Predicting cancer dynamics under treatment is challenging due to high inter-patient heterogeneity, lack of predictive biomarkers, and sparse and noisy longitudinal data. Mathematical models can summarize cancer dynamics by a few interpretable parameters per patient. Machine learning methods can then be trained to predict the model parameters from baseline covariates, but do not account for uncertainty in the parameter estimates. Instead, hierarchical Bayesian modeling can model the relationship between baseline covariates to longitudinal measurements via mechanistic parameters while accounting for uncertainty in every part of the model. The mapping from baseline covariates to model parameters can be modeled in several ways. A linear mapping simplifies inference but fails to capture nonlinear covariate effects and scale poorly for interaction modeling when the number of covariates is large. In contrast, Bayesian neural networks can potentially discover interactions between covariates automatically, but at a substantial cost in computational complexity. In this work, we develop a hierarchical Bayesian model of subpopulation dynamics that uses baseline covariate information to predict cancer dynamics under treatment, inspired by cancer dynamics in multiple myeloma (MM), where serum M protein is a well-known proxy of tumor burden. As a working example, we apply the model to a simulated dataset and compare its ability to predict M protein trajectories to a model with linear covariate effects. Our results show that the Bayesian neural network covariate effect model predicts cancer dynamics more accurately than a linear covariate effect model when covariate interactions are present. The framework can also be applied to other types of cancer or other time series prediction problems that can be described with a parametric model.

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current machine learning approaches, however, mostly rely on rerunning simulations over a fixed set of designs available in the observed data, potentially neglecting informative correlations across the design space and requiring a large amount of simulations. Instead, we consider the calibration process from the perspective of Bayesian adaptive experimental design and propose a data-efficient algorithm to run maximally informative simulations within a batch-sequential process. At each round, the algorithm jointly estimates the parameters of the posterior distribution and optimal designs by maximising a variational lower bound of the expected information gain. The simulator is modelled as a sample from a Gaussian process, which allows us to correlate simulations and observed data with the unknown calibration parameters. We show the benefits of our method when compared to related approaches across synthetic and real-data problems.

Multi-dimensional parameter spaces are commonly encountered in astroparticle physics theories that attempt to capture novel phenomena. However, they often possess complicated posterior geometries that are expensive to traverse using techniques traditional to this community. Effectively sampling these spaces is crucial to bridge the gap between experiment and theory. Several recent innovations, which are only beginning to make their way into this field, have made navigating such complex posteriors possible. These include GPU acceleration, automatic differentiation, and neural-network-guided reparameterization. We apply these advancements to astroparticle physics experimental results in the context of novel neutrino physics and benchmark their performances against traditional nested sampling techniques. Compared to nested sampling alone, we find that these techniques increase performance for both nested sampling and Hamiltonian Monte Carlo, accelerating inference by factors of $\sim 100$ and $\sim 60$, respectively. As nested sampling also evaluates the Bayesian evidence, these advancements can be exploited to improve model comparison performance while retaining compatibility with existing implementations that are widely used in the natural sciences.

Continuous normalizing flows (CNFs) learn the probability path between a reference and a target density by modeling the vector field generating said path using neural networks. Recently, Lipman et al. (2022) introduced a simple and inexpensive method for training CNFs in generative modeling, termed flow matching (FM). In this paper, we re-purpose this method for probabilistic inference by incorporating Markovian sampling methods in evaluating the FM objective and using the learned probability path to improve Monte Carlo sampling. We propose a sequential method, which uses samples from a Markov chain to fix the probability path defining the FM objective. We augment this scheme with an adaptive tempering mechanism that allows the discovery of multiple modes in the target. Under mild assumptions, we establish convergence to a local optimum of the FM objective, discuss improvements in the convergence rate, and illustrate our methods on synthetic and real-world examples.

We re-examine the problem of reconstructing a high-dimensional signal from a small set of linear measurements, in combination with image prior from a diffusion probabilistic model. Well-established methods for optimizing such measurements include principal component analysis (PCA), independent component analysis (ICA) and compressed sensing (CS), all of which rely on axis- or subspace-aligned statistical characterization. But many naturally occurring signals, including photographic images, contain richer statistical structure. To exploit such structure, we introduce a general method for obtaining an optimized set of linear measurements, assuming a Bayesian inverse solution that leverages the prior implicit in a neural network trained to perform denoising. We demonstrate that these measurements are distinct from those of PCA and CS, with significant improvements in minimizing squared reconstruction error. In addition, we show that optimizing the measurements for the SSIM perceptual loss leads to perceptually improved reconstruction. Our results highlight the importance of incorporating the specific statistical regularities of natural signals when designing effective linear measurements.

I generalize acyclic deterministic structural equation models to the nondeterministic case and argue that it offers an improved semantics for counterfactuals. The standard, deterministic, semantics developed by Halpern (and based on the initial proposal of Galles & Pearl) assumes that for each assignment of values to parent variables there is a unique assignment to their child variable, and it assumes that the actual world (an assignment of values to all variables of a model) specifies a unique counterfactual world for each intervention. Both assumptions are unrealistic, and therefore I drop both of them in my proposal. I do so by allowing multi-valued functions in the structural equations. In addition, I adjust the semantics so that the solutions to the equations that obtained in the actual world are preserved in any counterfactual world. I motivate the resulting logic by comparing it to the standard one by Halpern and to more recent proposals that are closer to mine. Finally, I extend these models to the probabilistic case and show that they open up the way to identifying counterfactuals even in Causal Bayesian Networks.

Probabilistic inference is a fundamental task in modern machine learning. Recent advances in tensor network (TN) contraction algorithms have enabled the development of better exact inference methods. However, many common inference tasks in probabilistic graphical models (PGMs) still lack corresponding TN-based adaptations. In this work, we advance the connection between PGMs and TNs by formulating and implementing tensor-based solutions for the following inference tasks: (i) computing the partition function, (ii) computing the marginal probability of sets of variables in the model, (iii) determining the most likely assignment to a set of variables, and (iv) the same as (iii) but after having marginalized a different set of variables. We also present a generalized method for generating samples from a learned probability distribution. Our work is motivated by recent technical advances in the fields of quantum circuit simulation, quantum many-body physics, and statistical physics. Through an experimental evaluation, we demonstrate that the integration of these quantum technologies with a series of algorithms introduced in this study significantly improves the effectiveness of existing methods for solving probabilistic inference tasks.

Existing Maximum-Entropy (MaxEnt) Reinforcement Learning (RL) methods for continuous action spaces are typically formulated based on actor-critic frameworks and optimized through alternating steps of policy evaluation and policy improvement. In the policy evaluation steps, the critic is updated to capture the soft Q-function. In the policy improvement steps, the actor is adjusted in accordance with the updated soft Q-function. In this paper, we introduce a new MaxEnt RL framework modeled using Energy-Based Normalizing Flows (EBFlow). This framework integrates the policy evaluation steps and the policy improvement steps, resulting in a single objective training process. Our method enables the calculation of the soft value function used in the policy evaluation target without Monte Carlo approximation. Moreover, this design supports the modeling of multi-modal action distributions while facilitating efficient action sampling. To evaluate the performance of our method, we conducted experiments on the MuJoCo benchmark suite and a number of high-dimensional robotic tasks simulated by Omniverse Isaac Gym. The evaluation results demonstrate that our method achieves superior performance compared to widely-adopted representative baselines.

Anomaly detection is the task of identifying examples that do not behave as expected. Because anomalies are rare and unexpected events, collecting real anomalous examples is often challenging in several applications. In addition, learning an anomaly detector with limited (or no) anomalies often yields poor prediction performance. One option is to employ auxiliary synthetic anomalies to improve the model training. However, synthetic anomalies may be of poor quality: anomalies that are unrealistic or indistinguishable from normal samples may deteriorate the detector's performance. Unfortunately, no existing methods quantify the quality of auxiliary anomalies. We fill in this gap and propose the expected anomaly posterior (EAP), an uncertainty-based score function that measures the quality of auxiliary anomalies by quantifying the total uncertainty of an anomaly detector. Experimentally on 40 benchmark datasets of images and tabular data, we show that EAP outperforms 12 adapted data quality estimators in the majority of cases.

Data assimilation refers to a set of algorithms designed to compute the optimal estimate of a system's state by refining the prior prediction (known as background states) using observed data. Variational assimilation methods rely on the maximum likelihood approach to formulate a variational cost, with the optimal state estimate derived by minimizing this cost. Although traditional variational methods have achieved great success and have been widely used in many numerical weather prediction centers, they generally assume Gaussian errors in the background states, which limits the accuracy of these algorithms due to the inherent inaccuracies of this assumption. In this paper, we introduce VAE-Var, a novel variational algorithm that leverages a variational autoencoder (VAE) to model a non-Gaussian estimate of the background error distribution. We theoretically derive the variational cost under the VAE estimation and present the general formulation of VAE-Var; we implement VAE-Var on low-dimensional chaotic systems and demonstrate through experimental results that VAE-Var consistently outperforms traditional variational assimilation methods in terms of accuracy across various observational settings.