Modeling and analysis for event series generated by heterogeneous users of various behavioral patterns are closely involved in our daily lives, including credit card fraud detection, online platform user recommendation, and social network analysis. The most commonly adopted approach to this task is to classify users into behavior-based categories and analyze each of them separately. However, this approach requires extensive data to fully understand user behavior, presenting challenges in modeling newcomers without historical knowledge. In this paper, we propose a novel discrete event prediction framework for new users through the lens of causal inference. Our method offers an unbiased prediction for new users without needing to know their categories. We treat the user event history as the ''treatment'' for future events and the user category as the key confounder. Thus, the prediction problem can be framed as counterfactual outcome estimation, with the new user model trained on an adjusted dataset where each event is re-weighted by its inverse propensity score. We demonstrate the superior performance of the proposed framework with a numerical simulation study and two real-world applications, including Netflix rating prediction and seller contact prediction for customer support at Amazon.

This paper provides an overview of current approaches for solving inverse problems in imaging using variational methods and machine learning. A special focus lies on point estimators and their robustness against adversarial perturbations. In this context results of numerical experiments for a one-dimensional toy problem are provided, showing the robustness of different approaches and empirically verifying theoretical guarantees. Another focus of this review is the exploration of the subspace of data-consistent solutions through explicit guidance to satisfy specific semantic or textural properties.

Multi-agent reinforcement learning (MARL) methods struggle with the non-stationarity of multi-agent systems and fail to adaptively learn online when tested with novel agents. Here, we leverage large language models (LLMs) to create an autonomous agent that can handle these challenges. Our agent, Hypothetical Minds, consists of a cognitively-inspired architecture, featuring modular components for perception, memory, and hierarchical planning over two levels of abstraction. We introduce the Theory of Mind module that scaffolds the high-level planning process by generating hypotheses about other agents' strategies in natural language. It then evaluates and iteratively refines these hypotheses by reinforcing hypotheses that make correct predictions about the other agents' behavior. Hypothetical Minds significantly improves performance over previous LLM-agent and RL baselines on a range of competitive, mixed motive, and collaborative domains in the Melting Pot benchmark, including both dyadic and population-based environments. Additionally, comparisons against LLM-agent baselines and ablations reveal the importance of hypothesis evaluation and refinement for succeeding on complex scenarios.

This paper introduces factored conditional filters, new filtering algorithms for simultaneously tracking states and estimating parameters in high-dimensional state spaces. The conditional nature of the algorithms is used to estimate parameters and the factored nature is used to decompose the state space into low-dimensional subspaces in such a way that filtering on these subspaces gives distributions whose product is a good approximation to the distribution on the entire state space. The conditions for successful application of the algorithms are that observations be available at the subspace level and that the transition model can be factored into local transition models that are approximately confined to the subspaces; these conditions are widely satisfied in computer science, engineering, and geophysical filtering applications. We give experimental results on tracking epidemics and estimating parameters in large contact networks that show the effectiveness of our approach.

We propose a computational procedure for identifying convection in heat transfer dynamics. The procedure is based on a Gaussian process latent force model, consisting of a white-box component (i.e., known physics) for the conduction and linear convection effects and a Gaussian process that acts as a black-box component for the nonlinear convection effects. States are inferred through Bayesian smoothing and we obtain approximate posterior distributions for the kernel covariance function's hyperparameters using Laplace's method. The nonlinear convection function is recovered from the Gaussian process states using a Bayesian regression model. We validate the procedure by simulation error using the identified nonlinear convection function, on both data from a simulated system and measurements from a physical assembly.

One of the primary catalysts fueling advances in artificial intelligence (AI) and machine learning (ML) is the availability of massive, curated datasets. A commonly used technique to curate such massive datasets is crowdsourcing, where data are dispatched to multiple annotators. The annotator-produced labels are then fused to serve downstream learning and inference tasks. This annotation process often creates noisy labels due to various reasons, such as the limited expertise, or unreliability of annotators, among others. Therefore, a core objective in crowdsourcing is to develop methods that effectively mitigate the negative impact of such label noise on learning tasks. This feature article introduces advances in learning from noisy crowdsourced labels. The focus is on key crowdsourcing models and their methodological treatments, from classical statistical models to recent deep learning-based approaches, emphasizing analytical insights and algorithmic developments. In particular, this article reviews the connections between signal processing (SP) theory and methods, such as identifiability of tensor and nonnegative matrix factorization, and novel, principled solutions of longstanding challenges in crowdsourcing -- showing how SP perspectives drive the advancements of this field. Furthermore, this article touches upon emerging topics that are critical for developing cutting-edge AI/ML systems, such as crowdsourcing in reinforcement learning with human feedback (RLHF) and direct preference optimization (DPO) that are key techniques for fine-tuning large language models (LLMs).

With the development of Human-AI Collaboration in Classification (HAI-CC), integrating users and AI predictions becomes challenging due to the complex decision-making process. This process has three options: 1) AI autonomously classifies, 2) learning to complement, where AI collaborates with users, and 3) learning to defer, where AI defers to users. Despite their interconnected nature, these options have been studied in isolation rather than as components of a unified system. In this paper, we address this weakness with the novel HAI-CC methodology, called Learning to Complement and to Defer to Multiple Users (LECODU). LECODU not only combines learning to complement and learning to defer strategies, but it also incorporates an estimation of the optimal number of users to engage in the decision process. The training of LECODU maximises classification accuracy and minimises collaboration costs associated with user involvement. Comprehensive evaluations across real-world and synthesized datasets demonstrate LECODU's superior performance compared to state-of-the-art HAI-CC methods. Remarkably, even when relying on unreliable users with high rates of label noise, LECODU exhibits significant improvement over both human decision-makers alone and AI alone.

Compressed sensing combines the power of convex optimization techniques with a sparsity-inducing prior on the signal space to solve an underdetermined system of equations. For many problems, the sparsifying dictionary is not directly given, nor its existence can be assumed. Besides, the sensing matrix can change across different scenarios. Addressing these issues requires solving a sparse representation learning problem, namely dictionary learning, taking into account the epistemic uncertainty of the learned dictionaries and, finally, jointly learning sparse representations and reconstructions under varying sensing matrix conditions. We address both concerns by proposing a variant of the LISTA architecture. First, we introduce Augmented Dictionary Learning ISTA (A-DLISTA), which incorporates an augmentation module to adapt parameters to the current measurement setup. Then, we propose to learn a distribution over dictionaries via a variational approach, dubbed Variational Learning ISTA (VLISTA). VLISTA exploits A-DLISTA as the likelihood model and approximates a posterior distribution over the dictionaries as part of an unfolded LISTA-based recovery algorithm. As a result, VLISTA provides a probabilistic way to jointly learn the dictionary distribution and the reconstruction algorithm with varying sensing matrices. We provide theoretical and experimental support for our architecture and show that our model learns calibrated uncertainties.

We consider a prototypical problem of Bayesian inference for a structured spiked model: a low-rank signal is corrupted by additive noise. While both information-theoretic and algorithmic limits are well understood when the noise is a Gaussian Wigner matrix, the more realistic case of structured noise still proves to be challenging. To capture the structure while maintaining mathematical tractability, a line of work has focused on rotationally invariant noise. However, existing studies either provide sub-optimal algorithms or are limited to special cases of noise ensembles. In this paper, using tools from statistical physics (replica method) and random matrix theory (generalized spherical integrals) we establish the first characterization of the information-theoretic limits for a noise matrix drawn from a general trace ensemble. Remarkably, our analysis unveils the asymptotic equivalence between the rotationally invariant model and a surrogate Gaussian one. Finally, we show how to saturate the predicted statistical limits using an efficient algorithm inspired by the theory of adaptive Thouless-Anderson-Palmer (TAP) equations.

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various state-of-the-art techniques exist for fusing data from different fidelity sources, including Co-Kriging and transfer learning in neural networks. This paper aims to implement a multi-fidelity Bayesian neural network model that applies transfer learning to fuse data generated by models at different fidelities. Bayesian neural networks use probability distributions over network weights, enabling them to provide predictions along with estimates of their confidence. This approach harnesses the predictive and data fusion capabilities of neural networks while also quantifying uncertainty. The results demonstrate that the multi-fidelity Bayesian model outperforms the state-of-the-art Co-Kriging in terms of overall accuracy and robustness on unseen data.