Machine learning models should not reveal particular information that is not otherwise accessible. Differential privacy provides a formal framework to mitigate privacy risks by ensuring that the inclusion or exclusion of any single data point does not significantly alter the output of an algorithm, thus limiting the exposure of private information. This survey paper explores the foundational definitions of differential privacy, reviews its original formulations and tracing its evolution through key research contributions. It then provides an in-depth examination of how DP has been integrated into machine learning models, analyzing existing proposals and methods to preserve privacy when training ML models. Finally, it describes how DP-based ML techniques can be evaluated in practice. %Finally, it discusses the broader implications of DP, highlighting its potential for public benefit, its real-world applications, and the challenges it faces, including vulnerabilities to adversarial attacks. By offering a comprehensive overview of differential privacy in machine learning, this work aims to contribute to the ongoing development of secure and responsible AI systems.

--Research on lane change prediction has gained a lot of momentum in the last couple of years. However, most research is confined to simulation or results obtained from datasets, leaving a gap between algorithmic advances and on-road deployment. This work closes that gap by demonstrating, on real hardware, a lane-change prediction system based on Knowledge Graph Embeddings (KGEs) and Bayesian inference. Moreover, the ego-vehicle employs a longitudinal braking action to ensure the safety of both itself and the surrounding vehicles. Our architecture consists of two modules: (i) a perception module that senses the environment, derives input numerical features, and converts them into linguistic categories; and communicates them to the prediction module; (ii) a pretrained prediction module that executes a KGE and Bayesian inference model to anticipate the target vehicle's maneuver and transforms the prediction into longitudinal braking action. Real-world hardware experimental validation demonstrates that our prediction system anticipates the target vehicle's lane change three to four seconds in advance, providing the ego vehicle sufficient time to react and allowing the target vehicle to make the lane change safely. Traffic accidents are one of the leading causes of death worldwide. As road networks become more complex and the number of vehicles increases, the ability to anticipate the lane change maneuvers of surrounding vehicles becomes not only beneficial but also essential for enhancing road safety. That's why research on lane change prediction has gained significant momentum in recent years.

This is a course project report with complete methodology, experiments, references and mathematical derivations. Matrix factorization [1] is a widely used technique in recommendation systems. Probabilistic Matrix Factorization (PMF) [2] extends traditional matrix factorization by incorporating probability distributions over latent factors, allowing for uncertainty quantification. However, computing the posterior distribution is intractable due to the high-dimensional integral. To address this, we employ two Bayesian inference methods: Markov Chain Monte Carlo (MCMC) [3, 4] and Variational Inference (VI) [5, 6] to approximate the posterior. We evaluate their performance on MovieLens dataset [7] and compare their convergence speed, predictive accuracy, and computational efficiency. Experimental results demonstrate that VI offers faster convergence, while MCMC provides more accurate posterior estimates.

We introduce scalable algorithms for online learning and generalized Bayesian inference of neural network parameters, designed for sequential decision making tasks. Our methods combine the strengths of frequentist and Bayesian filtering, which include fast low-rank updates via a block-diagonal approximation of the parameter error covariance, and a well-defined posterior predictive distribution that we use for decision making. More precisely, our main method updates a low-rank error covariance for the hidden layers parameters, and a full-rank error covariance for the final layer parameters. Although this characterizes an improper posterior, we show that the resulting posterior predictive distribution is well-defined. Our methods update all network parameters online, with no need for replay buffers or offline retraining. We show, empirically, that our methods achieve a competitive tradeoff between speed and accuracy on (non-stationary) contextual bandit problems and Bayesian optimization problems.

Solving inverse problems in cardiovascular modeling is particularly challenging due to the high computational cost of running high-fidelity simulations. In this work, we focus on Bayesian parameter estimation and explore different methods to reduce the computational cost of sampling from the posterior distribution by leveraging low-fidelity approximations. A common approach is to construct a surrogate model for the high-fidelity simulation itself. Another is to build a surrogate for the discrepancy between high- and low-fidelity models. This discrepancy, which is often easier to approximate, is modeled with either a fully connected neural network or a nonlinear dimensionality reduction technique that enables surrogate construction in a lower-dimensional space. A third possible approach is to treat the discrepancy between the high-fidelity and surrogate models as random noise and estimate its distribution using normalizing flows. This allows us to incorporate the approximation error into the Bayesian inverse problem by modifying the likelihood function. We validate five different methods which are variations of the above on analytical test cases by comparing them to posterior distributions derived solely from high-fidelity models, assessing both accuracy and computational cost. Finally, we demonstrate our approaches on two cardiovascular examples of increasing complexity: a lumped-parameter Windkessel model and a patient-specific three-dimensional anatomy.

Inverse problems are concerned with the reconstruction of unknown physical quantities using indirect measurements and are fundamental across diverse fields such as medical imaging, remote sensing, and material sciences. These problems serve as critical tools for visualizing internal structures beyond what is visible to the naked eye, enabling quantification, diagnosis, prediction, and discovery. However, most inverse problems are ill-posed, necessitating robust mathematical treatment to yield meaningful solutions. While classical approaches provide mathematically rigorous and computationally stable solutions, they are constrained by the ability to accurately model solution properties and implement them efficiently. A more recent paradigm considers deriving solutions to inverse problems in a data-driven manner. Instead of relying on classical mathematical modeling, this approach utilizes highly over-parameterized models, typically deep neural networks, which are adapted to specific inverse problems using carefully selected training data. Current approaches that follow this new paradigm distinguish themselves through solution accuracy paired with computational efficiency that was previously inconceivable. These notes offer an introduction to this data-driven paradigm for inverse problems. The first part of these notes will provide an introduction to inverse problems, discuss classical solution strategies, and present some applications. The second part will delve into modern data-driven approaches, with a particular focus on adversarial regularization and provably convergent linear plug-and-play denoisers. Throughout the presentation of these methodologies, their theoretical properties will be discussed, and numerical examples will be provided. The lecture series will conclude with a discussion of open problems and future perspectives in the field.

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive maintenance. Standard filtering assumes prior knowledge of noise statistics to extract latent system states from noisy sensor data. However, real-world scenarios involve abnormalities like outliers, biases, drifts, and missing observations with unknown or partially known statistics, limiting conventional approaches. This thesis presents novel robust nonlinear filtering methods to mitigate these challenges. Based on insights from our filtering proposals, we extend the formulations to offline estimation/learning setups and propose smoothing extensions. Our methods leverage Bayesian inference frameworks, employing both deterministic and stochastic approximation techniques including Variational Inference (VI) and Particle Filters/Sequential Monte Carlo (SMC). We also study theoretical estimation limits using Bayesian Cramér-Rao bounds (BCRBs) in the context of measurement abnormalities. To validate the performance gains of the proposed methods, we perform simulations and experiments in scenarios including target tracking, indoor localization, 3D point cloud registration, mesh registration, and pose graph optimization. The fundamental nature of the work makes it useful in diverse applications, with possible future extensions toward developing outlier-robust machine learning pipelines, learning system dynamics from anomalous data, and addressing challenges in generative AI where standard diffusion models struggle with outliers, imbalanced datasets, and mode collapse.

We propose a meta-learning method for learning from multiple noisy annotators. In many applications such as crowdsourcing services, labels for supervised learning are given by multiple annotators. Since the annotators have different skills or biases, given labels can be noisy. To learn accurate classifiers, existing methods require many noisy annotated data. However, sufficient data might be unavailable in practice. To overcome the lack of data, the proposed method uses labeled data obtained in different but related tasks. The proposed method embeds each example in tasks to a latent space by using a neural network and constructs a probabilistic model for learning a task-specific classifier while estimating annotators' abilities on the latent space. This neural network is meta-learned to improve the expected test classification performance when the classifier is adapted to a given small amount of annotated data. This classifier adaptation is performed by maximizing the posterior probability via the expectation-maximization (EM) algorithm. Since each step in the EM algorithm is easily computed as a closed-form and is differentiable, the proposed method can efficiently backpropagate the loss through the EM algorithm to meta-learn the neural network. We show the effectiveness of our method with real-world datasets with synthetic noise and real-world crowdsourcing datasets.

Density regression models allow a comprehensive understanding of data by modeling the complete conditional probability distribution. While flexible estimation approaches such as normalizing flows (NF) work particularly well in multiple dimensions, interpreting the input-output relationship of such models is often difficult, due to the black-box character of deep learning models. In contrast, existing statistical methods for multivariate outcomes such as multivariate conditional transformation models (MCTM) are restricted in flexibility and are often not expressive enough to represent complex multivariate probability distributions. In this paper, we combine MCTM with state-of-the-art and autoregressive NF to leverage the transparency of MCTM for modeling interpretable feature effects on the marginal distributions in the first step and the flexibility of neural-network-based NF techniques to account for complex and non-linear relationships in the joint data distribution. We demonstrate our method's versatility in various numerical experiments and compare it with MCTM and other NF models on both simulated and real-world data.

Diffusion bridges are a promising class of deep-learning methods for sampling from unnormalized distributions. Recent works show that the Log Variance (LV) loss consistently outperforms the reverse Kullback-Leibler (rKL) loss when using the reparametrization trick to compute rKL-gradients. While the on-policy LV loss yields identical gradients to the rKL loss when combined with the log-derivative trick for diffusion samplers with non-learnable forward processes, this equivalence does not hold for diffusion bridges or when diffusion coefficients are learned. Based on this insight we argue that for diffusion bridges the LV loss does not represent an optimization objective that can be motivated like the rKL loss via the data processing inequality. Our analysis shows that employing the rKL loss with the log-derivative trick (rKL-LD) does not only avoid these conceptual problems but also consistently outperforms the LV loss. Experimental results with different types of diffusion bridges on challenging benchmarks show that samplers trained with the rKL-LD loss achieve better performance. From a practical perspective we find that rKL-LD requires significantly less hyperparameter optimization and yields more stable training behavior.