Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise when dealing with large data sets. Here, we derive some simple results which we have found useful for speeding up the learning stage in the GPR algorithm, and especially for performing Bayesian model comparison between different covariance functions. We apply our techniques to both synthetic and real data and quantify the speed-up relative to using nested sampling to numerically evaluate model evidences.

We consider continuous time Markovian processes where populations of individual agents interact stochastically according to kinetic rules. Despite the increasing prominence of such models in fields ranging from biology to smart cities, Bayesian inference for such systems remains challenging, as these are continuous time, discrete state systems with potentially infinite state-space. Here we propose a novel efficient algorithm for joint state / parameter posterior sampling in population Markov Jump processes. We introduce a class of pseudo-marginal sampling algorithms based on a random truncation method which enables a principled treatment of infinite state spaces. Extensive evaluation on a number of benchmark models shows that this approach achieves considerable savings compared to state of the art methods, retaining accuracy and fast convergence. We also present results on a synthetic biology data set showing the potential for practical usefulness of our work.

Bayesian Optimisation (BO) is a technique used in optimising a $D$-dimensional function which is typically expensive to evaluate. While there have been many successes for BO in low dimensions, scaling it to high dimensions has been notoriously difficult. Existing literature on the topic are under very restrictive settings. In this paper, we identify two key challenges in this endeavour. We tackle these challenges by assuming an additive structure for the function. This setting is substantially more expressive and contains a richer class of functions than previous work. We prove that, for additive functions the regret has only linear dependence on $D$ even though the function depends on all $D$ dimensions. We also demonstrate several other statistical and computational benefits in our framework. Via synthetic examples, a scientific simulation and a face detection problem we demonstrate that our method outperforms naive BO on additive functions and on several examples where the function is not additive.

Important advances have been made in the fuzzy quantification field. Nevertheless, some problems remain when we face the decision of selecting the most convenient model for a specific application. In the literature, several desirable adequacy properties have been proposed, but theoretical limits impede quantification models from simultaneously fulfilling every adequacy property that has been defined. Besides, the complexity of model definitions and adequacy properties makes very difficult for real users to understand the particularities of the different models that have been presented. In this work we will present several criteria conceived to help in the process of selecting the most adequate Quantifier Fuzzification Mechanisms for specific practical applications. In addition, some of the best known well-behaved models will be compared against this list of criteria. Based on this analysis, some guidance to choose fuzzy quantification models for practical applications will be provided.

ONITORING and predicting road traffic is of great importance for traffic managers. With the increase of mobile sensors, such as GPS devices and smartphones, much information is at hand to understand urban traffic. In the last few years, a large amount of research has been conducted in order to use this data to model and analyze road traffic conditions. The aim of this paper is to tackle the issue of predicting the destination of vehicles given a prefix of their trajectory. This problem has been the subject of a Kaggle challenge entitled "ECML/PKDD 15: Taxi Trajectory Prediction (I)" [1]. The observations are time-stamped locations that correspond to the different positions of vehicles moving within a city monitored at different observation times. When dealing with a dataset composed of trajectories, the difficulty lies in the fact that the data convey both spatial information (locations of the vehicles on the map of the city) and temporal information (for each vehicle, the locations are indexed by time, which creates a sequence of locations that compose a full trajectory). Hence the data have a spatiotemporal structure that must be taken into account in order to model their evolution while the trajectories of the destination points to be predicted are unknown. Vehicle trajectories are also constrained to a road network which makes their time progression very irregular.

Analyzing huge amounts of spatial data plays an important role in many emerging analysis and decision-making domains such as healthcare, urban planning, agriculture and so on. For extracting meaningful knowledge from geographical data, the relationships between spatial data objects need to be analyzed. An important class of such relationships are topological relations like the connectedness or overlap between regions. While real-world geographical regions such as lakes or forests do not have exact boundaries and are fuzzy, most of the existing analysis methods neglect this inherent feature of topological relations. In this paper, we propose a method for handling the topological relations in spatial databases based on fuzzy region connection calculus (RCC). The proposed method is implemented in PostGIS spatial database and evaluated in analyzing the relationship of diseases as an important application domain. We also used our fuzzy RCC implementation for fuzzification of the skyline operator in spatial databases. The results of the evaluation show that our method provides a more realistic view of spatial relationships and gives more flexibility to the data analyst to extract meaningful and accurate results in comparison with the existing methods.

We revisit the problem of inferring the overall ranking among entities in the framework of Bradley-Terry-Luce (BTL) model, based on available empirical data on pairwise preferences. By a simple transformation, we can cast the problem as that of solving a noisy linear system, for which a ready algorithm is available in the form of the randomized Kaczmarz method. This scheme is provably convergent, has excellent empirical performance, and is amenable to on-line, distributed and asynchronous variants. Convergence, convergence rate, and error analysis of the proposed algorithm are presented and several numerical experiments are conducted whose results validate our theoretical findings.

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to evaluate. As a consequence, the number of evaluations that can be used to carry out the optimization is very limited, as in complex industrial design optimization problems. The method we propose to overcome this difficulty has its roots in both the Bayesian and the multi-objective optimization literatures. More specifically, an extended domination rule is used to handle objectives and constraints in a unified way, and a corresponding expected hyper-volume improvement sampling criterion is proposed. This new criterion is naturally adapted to the search of a feasible point when none is available, and reduces to existing Bayesian sampling criteria---the classical Expected Improvement (EI) criterion and some of its constrained/multi-objective extensions---as soon as at least one feasible point is available. The calculation and optimization of the criterion are performed using Sequential Monte Carlo techniques. In particular, an algorithm similar to the subset simulation method, which is well known in the field of structural reliability, is used to estimate the criterion. The method, which we call BMOO (for Bayesian Multi-Objective Optimization), is compared to state-of-the-art algorithms for single- and multi-objective constrained optimization.

The subject finds extensive use in machine learning, real time systems, robotics and other AI related fields.

Consider the problem of estimating the expected number of distinct eligible voters among the authors of a set of electronic signatures gathered for a petition (or citizen initiative) that has to pass legally required thresholds. We formalize this problem and propose an extension to the Pretty Good Privacy Web Of Trust, a mechanism for reciprocally certifying identities between peers. The extension (a) enables agents to certify additional relevant statements about others, and (b) gives agents opportunities for negative authentication statements (e.g., on ineligibility of an identity). A Bayesian Network model enables inferences on the data provided by the proposed PGP extension. Simulations and an agent-based platform are used to validate the concepts.