We propose a Monte Carlo algorithm to sample from high-dimensional probability distributions that combines Markov chain Monte Carlo (MCMC) and importance sampling. We provide a careful theoretical analysis, including guarantees on robustness to high-dimensionality, explicit comparison with standard MCMC and illustrations of the potential improvements in efficiency. Simple and concrete intuition is provided for when the novel scheme is expected to outperform standard schemes. When applied to Bayesian Variable Selection problems, the novel algorithm is orders of magnitude more efficient than available alternative sampling schemes and allows to perform fast and reliable fully Bayesian inferences with tens of thousands regressors.

A group of transition probability functions form a Shannon's channel whereas a group of truth functions form a semantic channel. Label learning is to let semantic channels match Shannon's channels and label selection is to let Shannon's channels match semantic channels. The Channel Matching (CM) algorithm is provided for multi-label classification. This algorithm adheres to maximum semantic information criterion which is compatible with maximum likelihood criterion and regularized least squares criterion. If samples are very large, we can directly convert Shannon's channels into semantic channels by the third kind of Bayes' theorem; otherwise, we can train truth functions with parameters by sampling distributions. A label may be a Boolean function of some atomic labels. For simplifying learning, we may only obtain the truth functions of some atomic label. For a given label, instances are divided into three kinds (positive, negative, and unclear) instead of two kinds as in popular studies so that the problem with binary relevance is avoided. For each instance, the classifier selects a compound label with most semantic information or richest connotation. As a predictive model, the semantic channel does not change with the prior probability distribution (source) of instances. It still works when the source is changed. The classifier changes with the source, and hence can overcome class-imbalance problem. It is shown that the old population's increasing will change the classifier for label "Old" and has been impelling the semantic evolution of "Old". The CM iteration algorithm for unseen instance classification is introduced.

Statistical models (SMs) include ordinary regression, Bayesian regression, semiparametric models, generalized additive models, longitudinal models, time-to-event models, penalized regression, and others. Penalized regression includes ridge regression, lasso, and elastic net. Contrary to what some machine learning (ML) researchers believe, SMs easily allow for complexity (nonlinearity and second-order interactions) and an unlimited number of candidate features (if penalized maximum likelihood estimation or Bayesian models are used). It is especially easy, using regression splines, to allow every continuous predictor to have a smooth nonlinear effect. ML is taken to mean an algorithmic approach that does not use traditional identified statistical parameters, and for which a preconceived structure is not imposed on the relationships between predictors and outcomes. ML usually does not attempt to isolate the effect of any single variable.

Pyro is a universal probabilistic programming language (PPL) written in Python and supported by PyTorch on the backend. Pyro enables flexible and expressive deep probabilistic modeling, unifying the best of modern deep learning and Bayesian modeling. It was designed with these key principles: Universal: Pyro can represent any computable probability distribution. Minimal: Pyro is implemented with a small core of powerful, composable abstractions. Flexible: Pyro aims for automation when you want it, control when you need it.

Journal of Parallel and Distributed Computing 104, 19-35.

We develop, discuss, and compare several inference techniques to constrain theory parameters in collider experiments. By harnessing the latent-space structure of particle physics processes, we extract extra information from the simulator. This augmented data can be used to train neural networks that precisely estimate the likelihood ratio. The new methods scale well to many observables and high-dimensional parameter spaces, do not require any approximations of the parton shower and detector response, and can be evaluated in microseconds. Using weak-boson-fusion Higgs production as an example process, we compare the performance of several techniques. The best results are found for likelihood ratio estimators trained with extra information about the score, the gradient of the log likelihood function with respect to the theory parameters. The score also provides sufficient statistics that contain all the information needed for inference in the neighborhood of the Standard Model. These methods enable us to put significantly stronger bounds on effective dimension-six operators than the traditional approach based on histograms. They also outperform generic machine learning methods that do not make use of the particle physics structure, demonstrating their potential to substantially improve the new physics reach of the LHC legacy results.

Given the increasing number of devices that is going to get connected to wireless networks with the advent of Internet of Things, spectrum scarcity will present a major challenge. Application of opportunistic spectrum access mechanisms to IoT networks will become increasingly important to solve this. In this paper, we present a cognitive radio network architecture which uses multi-stage online learning techniques for spectrum assignment to devices, with the aim of improving the throughput and energy efficiency of the IoT devices. In the first stage, we use an AI technique to learn the quality of a user-channel pairing. The next stage utilizes a non-parametric Bayesian learning algorithm to estimate the Primary User OFF time in each channel. The third stage augments the Bayesian learner with implicit exploration to accelerate the learning procedure. The proposed method leads to significant improvement in throughput and energy efficiency of the IoT devices while keeping the interference to the primary users minimal. We provide comprehensive empirical validation of the method with other learning based approaches.

Autonomously training interpretable control strategies, called policies, using pre-existing plant trajectory data is of great interest in industrial applications. Fuzzy controllers have been used in industry for decades as interpretable and efficient system controllers. In this study, we introduce a fuzzy genetic programming (GP) approach called fuzzy GP reinforcement learning (FGPRL) that can select the relevant state features, determine the size of the required fuzzy rule set, and automatically adjust all the controller parameters simultaneously. Each GP individual's fitness is computed using model-based batch reinforcement learning (RL), which first trains a model using available system samples and subsequently performs Monte Carlo rollouts to predict each policy candidate's performance. We compare FGPRL to an extended version of a related method called fuzzy particle swarm reinforcement learning (FPSRL), which uses swarm intelligence to tune the fuzzy policy parameters. Experiments using an industrial benchmark show that FGPRL is able to autonomously learn interpretable fuzzy policies with high control performance.

Most real world phenomena such as sunlight distribution under a forest canopy, minerals concentration, stock valuation, exhibit nonstationary dynamics i.e. phenomenon variation changes depending on the locality. Nonstationary dynamics pose both theoretical and practical challenges to statistical machine learning algorithms that aim to accurately capture the complexities governing the evolution of such processes. Typically the nonstationary dynamics are modeled using nonstationary Gaussian Process models (NGPS) that employ local latent dynamics parameterization to correspondingly model the nonstationary real observable dynamics. Recently, an approach based on most likely induced latent dynamics representation attracted research community's attention for a while. The approach could not be employed for large scale real world applications because learning a most likely latent dynamics representation involves maximization of marginal likelihood of the observed real dynamics that becomes intractable as the number of induced latent points grows with problem size. We have established a direct relationship between informativeness of the induced latent dynamics and the marginal likelihood of the observed real dynamics. This opens up the possibility of maximizing marginal likelihood of observed real dynamics indirectly by near optimally maximizing entropy or mutual information gain on the induced latent dynamics using greedy algorithms. Therefore, for an efficient yet accurate inference, we propose to build an induced latent dynamics representation using a novel algorithm LISAL that adaptively maximizes entropy or mutual information on the induced latent dynamics and marginal likelihood of observed real dynamics in an iterative manner. The relevance of LISAL is validated using real world datasets.

Dempster-Shafer evidence theory has been widely used in various fields of applications, because of the flexibility and effectiveness in modeling uncertainties without prior information. Besides, it has been proven that the quantum theory has powerful capabilities of solving the decision making problems, especially for modelling human decision and cognition. However, the classical Dempster-Shafer evidence theory modelled by real numbers cannot be integrated directly with the quantum theory modelled by complex numbers. So, how can we establish a bridge of communications between the classical Dempster-Shafer evidence theory and the quantum theory? To answer this question, a generalized Dempster-Shafer evidence theory is proposed in this paper. The main contribution in this study is that, unlike the existing evidence theory, a mass function in the generalized Dempster-Shafer evidence theory is modelled by a complex number, called as a complex mass function. In addition, compared with the classical Dempster's combination rule, the condition in terms of the conflict coefficient between two evidences K < 1 is released in the generalized Dempster's combination rule so that it is more general and applicable than the classical Dempster's combination rule. When the complex mass function is degenerated from complex numbers to real numbers, the generalized Dempster's combination rule degenerates to the classical evidence theory under the condition that the conflict coefficient between the evidences K is less than 1. Numerical examples are illustrated to show the efficiency of the generalized Dempster-Shafer evidence theory. Finally, an application of an evidential quantum dynamical model is implemented by integrating the generalized Dempster-Shafer evidence theory with the quantum dynamical model. From the experimental results, it validates the feasibility and effectiveness of the proposed method.