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 Bayesian Inference


Statistical ranking with dynamic covariates

arXiv.org Machine Learning

We consider a covariate-assisted ranking model grounded in the Plackett--Luce framework. Unlike existing works focusing on pure covariates or individual effects with fixed covariates, our approach integrates individual effects with dynamic covariates. This added flexibility enhances realistic ranking yet poses significant challenges for analyzing the associated estimation procedures. This paper makes an initial attempt to address these challenges. We begin by discussing the sufficient and necessary condition for the model's identifiability. We then introduce an efficient alternating maximization algorithm to compute the maximum likelihood estimator (MLE). Under suitable assumptions on the topology of comparison graphs and dynamic covariates, we establish a quantitative uniform consistency result for the MLE with convergence rates characterized by the asymptotic graph connectivity. The proposed graph topology assumption holds for several popular random graph models under optimal leading-order sparsity conditions. A comprehensive numerical study is conducted to corroborate our theoretical findings and demonstrate the application of the proposed model to real-world datasets, including horse racing and tennis competitions.


Learning Diffusion Priors from Observations by Expectation Maximization

arXiv.org Machine Learning

Diffusion models recently proved to be remarkable priors for Bayesian inverse problems. However, training these models typically requires access to large amounts of clean data, which could prove difficult in some settings. In this work, we present a novel method based on the expectation-maximization algorithm for training diffusion models from incomplete and noisy observations only. Unlike previous works, our method leads to proper diffusion models, which is crucial for downstream tasks. As part of our method, we propose and motivate a new posterior sampling scheme for unconditional diffusion models.


A Survey of Models for Cognitive Diagnosis: New Developments and Future Directions

arXiv.org Artificial Intelligence

Cognitive diagnosis has been developed for decades as an effective measurement tool to evaluate human cognitive status such as ability level and knowledge mastery. It has been applied to a wide range of fields including education, sport, psychological diagnosis, etc. By providing better awareness of cognitive status, it can serve as the basis for personalized services such as well-designed medical treatment, teaching strategy and vocational training. This paper aims to provide a survey of current models for cognitive diagnosis, with more attention on new developments using machine learning-based methods. By comparing the model structures, parameter estimation algorithms, model evaluation methods and applications, we provide a relatively comprehensive review of the recent trends in cognitive diagnosis models. Further, we discuss future directions that are worthy of exploration. In addition, we release two Python libraries: EduData for easy access to some relevant public datasets we have collected, and EduCDM that implements popular CDMs to facilitate both applications and research purposes.


Your Absorbing Discrete Diffusion Secretly Models the Conditional Distributions of Clean Data

arXiv.org Artificial Intelligence

Discrete diffusion models with absorbing processes have shown promise in language modeling. The key quantities to be estimated are the ratios between the marginal probabilities of two transitive states at all timesteps, called the concrete score. In this paper, we reveal that the concrete score in absorbing diffusion can be expressed as conditional probabilities of clean data, multiplied by a time-dependent scalar in an analytic form. Motivated by this finding, we propose reparameterized absorbing discrete diffusion (RADD), a dedicated diffusion model without time-condition that characterizes the time-independent conditional probabilities. Besides its simplicity, RADD can reduce the number of function evaluations (NFEs) by caching the output of the time-independent network when the noisy sample remains unchanged in a sampling interval. Empirically, RADD is up to 3.5 times faster while achieving similar performance with the strongest baseline. Built upon the new perspective of conditional distributions, we further unify absorbing discrete diffusion and any-order autoregressive models (AO-ARMs), showing that the upper bound on the negative log-likelihood for the diffusion model can be interpreted as an expected negative log-likelihood for AO-ARMs. Further, our RADD models achieve SOTA performance among diffusion models on 5 zero-shot language modeling benchmarks (measured by perplexity) at the GPT-2 scale. Our code is available at https://github.com/ML-GSAI/RADD.


Scalable Variational Causal Discovery Unconstrained by Acyclicity

arXiv.org Artificial Intelligence

Bayesian causal discovery offers the power to quantify epistemic uncertainties among a broad range of structurally diverse causal theories potentially explaining the data, represented in forms of directed acyclic graphs (DAGs). However, existing methods struggle with efficient DAG sampling due to the complex acyclicity constraint. In this study, we propose a scalable Bayesian approach to effectively learn the posterior distribution over causal graphs given observational data thanks to the ability to generate DAGs without explicitly enforcing acyclicity. Specifically, we introduce a novel differentiable DAG sampling method that can generate a valid acyclic causal graph by mapping an unconstrained distribution of implicit topological orders to a distribution over DAGs. Given this efficient DAG sampling scheme, we are able to model the posterior distribution over causal graphs using a simple variational distribution over a continuous domain, which can be learned via the variational inference framework. Extensive empirical experiments on both simulated and real datasets demonstrate the superior performance of the proposed model compared to several state-of-the-art baselines.


Idiographic Personality Gaussian Process for Psychological Assessment

arXiv.org Machine Learning

We develop a novel measurement framework based on a Gaussian process coregionalization model to address a long-lasting debate in psychometrics: whether psychological features like personality share a common structure across the population, vary uniquely for individuals, or some combination. We propose the idiographic personality Gaussian process (IPGP) framework, an intermediate model that accommodates both shared trait structure across a population and "idiographic" deviations for individuals. IPGP leverages the Gaussian process coregionalization model to handle the grouped nature of battery responses, but adjusted to non-Gaussian ordinal data. We further exploit stochastic variational inference for efficient latent factor estimation required for idiographic modeling at scale. Using synthetic and real data, we show that IPGP improves both prediction of actual responses and estimation of individualized factor structures relative to existing benchmarks. In a third study, we show that IPGP also identifies unique clusters of personality taxonomies in real-world data, displaying great potential in advancing individualized approaches to psychological diagnosis and treatment.


Randomized Physics-Informed Neural Networks for Bayesian Data Assimilation

arXiv.org Artificial Intelligence

We propose a randomized physics-informed neural network (PINN) or rPINN method for uncertainty quantification in inverse partial differential equation (PDE) problems with noisy data. This method is used to quantify uncertainty in the inverse PDE PINN solutions. Recently, the Bayesian PINN (BPINN) method was proposed, where the posterior distribution of the PINN parameters was formulated using the Bayes' theorem and sampled using approximate inference methods such as the Hamiltonian Monte Carlo (HMC) and variational inference (VI) methods. In this work, we demonstrate that HMC fails to converge for non-linear inverse PDE problems. As an alternative to HMC, we sample the distribution by solving the stochastic optimization problem obtained by randomizing the PINN loss function. The effectiveness of the rPINN method is tested for linear and non-linear Poisson equations, and the diffusion equation with a high-dimensional space-dependent diffusion coefficient. The rPINN method provides informative distributions for all considered problems. For the linear Poisson equation, HMC and rPINN produce similar distributions, but rPINN is on average 27 times faster than HMC. For the non-linear Poison and diffusion equations, the HMC method fails to converge because a single HMC chain cannot sample multiple modes of the posterior distribution of the PINN parameters in a reasonable amount of time.


Pretraining End-to-End Keyword Search with Automatically Discovered Acoustic Units

arXiv.org Artificial Intelligence

End-to-end (E2E) keyword search (KWS) has emerged as an alternative and complimentary approach to conventional keyword search which depends on the output of automatic speech recognition (ASR) systems. While E2E methods greatly simplify the KWS pipeline, they generally have worse performance than their ASR-based counterparts, which can benefit from pretraining with untranscribed data. In this work, we propose a method for pretraining E2E KWS systems with untranscribed data, which involves using acoustic unit discovery (AUD) to obtain discrete units for untranscribed data and then learning to locate sequences of such units in the speech. We conduct experiments across languages and AUD systems: we show that finetuning such a model significantly outperforms a model trained from scratch, and the performance improvements are generally correlated with the quality of the AUD system used for pretraining.


The diameter of a stochastic matrix: A new measure for sensitivity analysis in Bayesian networks

arXiv.org Artificial Intelligence

Their use as a decision support tool in business and OR has been increasing over the years, including case studies in project management (van Dorp, 2020), supply chain (Garvey et al., 2015), marketing (Hosseini, 2021), and logistics (Qazi, 2022), among others. BNs are defined by two components: a directed acyclic graph (DAG) where each node is a variable of interest and edges represent the, possibly causal, relationship between them; a conditional probability table (CPT) for each node of the DAG reporting the probability distribution of the associated variable conditional on its parents. BNs are highly interpretable due to their graphical nature, representing the probabilistic relationships between variables, making it easy for users to understand and trace the influence of one variable on another. With explainability now recognized as critical for the use of AI in applied research (Rudin, 2019), including in OR (De Bock et al., 2023), BNs stand out by providing transparent and intuitive explanations, thereby enhancing trust and clarity in decision-making processes. The underlying DAG and the associated CPTs can be learned from data using machine learning algorithms or elicited using experts' opinions and knowledge. There is now a vast amount of algorithms to learn BN from data (e.g.


Machine Learning for Complex Systems with Abnormal Pattern by Exception Maximization Outlier Detection Method

arXiv.org Machine Learning

This paper proposes a novel fast online methodology for outlier detection called the exception maximization outlier detection method(EMODM), which employs probabilistic models and statistical algorithms to detect abnormal patterns from the outputs of complex systems. The EMODM is based on a two-state Gaussian mixture model and demonstrates strong performance in probability anomaly detection working on real-time raw data rather than using special prior distribution information. We confirm this using the synthetic data from two numerical cases. For the real-world data, we have detected the short circuit pattern of the circuit system using EMODM by the current and voltage output of a three-phase inverter. The EMODM also found an abnormal period due to COVID-19 in the insured unemployment data of 53 regions in the United States from 2000 to 2024. The application of EMODM to these two real-life datasets demonstrated the effectiveness and accuracy of our algorithm.