Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows allow for a more efficient approximation of the posterior and thus the extension of this technique to complex high-dimensional situations. In this paper, we show how this approach holds promise for adaptive measurement strategies to characterize present-day quantum technology platforms. In particular, we focus on arrays of coupled cavities and qubit arrays. Both represent model systems of high relevance for modern applications, like quantum simulations and computing, and both have been realized in platforms where measurement and control can be exploited to characterize and counteract unavoidable disorder. Thus, they represent ideal targets for applications of Bayesian experimental design.

Energy-based models (EBMs) are versatile density estimation models that directly parameterize an unnormalized log density. Although very flexible, EBMs lack a specified normalization constant of the model, making the likelihood of the model computationally intractable. Several approximate samplers and variational inference techniques have been proposed to estimate the likelihood gradients for training. These techniques have shown promising results in generating samples, but little attention has been paid to the statistical accuracy of the estimated density, such as determining the relative importance of different classes in a dataset. In this work, we propose a new maximum likelihood training algorithm for EBMs that uses a different type of generative model, normalizing flows (NF), which have recently been proposed to facilitate sampling. Our method fits an NF to an EBM during training so that an NF-assisted sampling scheme provides an accurate gradient for the EBMs at all times, ultimately leading to a fast sampler for generating new data.

The Levy walk in which the frequency of occurrence of step lengths follows a power-law distribution, can be observed in the migratory behavior of organisms at various levels. Levy walks with power exponents close to 2 are observed, and the reasons are unclear. This study aims to propose a model that universally generates inverse square Levy walks (called Cauchy walks) and to identify the conditions under which Cauchy walks appear. We demonstrate that Cauchy walks emerge universally in goal-oriented tasks. We use the term "goal-oriented" when the goal is clear, but this can be achieved in different ways, which cannot be uniquely determined. We performed a simulation in which an agent observed the data generated from a probability distribution in a two-dimensional space and successively estimated the central coordinates of that probability distribution. The agent has a model of probability distribution as a hypothesis for data-generating distribution and can modify the model such that each time a data point is observed, thereby increasing the estimated probability of occurrence of the observed data. To achieve this, the center coordinates of the model must be moved closer to those of the observed data. However, in the case of a two-dimensional space, arbitrariness arises in the direction of correction of the center; this task is goal oriented. We analyze two cases: a strategy that allocates the amount of modification randomly in the x- and y-directions, and a strategy that determines allocation such that movement is minimized. The results reveal that when a random strategy is used, the Cauchy walk appears. When the minimum strategy is used, the Brownian walk appears. The presence or absence of the constraint of minimizing the amount of movement may be a factor that causes the difference between Brownian and Levy walks.

Semi-supervised learning by self-training heavily relies on pseudo-label selection (PLS). The selection often depends on the initial model fit on labeled data. Early overfitting might thus be propagated to the final model by selecting instances with overconfident but erroneous predictions, often referred to as confirmation bias. This paper introduces BPLS, a Bayesian framework for PLS that aims to mitigate this issue. At its core lies a criterion for selecting instances to label: an analytical approximation of the posterior predictive of pseudo-samples. We derive this selection criterion by proving Bayes optimality of the posterior predictive of pseudo-samples. We further overcome computational hurdles by approximating the criterion analytically. Its relation to the marginal likelihood allows us to come up with an approximation based on Laplace's method and the Gaussian integral. We empirically assess BPLS for parametric generalized linear and non-parametric generalized additive models on simulated and real-world data. When faced with high-dimensional data prone to overfitting, BPLS outperforms traditional PLS methods.

Discovering causal relations from observational data becomes possible with additional assumptions such as considering the functional relations to be constrained as nonlinear with additive noise (ANM). Even with strong assumptions, causal discovery involves an expensive search problem over the space of directed acyclic graphs (DAGs). \emph{Topological ordering} approaches reduce the optimisation space of causal discovery by searching over a permutation rather than graph space. For ANMs, the \emph{Hessian} of the data log-likelihood can be used for finding leaf nodes in a causal graph, allowing its topological ordering. However, existing computational methods for obtaining the Hessian still do not scale as the number of variables and the number of samples increase. Therefore, inspired by recent innovations in diffusion probabilistic models (DPMs), we propose \emph{DiffAN}\footnote{Implementation is available at \url{https://github.com/vios-s/DiffAN} .}, a topological ordering algorithm that leverages DPMs for learning a Hessian function. We introduce theory for updating the learned Hessian without re-training the neural network, and we show that computing with a subset of samples gives an accurate approximation of the ordering, which allows scaling to datasets with more samples and variables. We show empirically that our method scales exceptionally well to datasets with up to $500$ nodes and up to $10^5$ samples while still performing on par over small datasets with state-of-the-art causal discovery methods. Implementation is available at https://github.com/vios-s/DiffAN .

This paper studies the statistical model of the non-centered mixture of scaled Gaussian distributions (NC-MSG). Using the Fisher-Rao information geometry associated to this distribution, we derive a Riemannian gradient descent algorithm. This algorithm is leveraged for two minimization problems. The first one is the minimization of a regularized negative log-likelihood (NLL). The latter makes the trade-off between a white Gaussian distribution and the NC-MSG. Conditions on the regularization are given so that the existence of a minimum to this problem is guaranteed without assumptions on the samples. Then, the Kullback-Leibler (KL) divergence between two NC-MSG is derived. This divergence enables us to define a minimization problem to compute centers of mass of several NC-MSGs. The proposed Riemannian gradient descent algorithm is leveraged to solve this second minimization problem. Numerical experiments show the good performance and the speed of the Riemannian gradient descent on the two problems. Finally, a Nearest centroid classifier is implemented leveraging the KL divergence and its associated center of mass. Applied on the large scale dataset Breizhcrops, this classifier shows good accuracies as well as robustness to rigid transformations of the test set.

While a number of metrics--such as log-likelihood, userspecified This paper proposes a new metric to measure the scoring functions, and the area under the receiver calibration error of probabilistic binary classifiers, operating characteristic (ROC) curve--are used to assess the called test-based calibration error (TCE). TCE incorporates quality of probabilistic classifiers, it is usually hard or even a novel loss function based on a statistical impossible to gauge whether predictions are well-calibrated test to examine the extent to which model predictions from the values of these metrics. For assessment of calibration, differ from probabilities estimated from it is typically necessary to use a metric that measures data. It offers (i) a clear interpretation, (ii) a consistent calibration error, that is, a deviation between model predictions scale that is unaffected by class imbalance, and and probabilities of target occurrences estimated from (iii) an enhanced visual representation with repect data. The importance of assessing calibration error has been to the standard reliability diagram. In addition, we long emphasised in machine learning [Nixon et al., 2019, introduce an optimality criterion for the binning Minderer et al., 2021] and in probabilistic forecasting more procedure of calibration error metrics based on a broadly [Dawid, 1982, Degroot and Fienberg, 1983].

The high communication cost of sending model updates from the clients to the server is a significant bottleneck for scalable federated learning (FL). Among existing approaches, state-of-the-art bitrate-accuracy tradeoffs have been achieved using stochastic compression methods -- in which the client $n$ sends a sample from a client-only probability distribution $q_{\phi^{(n)}}$, and the server estimates the mean of the clients' distributions using these samples. However, such methods do not take full advantage of the FL setup where the server, throughout the training process, has side information in the form of a pre-data distribution $p_{\theta}$ that is close to the client's distribution $q_{\phi^{(n)}}$ in Kullback-Leibler (KL) divergence. In this work, we exploit this closeness between the clients' distributions $q_{\phi^{(n)}}$'s and the side information $p_{\theta}$ at the server, and propose a framework that requires approximately $D_{KL}(q_{\phi^{(n)}}|| p_{\theta})$ bits of communication. We show that our method can be integrated into many existing stochastic compression frameworks such as FedPM, Federated SGLD, and QSGD to attain the same (and often higher) test accuracy with up to $50$ times reduction in the bitrate.

The quantification of aleatoric and epistemic uncertainty in terms of conditional entropy and mutual information, respectively, has recently become quite common in machine learning. While the properties of these measures, which are rooted in information theory, seem appealing at first glance, we identify various incoherencies that call their appropriateness into question. In addition to the measures themselves, we critically discuss the idea of an additive decomposition of total uncertainty into its aleatoric and epistemic constituents. Experiments across different computer vision tasks support our theoretical findings and raise concerns about current practice in uncertainty quantification.

Spatio-temporal point process (STPP) is a stochastic collection of events accompanied with time and space. Due to computational complexities, existing solutions for STPPs compromise with conditional independence between time and space, which consider the temporal and spatial distributions separately. The failure to model the joint distribution leads to limited capacities in characterizing the spatio-temporal entangled interactions given past events. In this work, we propose a novel parameterization framework for STPPs, which leverages diffusion models to learn complex spatio-temporal joint distributions. We decompose the learning of the target joint distribution into multiple steps, where each step can be faithfully described by a Gaussian distribution. To enhance the learning of each step, an elaborated spatio-temporal co-attention module is proposed to capture the interdependence between the event time and space adaptively. For the first time, we break the restrictions on spatio-temporal dependencies in existing solutions, and enable a flexible and accurate modeling paradigm for STPPs. Extensive experiments from a wide range of fields, such as epidemiology, seismology, crime, and urban mobility, demonstrate that our framework outperforms the state-of-the-art baselines remarkably, with an average improvement of over 50%. Further in-depth analyses validate its ability to capture spatio-temporal interactions, which can learn adaptively for different scenarios. The datasets and source code are available online: https://github.com/tsinghua-fib-lab/Spatio-temporal-Diffusion-Point-Processes.