Sensor placement and feature selection are critical steps in engineering, modeling, and data science that share a common mathematical theme: the selected measurements should enable solution of an inverse problem. Most real-world systems of interest are nonlinear, yet the majority of available techniques for feature selection and sensor placement rely on assumptions of linearity or simple statistical models. We show that when these assumptions are violated, standard techniques can lead to costly over-sensing without guaranteeing that the desired information can be recovered from the measurements. In order to remedy these problems, we introduce a novel data-driven approach for sensor placement and feature selection for a general type of nonlinear inverse problem based on the information contained in secant vectors between data points. Using the secant-based approach, we develop three efficient greedy algorithms that each provide different types of robust, near-minimal reconstruction guarantees. We demonstrate them on two problems where linear techniques consistently fail: sensor placement to reconstruct a fluid flow formed by a complicated shock-mixing layer interaction and selecting fundamental manifold learning coordinates on a torus.

Recent advances in meta-learning has led to remarkable performances on several few-shot learning benchmarks. However, such success often ignores the similarity between training and testing tasks, resulting in a potential bias evaluation. We, therefore, propose a generative approach based on a variant of Latent Dirichlet Allocation to analyse task similarity to optimise and better understand the performance of meta-learning. We demonstrate that the proposed method can provide an insightful evaluation for meta-learning algorithms on two few-shot classification benchmarks that matches common intuition: the more similar the higher performance. Based on this similarity measure, we propose a task-selection strategy for meta-learning and show that it can produce more accurate classification results than methods that randomly select training tasks.

Brain function relies on a precisely coordinated and dynamic balance between the functional integration and segregation of distinct neural systems. Characterizing the way in which neural systems reconfigure their interactions to give rise to distinct but hidden brain states remains an open challenge. In this paper, we propose a Bayesian model-based characterization of latent brain states and showcase a novel method based on posterior predictive discrepancy using the latent block model to detect transitions between latent brain states in blood oxygen level-dependent (BOLD) time series. The set of estimated parameters in the model includes a latent label vector that assigns network nodes to communities, and also block model parameters that reflect the weighted connectivity within and between communities. Besides extensive in-silico model evaluation, we also provide empirical validation (and replication) using the Human Connectome Project (HCP) dataset of 100 healthy adults. Our results obtained through an analysis of task-fMRI data during working memory performance show appropriate lags between external task demands and change-points between brain states, with distinctive community patterns distinguishing fixation, low-demand and high-demand task conditions.

We study the problem of estimating a rank-1 additive deformation of a Gaussian tensor according to the \emph{maximum-likelihood estimator} (MLE). The analysis is carried out in the sparse setting, where the underlying signal has a support that scales sublinearly with the total number of dimensions. We show that for Bernoulli distributed signals, the MLE undergoes an \emph{all-or-nothing} (AoN) phase transition, already established for the minimum mean-square-error estimator (MMSE) in the same problem. The result follows from two main technical points: (i) the connection established between the MLE and the MMSE, using the first and second-moment methods in the constrained signal space, (ii) a recovery regime for the MMSE stricter than the simple error vanishing characterization given in the standard AoN, that is here proved as a general result.

This article focuses on numerical issues in maximum likelihood parameter estimation for Gaussian process regression (GPR). This article investigates the origin of the numerical issues and provides simple but effective improvement strategies. This work targets a basic problem but a host of studies, particularly in the literature of Bayesian optimization, rely on off-the-shelf GPR implementations. For the conclusions of these studies to be reliable and reproducible, robust GPR implementations are critical.

We consider the problem of representation and learning of causal models that encode context-specific information for discrete data. To represent such models we define the class of CStrees. This class is a subclass of staged tree models that captures context-specific information in a DAG model by the use of a staged tree, or equivalently, by a collection of DAGs. We provide a characterization of the complete set of asymmetric conditional independence relations encoded by a CStree that generalizes the global Markov property for DAGs. As a consequence, we obtain a graphical characterization of model equivalence for CStrees generalizing that of Verma and Pearl for DAG models. We also provide a closed-form formula for the maximum likelihood estimator of a CStree and use it to show that the Bayesian Information Criterion is a locally consistent score function for this model class. We then use the theory for general interventions in staged tree models to provide a global Markov property and a characterization of model equivalence for general interventions in CStrees. As examples, we apply these results to two real data sets, learning BIC-optimal CStrees for each and analyzing their context-specific causal structure.

Score-based generative modeling has recently emerged as a promising alternative to traditional likelihood-based or implicit approaches. Learning in score-based models involves first perturbing data with a continuous-time stochastic process, and then matching the time-dependent gradient of the logarithm of the noisy data density - or score function - using a continuous mixture of score matching losses. In this note, we show that such an objective is equivalent to maximum likelihood for certain choices of mixture weighting. This connection provides a principled way to weight the objective function, and justifies its use for comparing different score-based generative models. Taken together with previous work, our result reveals that both maximum likelihood training and test-time log-likelihood evaluation can be achieved through parameterization of the score function alone, without the need to explicitly parameterize a density function.

Stacking is a widely used model averaging technique that yields asymptotically optimal prediction among all linear averages. We show that stacking is most effective when the model predictive performance is heterogeneous in inputs, so that we can further improve the stacked mixture with a hierarchical model. With the input-varying yet partially-pooled model weights, hierarchical stacking improves average and conditional predictions. Our Bayesian formulation includes constant-weight (complete-pooling) stacking as a special case. We generalize to incorporate discrete and continuous inputs, other structured priors, and time-series and longitudinal data. We demonstrate on several applied problems.

Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are usually merged into the estimation. In this paper a novel boosting-based method is introduced to the nonparametric estimation in univariate cases. We deduce the boosting algorithm by the second-order approximation of nonparametric log-likelihood. Gaussian kernel and smooth spline are chosen as weak learners in boosting to satisfy the smoothing assumptions. Simulations and real data experiments demonstrate the efficacy of the proposed approach.

Generative modeling using samples drawn from the probability distribution constitutes a powerful approach for unsupervised machine learning. Quantum mechanical systems can produce probability distributions that exhibit quantum correlations which are difficult to capture using classical models. We show theoretically that such quantum correlations provide a powerful resource for generative modeling. In particular, we provide an unconditional proof of separation in expressive power between a class of widely-used generative models, known as Bayesian networks, and its minimal quantum extension. We show that this expressivity advantage is associated with quantum nonlocality and quantum contextuality. Furthermore, we numerically test this separation on standard machine learning data sets and show that it holds for practical problems. The possibility of quantum advantage demonstrated in this work not only sheds light on the design of useful quantum machine learning protocols but also provides inspiration to draw on ideas from quantum foundations to improve purely classical algorithms.