In this thesis, we introduce Bayesian filtering as a principled framework for tackling diverse sequential machine learning problems, including online (continual) learning, pre-quential (one-step-ahead) forecasting, and contextual bandits. To this end, this thesis addresses key challenges in applying Bayesian filtering to these problems: adaptivity to non-stationary environments, robustness to model misspecification and outliers, and scalability to the high-dimensional parameter space of deep neural networks. We develop novel tools within the Bayesian filtering framework to address each of these challenges, including: (i) a modular framework that enables the development adaptive approaches for online learning; (ii) a novel, provably robust filter with similar computational cost to standard filters, that employs Generalised Bayes; and (iii) a set of tools for sequentially updating model parameters using approximate second-order optimisation methods that exploit the overparametrisation of high-dimensional parametric models such as neural networks. Theoretical analysis and empirical results demonstrate the improved performance of our methods in dynamic, high-dimensional, and misspecified models.

Mediation analysis breaks down the causal effect of a treatment on an outcome into an indirect effect, acting through a third group of variables called mediators, and a direct effect, operating through other mechanisms. Mediation analysis is hard because confounders between treatment, mediators, and outcome blur effect estimates in observational studies. Many estimators have been proposed to adjust on those confounders and provide accurate causal estimates. We consider parametric and non-parametric implementations of classical estimators and provide a thorough evaluation for the estimation of the direct and indirect effects in the context of causal mediation analysis for binary, continuous, and multi-dimensional mediators. We assess several approaches in a comprehensive benchmark on simulated data. Our results show that advanced statistical approaches such as the multiply robust and the double machine learning estimators achieve good performances in most of the simulated settings and on real data. As an example of application, we propose a thorough analysis of factors known to influence cognitive functions to assess if the mechanism involves modifications in brain morphology using the UK Biobank brain imaging cohort. This analysis shows that for several physiological factors, such as hypertension and obesity, a substantial part of the effect is mediated by changes in the brain structure. This work provides guidance to the practitioner from the formulation of a valid causal mediation problem, including the verification of the identification assumptions, to the choice of an adequate estimator.

Causal discovery is central to inferring causal relationships from observational data. In the presence of latent confounding, algorithms such as Fast Causal Inference (FCI) learn a Partial Ancestral Graph (PAG) representing the true model's Markov Equivalence Class. However, their correctness critically depends on empirical faithfulness, the assumption that observed (in)dependencies perfectly reflect those of the underlying causal model, which often fails in practice due to limited sample sizes. To address this, we introduce the first nonparametric score to assess a PAG's compatibility with observed data, even with mixed variable types. This score is both necessary and sufficient to characterize structural uncertainty and distinguish between distinct PAGs. We then propose data-compatible FCI (dcFCI), the first hybrid causal discovery algorithm to jointly address latent confounding, empirical unfaithfulness, and mixed data types. dcFCI integrates our score into an (Anytime)FCI-guided search that systematically explores, ranks, and validates candidate PAGs. Experiments on synthetic and real-world scenarios demonstrate that dcFCI significantly outperforms state-of-the-art methods, often recovering the true PAG even in small and heterogeneous datasets. Examining top-ranked PAGs further provides valuable insights into structural uncertainty, supporting more robust and informed causal reasoning and decision-making.

In recent years, Artificial Intelligence technology has excelled in various applications across all domains and fields. However, the various algorithms in neural networks make it difficult to understand the reasons behind decisions. For this reason, trustworthy AI techniques have started gaining popularity. The concept of trustworthiness is cross-disciplinary; it must meet societal standards and principles, and technology is used to fulfill these requirements. In this paper, we first surveyed developments from various countries and regions on the ethical elements that make AI algorithms trustworthy; and then focused our survey on the state of the art research into the interpretability of AI. We have conducted an intensive survey on technologies and techniques used in making AI explainable. Finally, we identified new trends in achieving explainable AI. In particular, we elaborate on the strong link between the explainability of AI and the meta-reasoning of autonomous systems. The concept of meta-reasoning is 'reason the reasoning', which coincides with the intention and goal of explainable Al. The integration of the approaches could pave the way for future interpretable AI systems.

Wind power plays an increasingly significant role in achieving the 2050 Net Zero Strategy. Despite its rapid growth, its inherent variability presents challenges in forecasting. Accurately forecasting wind power generation is one key demand for the stable and controllable integration of renewable energy into existing grid operations. This paper proposes an adaptive method for very short-term forecasting that combines the generalised logit transformation with a Bayesian approach. The generalised logit transformation processes double-bounded wind power data to an unbounded domain, facilitating the application of Bayesian methods. A novel adaptive mechanism for updating the transformation shape parameter is introduced to leverage Bayesian updates by recovering a small sample of representative data. Four adaptive forecasting methods are investigated, evaluating their advantages and limitations through an extensive case study of over 100 wind farms ranging four years in the UK. The methods are evaluated using the Continuous Ranked Probability Score and we propose the use of functional reliability diagrams to assess calibration. Results indicate that the proposed Bayesian method with adaptive shape parameter updating outperforms benchmarks, yielding consistent improvements in CRPS and forecast reliability. The method effectively addresses uncertainty, ensuring robust and accurate probabilistic forecasting which is essential for grid integration and decision-making.

Purpose: The distribution of visceral adipose tissue (VAT) in cystectomy patients is indicative of the incidence of post-operative complications. Existing VAT segmentation methods for computed tomography (CT) employing intensity thresholding have limitations relating to inter-observer variability. Moreover, the difficulty in creating ground-truth masks limits the development of deep learning (DL) models for this task. This paper introduces a novel method for VAT prediction in pre-cystectomy CT, which is fully automated and does not require ground-truth VAT masks for training, overcoming aforementioned limitations. Methods: We introduce the Kernel density Enhanced VAT Segmentator ( KEVS), combining a DL semantic segmentation model, for multi-body feature prediction, with Gaussian kernel density estimation analysis of predicted subcutaneous adipose tissue to achieve accurate scan-specific predictions of VAT in the abdominal cavity. Uniquely for a DL pipeline, KEVS does not require ground-truth VAT masks. Results: We verify the ability of KEVS to accurately segment abdominal organs in unseen CT data and compare KEVS VAT segmentation predictions to existing state-of-the-art (SOTA) approaches in a dataset of 20 pre-cystectomy CT scans, collected from University College London Hospital (UCLH-Cyst), with expert ground-truth annotations. KEVS presents a 4.80% and 6.02% improvement in Dice Coefficient over the second best DL and thresholding-based VAT segmentation techniques respectively when evaluated on UCLH-Cyst. Conclusion: This research introduces KEVS; an automated, SOTA method for the prediction of VAT in pre-cystectomy CT which eliminates inter-observer variability and is trained entirely on open-source CT datasets which do not contain ground-truth VAT masks.

In the last few decades, Machine Learning (ML) has achieved significant success across domains ranging from healthcare, sustainability, and the social sciences, to criminal justice and finance. But its deployment in increasingly sophisticated, critical, and sensitive areas affecting individuals, the groups they belong to, and society as a whole raises critical concerns around fairness, transparency, robustness, and privacy, among others. As the complexity and scale of ML systems and of the settings in which they are deployed grow, so does the need for responsible ML methods that address these challenges while providing guaranteed performance in deployment. Mixed-integer optimization (MIO) offers a powerful framework for embedding responsible ML considerations directly into the learning process while maintaining performance. For example, it enables learning of inherently transparent models that can conveniently incorporate fairness or other domain specific constraints. This tutorial paper provides an accessible and comprehensive introduction to this topic discussing both theoretical and practical aspects. It outlines some of the core principles of responsible ML, their importance in applications, and the practical utility of MIO for building ML models that align with these principles. Through examples and mathematical formulations, it illustrates practical strategies and available tools for efficiently solving MIO problems for responsible ML. It concludes with a discussion on current limitations and open research questions, providing suggestions for future work.

As recommender systems become increasingly complex, transparency is essential to increase user trust, accountability, and regulatory compliance. Neuro-symbolic approaches that integrate symbolic reasoning with sub-symbolic learning offer a promising approach toward transparent and user-centric systems. In this work-in-progress, we investigate using fuzzy neural networks (FNNs) as a neuro-symbolic approach for recommendations that learn logic-based rules over predefined, human-readable atoms. Each rule corresponds to a fuzzy logic expression, making the recommender's decision process inherently transparent. In contrast to black-box machine learning methods, our approach reveals the reasoning behind a recommendation while maintaining competitive performance. We evaluate our method on a synthetic and MovieLens 1M datasets and compare it to state-of-the-art recommendation algorithms. Our results demonstrate that our approach accurately captures user behavior while providing a transparent decision-making process. Finally, the differentiable nature of this approach facilitates an integration with other neural models, enabling the development of hybrid, transparent recommender systems.

Open set label shift (OSLS) occurs when label distributions change from a source to a target distribution, and the target distribution has an additional out-of-distribution (OOD) class. In this work, we build estimators for both source and target open set label distributions using a source domain in-distribution (ID) classifier and an ID/OOD classifier . With reasonable assumptions on the ID/OOD classifier, the estimators are assembled into a sequence of three stages: 1) an estimate of the source label distribution of the OOD class, 2) an EM algorithm for Maximum Likelihood estimates (MLE) of the target label distribution, and 3) an estimate of the target label distribution of OOD class under relaxed assumptions on the OOD classifier . The sampling errors of estimates in 1) and 3) are quantified with a concentration inequality. The estimation result allows us to correct the ID classifier trained on the source distribution to the target distribution without retraining. Experiments on a variety of open set label shift settings demonstrate the effectiveness of our model.

Autonomous AI is no longer a hard-to-reach concept, it enables the agents to move beyond executing tasks to independently addressing complex problems, adapting to change while handling the uncertainty of the environment. However, what makes the agents truly autonomous? It is agentic reasoning, that is crucial for foundation models to develop symbolic logic, statistical correlations, or large-scale pattern recognition to process information, draw inferences, and make decisions. However, it remains unclear why and how existing agentic reasoning approaches work, in comparison to biological reasoning, which instead is deeply rooted in neural mechanisms involving hierarchical cognition, multimodal integration, and dynamic interactions. In this work, we propose a novel neuroscience-inspired framework for agentic reasoning. Grounded in three neuroscience-based definitions and supported by mathematical and biological foundations, we propose a unified framework modeling reasoning from perception to action, encompassing four core types, perceptual, dimensional, logical, and interactive, inspired by distinct functional roles observed in the human brain. We apply this framework to systematically classify and analyze existing AI reasoning methods, evaluating their theoretical foundations, computational designs, and practical limitations. We also explore its implications for building more generalizable, cognitively aligned agents in physical and virtual environments. Finally, building on our framework, we outline future directions and propose new neural-inspired reasoning methods, analogous to chain-of-thought prompting. By bridging cognitive neuroscience and AI, this work offers a theoretical foundation and practical roadmap for advancing agentic reasoning in intelligent systems. The associated project can be found at: https://github.com/BioRAILab/Awesome-Neuroscience-Agent-Reasoning .