In the studies on symbol emergence and emergent communication in a population of agents, a computational model was employed in which agents participate in various language games. Among these, the Metropolis-Hastings naming game (MHNG) possesses a notable mathematical property: symbol emergence through MHNG is proven to be a decentralized Bayesian inference of representations shared by the agents. However, the previously proposed MHNG is limited to a two-agent scenario. This paper extends MHNG to an N-agent scenario. The main contributions of this paper are twofold: (1) we propose the recursive Metropolis-Hastings naming game (RMHNG) as an N-agent version of MHNG and demonstrate that RMHNG is an approximate Bayesian inference method for the posterior distribution over a latent variable shared by agents, similar to MHNG; and (2) we empirically evaluate the performance of RMHNG on synthetic and real image data, enabling multiple agents to develop and share a symbol system. Furthermore, we introduce two types of approximations -- one-sample and limited-length -- to reduce computational complexity while maintaining the ability to explain communication in a population of agents. The experimental findings showcased the efficacy of RMHNG as a decentralized Bayesian inference for approximating the posterior distribution concerning latent variables, which are jointly shared among agents, akin to MHNG. Moreover, the utilization of RMHNG elucidated the agents' capacity to exchange symbols. Furthermore, the study discovered that even the computationally simplified version of RMHNG could enable symbols to emerge among the agents.

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via either Monte Carlo or expectation-maximization methods. In this work we introduce an alternative, variational inference algorithm for Markov jump processes which relies on neural ordinary differential equations, and is trainable via back-propagation. Our methodology learns neural, continuous-time representations of the observed data, that are used to approximate the initial distribution and time-dependent transition probability rates of the posterior Markov jump process. The time-independent rates of the prior process are in contrast trained akin to generative adversarial networks. We test our approach on synthetic data sampled from ground-truth Markov jump processes, experimental switching ion channel data and molecular dynamics simulations. Source code to reproduce our experiments is available online.

We develop a method that addresses the problem of causality for multivariate time series with few assumptions. It consists of Causality defines the relationship between cause and effect. In multivariate merging a causal discovery algorithm, the PC algorithm [6], with an time series field, this notion allows to characterize the information theoretic-based causal inference measure, the Partial links between several time series considering temporal lags. These Mutual Information from Mixed Embedding [7] (PMIME). Based on phenomena are particularly important in medicine to analyze the information theory, the PMIME allows to limit assumptions on the effect of a drug for example, in manufacturing to detect the causes data but also on the links between time series. With this measure, of an anomaly in a complex system or in social sciences... Most of the PC algorithm gives causal relationships among multivariate the time, studying these complex systems is made through correlation time series, by representing the causality with a Directed Acyclic only. But correlation can lead to spurious relationships.

We introduce the problem of active causal structure learning with advice. In the typical well-studied setting, the learning algorithm is given the essential graph for the observational distribution and is asked to recover the underlying causal directed acyclic graph (DAG) $G^*$ while minimizing the number of interventions made. In our setting, we are additionally given side information about $G^*$ as advice, e.g. a DAG $G$ purported to be $G^*$. We ask whether the learning algorithm can benefit from the advice when it is close to being correct, while still having worst-case guarantees even when the advice is arbitrarily bad. Our work is in the same space as the growing body of research on algorithms with predictions. When the advice is a DAG $G$, we design an adaptive search algorithm to recover $G^*$ whose intervention cost is at most $O(\max\{1, \log \psi\})$ times the cost for verifying $G^*$; here, $\psi$ is a distance measure between $G$ and $G^*$ that is upper bounded by the number of variables $n$, and is exactly 0 when $G=G^*$. Our approximation factor matches the state-of-the-art for the advice-less setting.

Causal discovery with latent confounders is an important but challenging task in many scientific areas. Despite the success of some overcomplete independent component analysis (OICA) based methods in certain domains, they are computationally expensive and can easily get stuck into local optima. We notice that interestingly, by making use of higher-order cumulants, there exists a closed-form solution to OICA in specific cases, e.g., when the mixing procedure follows the One-Latent-Component structure. In light of the power of the closed-form solution to OICA corresponding to the One-Latent-Component structure, we formulate a way to estimate the mixing matrix using the higher-order cumulants, and further propose the testable One-Latent-Component condition to identify the latent variables and determine causal orders. By iteratively removing the share identified latent components, we successfully extend the results on the One-Latent-Component structure to the Multi-Latent-Component structure and finally provide a practical and asymptotically correct algorithm to learn the causal structure with latent variables. Experimental results illustrate the asymptotic correctness and effectiveness of the proposed method.

Building robust, interpretable, and secure artificial intelligence system requires some degree of quantifying and representing uncertainty via a probabilistic perspective, as it allows to mimic human cognitive abilities. However, probabilistic computation presents significant challenges due to its inherent complexity. In this paper, we develop an efficient and interpretable probabilistic computation framework by truncating the probabilistic representation up to its first two moments, i.e., mean and covariance. We instantiate the framework by training a deterministic surrogate of a stochastic network that learns the complex probabilistic representation via combinations of simple activations, encapsulating the non-linearities coupling of the mean and covariance. We show that when the mean is supervised for optimizing the task objective, the unsupervised covariance spontaneously emerging from the non-linear coupling with the mean faithfully captures the uncertainty associated with model predictions. Our research highlights the inherent computability and simplicity of probabilistic computation, enabling its wider application in large-scale settings.

In online reinforcement learning (RL), instead of employing standard structural assumptions on Markov decision processes (MDPs), using a certain coverage condition (original from offline RL) is enough to ensure sample-efficient guarantees (Xie et al. 2023). In this work, we focus on this new direction by digging more possible and general coverage conditions, and study the potential and the utility of them in efficient online RL. We identify more concepts, including the $L^p$ variant of concentrability, the density ratio realizability, and trade-off on the partial/rest coverage condition, that can be also beneficial to sample-efficient online RL, achieving improved regret bound. Furthermore, if exploratory offline data are used, under our coverage conditions, both statistically and computationally efficient guarantees can be achieved for online RL. Besides, even though the MDP structure is given, e.g., linear MDP, we elucidate that, good coverage conditions are still beneficial to obtain faster regret bound beyond $\widetilde{O}(\sqrt{T})$ and even a logarithmic order regret. These results provide a good justification for the usage of general coverage conditions in efficient online RL.

Abstract-- Robotic perception is currently at a cross-roads between modern methods, which operate in an efficient latent space, and classical methods, which are mathematically founded and provide interpretable, trustworthy results. In this paper, we introduce a Convolutional Bayesian Kernel Inference (ConvBKI) layer which learns to perform explicit Bayesian inference within a depthwise separable convolution layer to maximize efficency while maintaining reliability simultaneously. We apply our layer to the task of real-time 3D semantic mapping, where we learn semantic-geometric probability distributions for Li-DAR sensor information and incorporate semantic predictions into a global map. The constructed semantic volumes are convolved with a depthwise filter to perform a real-time Bayesian update on a semantic 3D map. Robust world models are essential for safe and reliable the structured geometric representations of earlier, probabilistic autonomous robots.

The rise of artificial intelligence (AI) hinges on the efficient training of modern deep neural networks (DNNs) for non-convex optimization and uncertainty quantification, which boils down to a non-convex Bayesian learning problem. A standard tool to handle the problem is Langevin Monte Carlo, which proposes to approximate the posterior distribution with theoretical guarantees. In this thesis, we start with the replica exchange Langevin Monte Carlo (also known as parallel tempering), which proposes appropriate swaps between exploration and exploitation to achieve accelerations. However, the na\"ive extension of swaps to big data problems leads to a large bias, and bias-corrected swaps are required. Such a mechanism leads to few effective swaps and insignificant accelerations. To alleviate this issue, we first propose a control variates method to reduce the variance of noisy energy estimators and show a potential to accelerate the exponential convergence. We also present the population-chain replica exchange based on non-reversibility and obtain an optimal round-trip rate for deep learning. In the second part of the thesis, we study scalable dynamic importance sampling algorithms based on stochastic approximation. Traditional dynamic importance sampling algorithms have achieved success, however, the lack of scalability has greatly limited their extensions to big data. To handle this scalability issue, we resolve the vanishing gradient problem and propose two dynamic importance sampling algorithms. Theoretically, we establish the stability condition for the underlying ordinary differential equation (ODE) system and guarantee the asymptotic convergence of the latent variable to the desired fixed point. Interestingly, such a result still holds given non-convex energy landscapes.

A prominent strand of work in formal semantics investigates the ways in which human languages quantify the elements of a set, as when we say All A are B, Few A are B, and so on. Building on a growing body of empirical studies that shed light on the meaning and the use of quantifiers, we extend this line of work by computationally modelling how human speakers textually describe complex scenes in which quantitative relations play an important role. To this end, we conduct a series of elicitation experiments in which human speakers were asked to perform a linguistic task that invites the use of quantified expressions. The experiments result in a corpus, called qtuna, made up of short texts that contain a large variety of quantified expressions. We analyse qtuna, summarise our findings, and explain how we design computational models of human quantifier use accordingly. Finally, we evaluate these models in accordance with qtuna .