A Bayesian network is a graphical model that encodes probabilistic relationships among variables of interest. When used in conjunction with statistical techniques, the graphical model has several advantages for data analysis. One, because the model encodes dependencies among all variables, it readily handles situations where some data entries are missing. Two, a Bayesian network can be used to learn causal relationships, and hence can be used to gain understanding about a problem domain and to predict the consequences of intervention. Three, because the model has both a causal and probabilistic semantics, it is an ideal representation for combining prior knowledge (which often comes in causal form) and data. Four, Bayesian statistical methods in conjunction with Bayesian networks offer an efficient and principled approach for avoiding the overfitting of data. In this paper, we discuss methods for constructing Bayesian networks from prior knowledge and summarize Bayesian statistical methods for using data to improve these models. With regard to the latter task, we describe methods for learning both the parameters and structure of a Bayesian network, including techniques for learning with incomplete data. In addition, we relate Bayesian-network methods for learning to techniques for supervised and unsupervised learning. We illustrate the graphical-modeling approach using a real-world case study.

For instance, penalties are used to improve generalization, prune neurons or reduce the rank of tensors of weights. Therefore, usual penalties are mostly empirical and user-defined, and integrated to the loss as follows: L( w) null( w) r (w), with w the vector of all parameters in the network, null( w) the error term and r (w) the penalty term. From a Bayesian point of view, optimizing such a loss L is equivalent to finding the Maximum A Posteriori (MAP) of the parameters w given the training data and a prior α exp( r). Indeed, assuming that the loss null is a log-likelihood loss, namely, null(w) ln p w( D) with dataset D, then minimizing L is equivalent to minimizing L MAP(w) ln p w(D) ln(α (w)). Thus, within the MAP framework, we can interpret the penalty term r as the influence of a prior α [14]. However, the MAP approximates the Bayesian posterior very roughly, by taking its maximum. Variational Inference (VI) provides a variational posterior distribution rather than a single value, hopefully representing the Bayesian posterior much better. VI looks for the best posterior approximation within a family β u(w) of approximate posteriors over w, parameterized Inria, Team TAU, Gif-sur-Yvette, France † Facebook, France 1 arXiv:2002.00178v1

Nested sampling is an efficient algorithm for the calculation of the Bayesian evidence and posterior parameter probability distributions. It is based on the step-by-step exploration of the parameter space by Monte Carlo sampling with a series of values sets called live points that evolve towards the region of interest, i.e. where the likelihood function is maximal. In presence of several local likelihood maxima, the algorithm converges with difficulty. Some systematic errors can also be introduced by unexplored parameter volume regions. In order to avoid this, different methods are proposed in the literature for an efficient search of new live points, even in presence of local maxima. Here we present a new solution based on the mean shift cluster recognition method implemented in a random walk search algorithm. The clustering recognition is integrated within the Bayesian analysis program NestedFit. It is tested with the analysis of some difficult cases. Compared to the analysis results without cluster recognition, the computation time is considerably reduced. At the same time, the entire parameter space is efficiently explored, which translates into a smaller uncertainty of the extracted value of the Bayesian evidence.

We consider distributions arising from a mixture of causal models, where each model is represented by a directed acyclic graph (DAG). We provide a graphical representation of such mixture distributions and prove that this representation encodes the conditional independence relations of the mixture distribution. We then consider the problem of structure learning based on samples from such distributions. Since the mixing variable is latent, we consider causal structure discovery algorithms such as FCI that can deal with latent variables. We show that such algorithms recover a "union" of the component DAGs and can identify variables whose conditional distribution across the component DAGs vary. We demonstrate our results on synthetic and real data showing that the inferred graph identifies nodes that vary between the different mixture components. As an immediate application, we demonstrate how retrieval of this causal information can be used to cluster samples according to each mixture component.

Approximate Bayesian Computation is widely used in systems biology for inferring parameters in stochastic gene regulatory network models. Its performance hinges critically on the ability to summarize high-dimensional system responses such as time series into a few informative, low-dimensional summary statistics. The quality of those statistics critically affect the accuracy of the inference. Existing methods to select the best subset out of a pool of candidate statistics do not scale well with large pools. Since it is imperative for good performance this becomes a serious bottleneck when doing inference on complex and high-dimensional problems. This paper proposes a convolutional neural network architecture for automatically learning informative summary statistics of temporal responses. We show that the proposed network can effectively circumvent the statistics selection problem as a preprocessing step to ABC for a challenging inference problem learning parameters in a high-dimensional stochastic genetic oscillator. We also study the impact of experimental design on network performance by comparing different data richness and different data acquisition strategies.

Classifiers built with neural networks handle large-scale high dimensional data, such as facial images from computer vision, extremely well while traditional statistical methods often fail miserably. In this paper, we attempt to understand this empirical success in high dimensional classification by deriving the convergence rates of excess risk. In particular, a teacher-student framework is proposed that assumes the Bayes classifier to be expressed as ReLU neural networks. In this setup, we obtain a sharp rate of convergence, i.e., $\tilde{O}_d(n^{-2/3})$, for classifiers trained using either 0-1 loss or hinge loss. This rate can be further improved to $\tilde{O}_d(n^{-1})$ when the data distribution is separable. Here, $n$ denotes the sample size. An interesting observation is that the data dimension only contributes to the $\log(n)$ term in the above rates. This may provide one theoretical explanation for the empirical successes of deep neural networks in high dimensional classification, particularly for structured data.

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and inference, and are governed by interpretable hyperparameters. However, GP models rely on Gaussianity, an assumption that does not hold in several real-world scenarios, e.g., when observations are bounded or have extreme-value dependencies, a natural phenomenon in physics, finance and social sciences. Although beyond-Gaussian stochastic processes have caught the attention of the GP community, a principled definition and rigorous treatment is still lacking. In this regard, we propose a methodology to construct stochastic processes, which include GPs, warped GPs, Student-t processes and several others under a single unified approach. We also provide formulas and algorithms for training and inference of the proposed models in the regression problem. Our approach is inspired by layers-based models, where each proposed layer changes a specific property over the generated stochastic process. That, in turn, allows us to push-forward a standard Gaussian white noise prior towards other more expressive stochastic processes, for which marginals and copulas need not be Gaussian, while retaining the appealing properties of GPs. We validate the proposed model through experiments with real-world data.

Anna Sergeevna Bosman Department of Computer Science University of Pretoria Pretoria, South Africa anna.bosman@up.ac.za Abstract --Saliency maps are often used in computer vision to provide intuitive interpretations of what input regions a model has used to produce a specific prediction. A number of approaches to saliency map generation are available, but most require access to model parameters. This work proposes an approach for saliency map generation for black-box models, where no access to model parameters is available, using a Bayesian optimisation sampling method. The approach aims to find the global salient image region responsible for a particular (black-box) model's prediction. This is achieved by a sampling-based approach to model perturbations that seeks to localise salient regions of an image to the black-box model. Results show that the proposed approach to saliency map generation outperforms grid-based perturbation approaches, and performs similarly to gradient-based approaches which require access to model parameters. I NTRODUCTION Deep learning (DL) techniques have become a standard approach in computer vision. Specifically, the convolutional neural network (CNN) architecture has shown exceptional performance, achieving results comparable to human performance on image recognition tasks [1]-[3]. As a result, the CNN models are often deployed in real life as efficient black-box tools.

This paper introduces a new information theoretic framework that provides a sensitive multi-modal quantification of data uncertainty by imposing a quantum physical description of its metric space. We specifically work with the kernel mean embedding metric which, apart from rendering a statistically rich data-induced representation of the signal's PDF in the RKHS, yields an intuitive physical interpretation of the signal as a potential field, resulting in its new energy based formulation. This enables one to extract multi-scale uncertainty features of data in the form of information eigenmodes by utilizing moment decomposition concepts of quantum physics. In essence, we decompose local realizations of the signal's PDF in terms of quantum uncertainty moments. Owing to its kernel basis and multi-modal nature, we postulate that such a framework would serve as a powerful surrogate tool for quantifying model uncertainty. We therefore specifically present the application of this framework as a non-parametric and non-intrusive surrogate tool for predictive uncertainty quantification of point-prediction neural network models, overcoming various limitations of conventional Bayesian and ensemble based UQ methods. Experimental comparisons with some established uncertainty quantification methods illustrate performance advantages exhibited by our framework.

Gaussian processes are ubiquitous in statistical analysis, machine learning and applied mathematics. They provide a flexible modelling framework for approximating functions, whilst simultaneously quantifying our uncertainty about this task in a computationally tractable manner. An important question is whether these approximations will be accurate, and if so how accurate, given our various modelling choices and the difficulty of the problem. This is of practical relevance, since the answer informs our choice of model and sampling distribution for a given application. Our paper provides novel approximation guarantees for Gaussian process models based on covariance functions with finite smoothness, such as the Mat\'ern and Wendland covariance functions. They are derived from a sampling inequality which facilitates a systematic approach to obtaining upper bounds on Sobolev norms in terms of properties of the design used to collect data. This approach allows us to refine some existing results which apply in the misspecified smoothness setting and which allow for adaptive selection of hyperparameters. However, the main novelty in this paper is that our results cover a wide range of observation models including interpolation, approximation with deterministic corruption and regression with Gaussian noise.