Bayesian Inference
Gaussian Process Upper Confidence Bounds in Distributed Point Target Tracking over Wireless Sensor Networks
Liu, Xingchi, Mihaylova, Lyudmila, George, Jemin, Pham, Tien
Uncertainty quantification plays a key role in the development of autonomous systems, decision-making, and tracking over wireless sensor networks (WSNs). However, there is a need of providing uncertainty confidence bounds, especially for distributed machine learning-based tracking, dealing with different volumes of data collected by sensors. This paper aims to fill in this gap and proposes a distributed Gaussian process (DGP) approach for point target tracking and derives upper confidence bounds (UCBs) of the state estimates. A unique contribution of this paper includes the derived theoretical guarantees on the proposed approach and its maximum accuracy for tracking with and without clutter measurements. Particularly, the developed approaches with uncertainty bounds are generic and can provide trustworthy solutions with an increased level of reliability. A novel hybrid Bayesian filtering method is proposed to enhance the DGP approach by adopting a Poisson measurement likelihood model. The proposed approaches are validated over a WSN case study, where sensors have limited sensing ranges. Numerical results demonstrate the tracking accuracy and robustness of the proposed approaches. The derived UCBs constitute a tool for trustworthiness evaluation of DGP approaches. The simulation results reveal that the proposed UCBs successfully encompass the true target states with 88% and 42% higher probability in X and Y coordinates, respectively, when compared to the confidence interval-based method.
Indirect Dynamic Negotiation in the Nash Demand Game
Guy, Tatiana V., Homolovรก, Jitka, Gaj, Aleksej
OLITICS and business are considered traditional spheres of human negotiation. The internet and modern goods/service characterised by several, possibly interrelated, means of communication have extended human negotiation attributes (say price of a product and terms of its delivery); ii) to new domains such as social networks, deliberative democracy, limited negotiation time as no agent can deliberate infinitely; e-commerce, cloud-based applications, [1], [2]. Besides, iii) absence of moderator to coordinate the negotiation, so the automatic bargaining and negotiation, being inevitable agents must reach agreement themselves [11]. in modern cyber-physical-social systems [3], have been established The negotiation has been widely addressed in diverse fields in variety of applications, like network negotiation, ranging from economy and sociology to computer science.
Advancing Causal Inference: A Nonparametric Approach to ATE and CATE Estimation with Continuous Treatments
Souto, Hugo Gobato, Neto, Francisco Louzada
This paper introduces a generalized ps-BART model for the estimation of Average Treatment Effect (ATE) and Conditional Average Treatment Effect (CATE) in continuous treatments, addressing limitations of the Bayesian Causal Forest (BCF) model. The ps-BART model's nonparametric nature allows for flexibility in capturing nonlinear relationships between treatment and outcome variables. Across three distinct sets of Data Generating Processes (DGPs), the ps-BART model consistently outperforms the BCF model, particularly in highly nonlinear settings. The ps-BART model's robustness in uncertainty estimation and accuracy in both point-wise and probabilistic estimation demonstrate its utility for real-world applications. This research fills a crucial gap in causal inference literature, providing a tool better suited for nonlinear treatment-outcome relationships and opening avenues for further exploration in the domain of continuous treatment effect estimation.
SoftCVI: Contrastive variational inference with self-generated soft labels
Ward, Daniel, Beaumont, Mark, Fasiolo, Matteo
Estimating a distribution given access to its unnormalized density is pivotal in Bayesian inference, where the posterior is generally known only up to an unknown normalizing constant. Variational inference and Markov chain Monte Carlo methods are the predominant tools for this task; however, both are often challenging to apply reliably, particularly when the posterior has complex geometry. Here, we introduce Soft Contrastive Variational Inference (SoftCVI), which allows a family of variational objectives to be derived through a contrastive estimation framework. The approach parameterizes a classifier in terms of a variational distribution, reframing the inference task as a contrastive estimation problem aiming to identify a single true posterior sample among a set of samples. Despite this framing, we do not require positive or negative samples, but rather learn by sampling the variational distribution and computing ground truth soft classification labels from the unnormalized posterior itself. The objectives have zero variance gradient when the variational approximation is exact, without the need for specialized gradient estimators. We empirically investigate the performance on a variety of Bayesian inference tasks, using both simple (e.g. normal) and expressive (normalizing flow) variational distributions. We find that SoftCVI can be used to form objectives which are stable to train and mass-covering, frequently outperforming inference with other variational approaches.
A Primer on Variational Inference for Physics-Informed Deep Generative Modelling
Glyn-Davies, Alex, Vadeboncoeur, Arnaud, Akyildiz, O. Deniz, Kazlauskaite, Ieva, Girolami, Mark
Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative modelling and inversion tasks due to its built-in Bayesian regularisation and flexibility, essential qualities for physics related problems. Deriving the central learning objective for VI must often be tailored to new learning tasks where the nature of the problems dictates the conditional dependence between variables of interest, such as arising in physics problems. In this paper, we provide an accessible and thorough technical introduction to VI for forward and inverse problems, guiding the reader through standard derivations of the VI framework and how it can best be realized through deep learning. We then review and unify recent literature exemplifying the creative flexibility allowed by VI. This paper is designed for a general scientific audience looking to solve physics-based problems with an emphasis on uncertainty quantification.
Probabilistic Spatiotemporal Modeling of Day-Ahead Wind Power Generation with Input-Warped Gaussian Processes
Wind power is one of the fastest-growing renewable energy sectors and a key pillar for the transition to a carbon-free economy. In 2023, energy from wind accounted for 10.2% of all U.S. utility-scale electricity generation [54]. Being intrinsically weather-driven, wind power injects uncertainty into the balancing of power demand and generation. On the daily operational time scale, quantifying the asset-specific and area-wide uncertainty of renewable generation for the next day is an essential ingredient of grid management. Specifically, grid operators need probabilistic spatiotemporal forecasting of wind power in order to appropriately set grid reserves, ensure grid stability, and optimize dispatch of grid resources. Our goal is to develop a statistical framework for short-term wind power generation simulations across space and time. This project is motivated by working with a large dataset of wind generation in the Electric Reliability Council of Texas (ERCOT) region and is geared to the concrete practical concerns faced by electricity grid operators. We refer to our team's related publications [8, 7, 52, 38] that employ similar simulations for various downstream risk management tasks; other use cases are discussed, among others, in [27, 33, 35, 58].
Enhancing Preference-based Linear Bandits via Human Response Time
Li, Shen, Zhang, Yuyang, Ren, Zhaolin, Liang, Claire, Li, Na, Shah, Julie A.
Binary human choice feedback is widely used in interactive preference learning for its simplicity, but it provides limited information about preference strength. To overcome this limitation, we leverage human response times, which inversely correlate with preference strength, as complementary information. Our work integrates the EZ-diffusion model, which jointly models human choices and response times, into preference-based linear bandits. We introduce a computationally efficient utility estimator that reformulates the utility estimation problem using both choices and response times as a linear regression problem. Theoretical and empirical comparisons with traditional choice-only estimators reveal that for queries with strong preferences ("easy" queries), choices alone provide limited information, while response times offer valuable complementary information about preference strength. As a result, incorporating response times makes easy queries more useful. We demonstrate this advantage in the fixed-budget best-arm identification problem, with simulations based on three real-world datasets, consistently showing accelerated learning when response times are incorporated.
K-Fold Causal BART for CATE Estimation
Souto, Hugo Gobato, Neto, Francisco Louzada
This research aims to propose and evaluate a novel model named K-Fold Causal Bayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation of Average Treatment Effects (ATE) and Conditional Average Treatment Effects (CATE). The study employs synthetic and semi-synthetic datasets, including the widely recognized Infant Health and Development Program (IHDP) benchmark dataset, to validate the model's performance. Despite promising results in synthetic scenarios, the IHDP dataset reveals that the proposed model is not state-of-the-art for ATE and CATE estimation. Nonetheless, the research provides several novel insights: 1. The ps-BART model is likely the preferred choice for CATE and ATE estimation due to better generalization compared to the other benchmark models - including the Bayesian Causal Forest (BCF) model, which is considered by many the current best model for CATE estimation, 2. The BCF model's performance deteriorates significantly with increasing treatment effect heterogeneity, while the ps-BART model remains robust, 3. Models tend to be overconfident in CATE uncertainty quantification when treatment effect heterogeneity is low, 4. A second K-Fold method is unnecessary for avoiding overfitting in CATE estimation, as it adds computational costs without improving performance, 5. Detailed analysis reveals the importance of understanding dataset characteristics and using nuanced evaluation methods, 6. The conclusion of Curth et al. (2021) that indirect strategies for CATE estimation are superior for the IHDP dataset is contradicted by the results of this research. These findings challenge existing assumptions and suggest directions for future research to enhance causal inference methodologies.
Recursive Nested Filtering for Efficient Amortized Bayesian Experimental Design
Iqbal, Sahel, Abdulsamad, Hany, Pรฉrez-Vieites, Sara, Sรคrkkรค, Simo, Corenflos, Adrien
This paper introduces the Inside-Out Nested Particle Filter (IO-NPF), a novel, fully recursive, algorithm for amortized sequential Bayesian experimental design in the non-exchangeable setting. We frame policy optimization as maximum likelihood estimation in a non-Markovian state-space model, achieving (at most) $\mathcal{O}(T^2)$ computational complexity in the number of experiments. We provide theoretical convergence guarantees and introduce a backward sampling algorithm to reduce trajectory degeneracy. IO-NPF offers a practical, extensible, and provably consistent approach to sequential Bayesian experimental design, demonstrating improved efficiency over existing methods.
Intelligent tutoring systems by Bayesian nets with noisy gates
Antonucci, Alessandro, Mangili, Francesca, Bonesana, Claudio, Adorni, Giorgia
Directed graphical models such as Bayesian nets are often used to implement intelligent tutoring systems able to interact in real-time with learners in a purely automatic way. When coping with such models, keeping a bound on the number of parameters might be important for multiple reasons. First, as these models are typically based on expert knowledge, a huge number of parameters to elicit might discourage practitioners from adopting them. Moreover, the number of model parameters affects the complexity of the inferences, while a fast computation of the queries is needed for real-time feedback. We advocate logical gates with uncertainty for a compact parametrization of the conditional probability tables in the underlying Bayesian net used by tutoring systems. We discuss the semantics of the model parameters to elicit and the assumptions required to apply such approach in this domain. We also derive a dedicated inference scheme to speed up computations.