGC) applications, non-expert users often rely on image-to-3D generative models to create 3D assets. In this context, primitive-based shape abstraction offers a promising solution for UGC scenarios by compressing high-resolution meshes into compact, editable representations. Towards this end, effective shape abstraction must therefore be structure-aware, characterized by low overlap between primitives, part-aware alignment, and primitive compactness. We present Light-SQ, a novel superquadric-based optimization framework that explicitly emphasizes structure-awareness from three aspects. (a) We introduce SDF carving to iteratively udpate the target signed distance field, discouraging overlap between primitives. (b) We propose a block-regrow-fill strategy guided by structure-aware volumetric decomposition, enabling structural partitioning to drive primitive placement. (c) We implement adaptive residual pruning based on SDF update history to surpress over-segmentation and ensure compact results. In addition, Light-SQ supports multiscale fitting, enabling localized refinement to preserve fine geometric details. To evaluate our method, we introduce 3DGen-Prim, a benchmark extending 3DGen-Bench with new metrics for both reconstruction quality and primitive-level editability. Extensive experiments demonstrate that Light-SQ enables efficient, high-fidelity, and editable shape abstraction with superquadrics for complex generated geometry, advancing the feasibility of 3D UGC creation.
Trajectory Prediction via Bayesian Intention Inference under Unknown Goals and Kinematics
Yin, Shunan, Lu, Zehui, Mou, Shaoshuai
Abstract--This work introduces an adaptive Bayesian algorithm for real-time trajectory prediction via intention inference, where a target's intentions and motion characteristics are unknown and subject to change. The method concurrently estimates two critical variables: the target's current intention, modeled as a Markovian latent state, and an intention parameter that describes the target's adherence to a shortest-path policy. By integrating this joint update technique, the algorithm maintains robustness against abrupt intention shifts and unknown motion dynamics. A sampling-based trajectory prediction mechanism then exploits these adaptive estimates to generate probabilistic forecasts with quantified uncertainty. Experimental results demonstrate that the proposed approach significantly outperforms non-adaptive and partially adaptive methods. The method operates in real time around 270 Hz without requiring training or detailed prior knowledge of target behavior, showcasing its applicability in various robotic systems. Real-world autonomous systems such as self-driving cars, service robots, and surveillance drones frequently face intention inference tasks [1]: they must determine what another agent or human is trying to achieve and where it is likely to go next [2], [3]. These tasks are inherently challenging for several reasons. First, the target's motion dynamics are often unknown. For example, a pedestrian may switch between walking, jogging, or stopping unpredictably. Second, the agent's intention may shift during execution, such as changing to a new goal without any observable signal, i.e., in a non-cooperative fashion.