Despite the dominant role of deep models in machine learning, limitations persist, including overconfident predictions, susceptibility to adversarial attacks, and underestimation of variability in predictions. The Bayesian paradigm provides a natural framework to overcome such issues and has become the gold standard for uncertainty estimation with deep models, also providing improved accuracy and a framework for tuning critical hyperparameters. However, exact Bayesian inference is challenging, typically involving variational algorithms that impose strong independence and distributional assumptions. Moreover, existing methods are sensitive to the architectural choice of the network. We address these issues by constructing a relaxed version of the standard feed-forward rectified neural network, and employing Polya-Gamma data augmentation tricks to render a conditionally linear and Gaussian model. Additionally, we use sparsity-promoting priors on the weights of the neural network for data-driven architectural design. To approximate the posterior, we derive a variational inference algorithm that avoids distributional assumptions and independence across layers and is a faster alternative to the usual Markov Chain Monte Carlo schemes.

Rapid and accurate estimation of post-earthquake ground failures and building damage is critical for effective post-disaster responses. Progression in remote sensing technologies has paved the way for rapid acquisition of detailed, localized data, enabling swift hazard estimation through analysis of correlation deviations between pre- and post-quake satellite imagery. However, discerning seismic hazards and their impacts is challenged by overlapping satellite signals from ground failures, building damage, and environmental noise. Previous advancements introduced a novel causal graph-based Bayesian network that continually refines seismic ground failure and building damage estimates derived from satellite imagery, accounting for the intricate interplay among geospatial elements, seismic activity, ground failures, building structures, damages, and satellite data. However, this model's neglect of spatial heterogeneity across different locations in a seismic region limits its precision in capturing the spatial diversity of seismic effects. In this study, we pioneer an approach that accounts for spatial intricacies by introducing a spatial variable influenced by the bilateral filter to capture relationships from surrounding hazards. The bilateral filter considers both spatial proximity of neighboring hazards and their ground shaking intensity values, ensuring refined modeling of spatial relationships. This integration achieves a balance between site-specific characteristics and spatial tendencies, offering a comprehensive representation of the post-disaster landscape. Our model, tested across multiple earthquake events, demonstrates significant improvements in capturing spatial heterogeneity in seismic hazard estimation. The results highlight enhanced accuracy and efficiency in post-earthquake large-scale multi-impact estimation, effectively informing rapid disaster responses.

Recent years have seen a notable increase in the frequency and intensity of extreme weather events. With a rising number of power outages caused by these events, accurate prediction of power line outages is essential for safe and reliable operation of power grids. The Bayesian network is a probabilistic model that is very effective for predicting line outages under weather-related uncertainties. However, most existing studies in this area offer general risk assessments, but fall short of providing specific outage probabilities. In this work, we introduce a novel approach for predicting transmission line outage probabilities using a Bayesian network combined with Peter-Clark (PC) structural learning. Our approach not only enables precise outage probability calculations, but also demonstrates better scalability and robust performance, even with limited data. Case studies using data from BPA and NOAA show the effectiveness of this approach, while comparisons with several existing methods further highlight its advantages.

We propose a novel dynamic network model to capture evolving latent communities within temporal networks. To achieve this, we decompose each observed dynamic edge between vertices using a Poisson-gamma edge partition model, assigning each vertex to one or more latent communities through \emph{nonnegative} vertex-community memberships. Specifically, hierarchical transition kernels are employed to model the interactions between these latent communities in the observed temporal network. A hierarchical graph prior is placed on the transition structure of the latent communities, allowing us to model how they evolve and interact over time. Consequently, our dynamic network enables the inferred community structure to merge, split, and interact with one another, providing a comprehensive understanding of complex network dynamics. Experiments on various real-world network datasets demonstrate that the proposed model not only effectively uncovers interpretable latent structures but also surpasses other state-of-the art dynamic network models in the tasks of link prediction and community detection.

Diffusion models, known for their generative capabilities, have recently shown unexpected potential in image classification tasks by using Bayes' theorem. However, most diffusion classifiers require evaluating all class labels for a single classification, leading to significant computational costs that can hinder their application in large-scale scenarios. To address this, we present a Hierarchical Diffusion Classifier (HDC) that exploits the inherent hierarchical label structure of a dataset. By progressively pruning irrelevant high-level categories and refining predictions only within relevant subcategories, i.e., leaf nodes, HDC reduces the total number of class evaluations. As a result, HDC can accelerate inference by up to 60% while maintaining and, in some cases, improving classification accuracy. Our work enables a new control mechanism of the trade-off between speed and precision, making diffusion-based classification more viable for real-world applications, particularly in large-scale image classification tasks.

Determining potential probability distributions with a given causal graph is vital for causality studies. To bypass the difficulty in characterizing latent variables in a Bayesian network, the nested Markov model provides an elegant algebraic approach by listing exactly all the equality constraints on the observed variables. However, this algebraically motivated causal model comprises distributions outside Bayesian networks, and its physical interpretation remains vague. In this work, we inspect the nested Markov model through the lens of generalized probabilistic theory, an axiomatic framework to describe general physical theories. We prove that all the equality constraints defining the nested Markov model hold valid theory-independently. Yet, we show this model generally contains distributions not implementable even within such relaxed physical theories subjected to merely the relativity principles and mild probabilistic rules. To interpret the origin of such a gap, we establish a new causal model that defines valid distributions as projected from a high-dimensional Bell-type causal structure. The new model unveils inequality constraints induced by relativity principles, or equivalently high-dimensional conditional independences, which are absent in the nested Markov model. Nevertheless, we also notice that the restrictions on states and measurements introduced by the generalized probabilistic theory framework can pose additional inequality constraints beyond the new causal model. As a by-product, we discover a new causal structure exhibiting strict gaps between the distribution sets of a Bayesian network, generalized probabilistic theories, and the nested Markov model. We anticipate our results will enlighten further explorations on the unification of algebraic and physical perspectives of causality.

These methods can approximate the likelihood through neural likelihood estimation (NLE) (Papamakarios et al., 2019) or directly target the posterior distribution with neural posterior estimation (NPE) (Greenberg et al., 2019; Lueckmann et al., 2017; Papamakarios and Murray, 2016), with NLE requiring subsequent Markov Chain Monte Carlo (MCMC) steps to produce posterior samples. The hallmark of these neural methods is their ability to accurately approximate complex posterior distributions using only forward simulations from the assumed model. While sequential methods iteratively refine the posterior estimate through multiple rounds of simulation, one-shot NPE and NLE methods perform inference in a single round, enabling amortized inference where a trained model can be reused for multiple datasets without retraining (see, e.g., Radev et al., 2020; Gloeckler et al., 2024). In particular, like the statistical methods of approximate Bayesian computation (ABC), see, e.g., Sisson et al. (2018) for a handbook treatment, and Martin et al. (2023) for a recent summary, and Bayesian synthetic likelihood (BSL), see, e.g., Wood (2010), Price et al. (2018) and Frazier et al. (2023), NPE and NLE first reduce the data down to a vector of statistics and then build an approximation to the resulting partial posterior by substituting likelihood evaluation with forward simulation from the assumed model. In contrast to the statistical methods for likelihood-free inference like ABC and BSL, NPE (respectively, NLE) approximates the posterior (resp., the likelihood) directly by fitting flexible conditional density estimators, usually neural-or flow-based approaches, using training data that is simulated from the assumed model space. The approximation that results from this training step is then directly used as a posterior in the context of NPE or as a likelihood in the case of NLE, with MCMC for this trained likelihood then used to produce draws from an approximate posterior.

Model-based reinforcement learning refers to a set of approaches capable of sample-efficient decision making, which create an explicit model of the environment. This model can subsequently be used for learning optimal policies. In this paper, we propose a temporal Gaussian Mixture Model composed of a perception model and a transition model. The perception model extracts discrete (latent) states from continuous observations using a variational Gaussian mixture likelihood. Importantly, our model constantly monitors the collected data searching for new Gaussian components, i.e., the perception model performs a form of structure learning (Smith et al., 2020; Friston et al., 2018; Neacsu et al., 2022) as it learns the number of Gaussian components in the mixture. Additionally, the transition model learns the temporal transition between consecutive time steps by taking advantage of the Dirichlet-categorical conjugacy. Both the perception and transition models are able to forget part of the data points, while integrating the information they provide within the prior, which ensure fast variational inference. Finally, decision making is performed with a variant of Q-learning which is able to learn Q-values from beliefs over states. Empirically, we have demonstrated the model's ability to learn the structure of several mazes: the model discovered the number of states and the transition probabilities between these states. Moreover, using its learned Q-values, the agent was able to successfully navigate from the starting position to the maze's exit.

We propose a unifying framework for methods that perform Bayesian online learning in non-stationary environments. We call the framework BONE, which stands for (B)ayesian (O)nline learning in (N)on-stationary (E)nvironments. BONE provides a common structure to tackle a variety of problems, including online continual learning, prequential forecasting, and contextual bandits. The framework requires specifying three modelling choices: (i) a model for measurements (e.g., a neural network), (ii) an auxiliary process to model non-stationarity (e.g., the time since the last changepoint), and (iii) a conditional prior over model parameters (e.g., a multivariate Gaussian). The framework also requires two algorithmic choices, which we use to carry out approximate inference under this framework: (i) an algorithm to estimate beliefs (posterior distribution) about the model parameters given the auxiliary variable, and (ii) an algorithm to estimate beliefs about the auxiliary variable. We show how this modularity allows us to write many different existing methods as instances of BONE; we also use this framework to propose a new method. We then experimentally compare existing methods with our proposed new method on several datasets; we provide insights into the situations that make one method more suitable than another for a given task.

This study presents a comparative analysis of two objective functions, Mean Squared Error (MSE) and Softmax Cross-Entropy (SCE) for neural network classification tasks. While SCE combined with softmax activation is the conventional choice for transforming network outputs into class probabilities, we explore an alternative approach using MSE with sigmoid activation. We introduce the Output Reset algorithm, which reduces inconsistent errors and enhances classifier robustness. Through extensive experiments on benchmark datasets (MNIST, CIFAR-10, and Fashion-MNIST), we demonstrate that MSE with sigmoid activation achieves comparable accuracy and convergence rates to SCE, while exhibiting superior performance in scenarios with noisy data. Our findings indicate that MSE, despite its traditional association with regression tasks, serves as a viable alternative for classification problems, challenging conventional wisdom about neural network training strategies.