Data availability has dramatically increased in recent years, driving model-based control methods to exploit learning techniques for improving the system description, and thus control performance. Two key factors that hinder the practical applicability of learning methods in control are their high computational complexity and limited generalization capabilities to unseen conditions. Meta-learning is a powerful tool that enables efficient learning across a finite set of related tasks, easing adaptation to new unseen tasks. This paper makes use of a meta-learning approach for adaptive model predictive control, by learning a system model that leverages data from previous related tasks, while enabling fast fine-tuning to the current task during closed-loop operation. The dynamics is modeled via Gaussian process regression and, building on the Karhunen-Lo{\`e}ve expansion, can be approximately reformulated as a finite linear combination of kernel eigenfunctions. Using data collected over a set of tasks, the eigenfunction hyperparameters are optimized in a meta-training phase by maximizing a variational bound for the log-marginal likelihood. During meta-testing, the eigenfunctions are fixed, so that only the linear parameters are adapted to the new unseen task in an online adaptive fashion via Bayesian linear regression, providing a simple and efficient inference scheme. Simulation results are provided for autonomous racing with miniature race cars adapting to unseen road conditions.

The paper covers the design and analysis of experiments to discriminate between two Gaussian process models, such as those widely used in computer experiments, kriging, sensor location and machine learning. Two frameworks are considered. First, we study sequential constructions, where successive design (observation) points are selected, either as additional points to an existing design or from the beginning of observation. The selection relies on the maximisation of the difference between the symmetric Kullback Leibler divergences for the two models, which depends on the observations, or on the mean squared error of both models, which does not. Then, we consider static criteria, such as the familiar log-likelihood ratios and the Fr\'echet distance between the covariance functions of the two models. Other distance-based criteria, simpler to compute than previous ones, are also introduced, for which, considering the framework of approximate design, a necessary condition for the optimality of a design measure is provided. The paper includes a study of the mathematical links between different criteria and numerical illustrations are provided.

Chain event graphs (CEGs) are a recent family of probabilistic graphical models that generalise the popular Bayesian networks (BNs) family. Crucially, unlike BNs, a CEG is able to embed, within its graph and its statistical model, asymmetries exhibited by a process. These asymmetries might be in the conditional independence relationships or in the structure of the graph and its underlying event space. Structural asymmetries are common in many domains, and can occur naturally (e.g. a defendant vs prosecutor's version of events) or by design (e.g. a public health intervention). However, there currently exists no software that allows a user to leverage the theoretical developments of the CEG model family in modelling processes with structural asymmetries. This paper introduces cegpy, the first Python package for learning and analysing complex processes using CEGs. The key feature of cegpy is that it is the first CEG package in any programming language that can model processes with symmetric as well as asymmetric structures. cegpy contains an implementation of Bayesian model selection and probability propagation algorithms for CEGs. We illustrate the functionality of cegpy using a structurally asymmetric dataset.

Normalizing flow (NF) has gained popularity over traditional maximum likelihood based methods due to its strong capability to model complex data distributions. However, the standard approach, which maps the observed data to a normal distribution, has difficulty in handling data distributions with multiple relatively isolated modes. To overcome this issue, we propose a new framework based on variational latent representation to improve the practical performance of NF. The idea is to replace the standard normal latent variable with a more general latent representation, jointly learned via Variational Bayes. For example, by taking the latent representation as a discrete sequence, our framework can learn a Transformer model that generates the latent sequence and an NF model that generates continuous data distribution conditioned on the sequence. The resulting method is significantly more powerful than the standard normalization flow approach for generating data distributions with multiple modes. Extensive experiments have shown the advantages of NF with variational latent representation.

Computing is a critical driving force in the development of human civilization. In recent years, we have witnessed the emergence of intelligent computing, a new computing paradigm that is reshaping traditional computing and promoting digital revolution in the era of big data, artificial intelligence and internet-of-things with new computing theories, architectures, methods, systems, and applications. Intelligent computing has greatly broadened the scope of computing, extending it from traditional computing on data to increasingly diverse computing paradigms such as perceptual intelligence, cognitive intelligence, autonomous intelligence, and human-computer fusion intelligence. Intelligence and computing have undergone paths of different evolution and development for a long time but have become increasingly intertwined in recent years: intelligent computing is not only intelligence-oriented but also intelligence-driven. Such cross-fertilization has prompted the emergence and rapid advancement of intelligent computing. Intelligent computing is still in its infancy and an abundance of innovations in the theories, systems, and applications of intelligent computing are expected to occur soon. We present the first comprehensive survey of literature on intelligent computing, covering its theory fundamentals, the technological fusion of intelligence and computing, important applications, challenges, and future perspectives. We believe that this survey is highly timely and will provide a comprehensive reference and cast valuable insights into intelligent computing for academic and industrial researchers and practitioners.

We introduce Sequential Neural Posterior Score Estimation (SNPSE) and Sequential Neural Likelihood Score Estimation (SNLSE), two new score-based methods for Bayesian inference in simulator-based models. Our methods, inspired by the success of score-based methods in generative modelling, leverage conditional score-based diffusion models to generate samples from the posterior distribution of interest. These models can be trained using one of two possible objective functions, one of which approximates the score of the intractable likelihood, while the other directly estimates the score of the posterior. We embed these models into a sequential training procedure, which guides simulations using the current approximation of the posterior at the observation of interest, thereby reducing the simulation cost. We validate our methods, as well as their amortised, non-sequential variants, on several numerical examples, demonstrating comparable or superior performance to existing state-of-the-art methods such as Sequential Neural Posterior Estimation (SNPE) and Sequential Neural Likelihood Estimation (SNLE).

Graphical models are an important tool in exploring relationships between variables in complex, multivariate data. Methods for learning such graphical models are well developed in the case where all variables are either continuous or discrete, including in high-dimensions. However, in many applications data span variables of different types (e.g. continuous, count, binary, ordinal, etc.), whose principled joint analysis is nontrivial. Latent Gaussian copula models, in which all variables are modeled as transformations of underlying jointly Gaussian variables, represent a useful approach. Recent advances have shown how the binary-continuous case can be tackled, but the general mixed variable type regime remains challenging. In this work, we make the simple yet useful observation that classical ideas concerning polychoric and polyserial correlations can be leveraged in a latent Gaussian copula framework. Building on this observation we propose flexible and scalable methodology for data with variables of entirely general mixed type. We study the key properties of the approaches theoretically and empirically, via extensive simulations as well an illustrative application to data from the UK Biobank concerning COVID-19 risk factors.

Decomposition of the evidence lower bound (ELBO) objective of VAE used for density estimation revealed the deficiency of VAE for representation learning and suggested ways to improve the model. In this paper, we investigate whether we can get similar insights by decomposing the ELBO for semi-supervised classification using VAE model. Specifically, we show that mutual information between input and class labels decreases during maximization of ELBO objective. We propose a method to address this issue. We also enforce cluster assumption to aid in classification. Experiments on a diverse datasets verify that our method can be used to improve the classification performance of existing VAE based semi-supervised models. Experiments also show that, this can be achieved without sacrificing the generative power of the model.

Markov Chain Monte Carlo (MCMC) methods are the workhorse of Bayesian computation when closed formulas for estimators or probability distributions are not available. For this reason they have been central to the development and success of high-dimensional Bayesian statistics in the last decades, where one attempts to generate samples from some posterior distribution Π( |data) arising from a prior Π on D-dimensional Euclidean space and the observed data vector. MCMC methods tend to perform well in a large variety of problems, are very flexible and user-friendly, and enjoy many theoretical guarantees. Under mild assumptions, they are known to converge to their stationary'target' distributions as a consequence of the ergodic theorem, albeit perhaps at a slow speed, requiring a large number of iterations to provide numerically accurate algorithms. When the target distribution is log-concave, MCMC algorithms are known to mix rapidly, even in high dimensions.

Nowadays, machine learning models and applications have become increasingly pervasive. With this rapid increase in the development and employment of machine learning models, a concern regarding privacy has risen. Thus, there is a legitimate need to protect the data from leaking and from any attacks. One of the strongest and most prevalent privacy models that can be used to protect machine learning models from any attacks and vulnerabilities is differential privacy (DP). DP is strict and rigid definition of privacy, where it can guarantee that an adversary is not capable to reliably predict if a specific participant is included in the dataset or not. It works by injecting a noise to the data whether to the inputs, the outputs, the ground truth labels, the objective functions, or even to the gradients to alleviate the privacy issue and protect the data. To this end, this survey paper presents different differentially private machine learning algorithms categorized into two main categories (traditional machine learning models vs. deep learning models). Moreover, future research directions for differential privacy with machine learning algorithms are outlined.