The space of human goals is tremendously vast; and yet, from just a few moments of watching a scene or reading a story, we seem to spontaneously infer a range of plausible motivations for the people and characters involved. What explains this remarkable capacity for intuiting other agents' goals, despite the infinitude of ends they might pursue? And how does this cohere with our understanding of other people as approximately rational agents? In this paper, we introduce a sequential Monte Carlo model of open-ended goal inference, which combines top-down Bayesian inverse planning with bottom-up sampling based on the statistics of co-occurring subgoals. By proposing goal hypotheses related to the subgoals achieved by an agent, our model rapidly generates plausible goals without exhaustive search, then filters out goals that would be irrational given the actions taken so far. We validate this model in a goal inference task called Block Words, where participants try to guess the word that someone is stacking out of lettered blocks. In comparison to both heuristic bottom-up guessing and exact Bayesian inference over hundreds of goals, our model better predicts the mean, variance, efficiency, and resource rationality of human goal inferences, achieving similar accuracy to the exact model at a fraction of the cognitive cost, while also explaining garden-path effects that arise from misleading bottom-up cues. Our experiments thus highlight the importance of uniting top-down and bottom-up models for explaining the speed, accuracy, and generality of human theory-of-mind.

The scarcity of realistic datasets poses a significant challenge in benchmarking recommender systems and social network analysis methods and techniques. A common and effective solution is to generate synthetic data that simulates realistic interactions. However, although various methods have been proposed, the existing literature still lacks generators that are fully adaptable and allow easy manipulation of the underlying data distributions and structural properties. To address this issue, the present work introduces GenRec, a novel framework for generating synthetic user-item interactions that exhibit realistic and well-known properties observed in recommendation scenarios. The framework is based on a stochastic generative process based on latent factor modeling. Here, the latent factors can be exploited to yield long-tailed preference distributions, and at the same time they characterize subpopulations of users and topic-based item clusters. Notably, the proposed framework is highly flexible and offers a wide range of hyper-parameters for customizing the generation of user-item interactions. The code used to perform the experiments is publicly available at https://anonymous.4open.science/r/GenRec-DED3.

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding transitions in financial, economic, social, environmental, and technological contexts. Building upon the Bayesian approach introduced in \cite{c:07}, we devise a new method for online change point detection in the mean of a univariate time series, which is well suited for real-time applications and is able to handle the general temporal patterns displayed by data in many empirical contexts. We first describe time series as an autoregressive process of an arbitrary order. Second, the variance and correlation of the data are allowed to vary within each regime driven by a scoring rule that updates the value of the parameters for a better fit of the observations. Finally, a change point is detected in a probabilistic framework via the posterior distribution of the current regime length. By modeling temporal dependencies and time-varying parameters, the proposed approach enhances both the estimate accuracy and the forecasting power. Empirical validations using various datasets demonstrate the method's effectiveness in capturing memory and dynamic patterns, offering deeper insights into the non-stationary dynamics of real-world systems.

We introduce neural information field filter, a Bayesian state and parameter estimation method for high-dimensional nonlinear dynamical systems given large measurement datasets. Solving such a problem using traditional methods, such as Kalman and particle filters, is computationally expensive. Information field theory is a Bayesian approach that can efficiently reconstruct dynamical model state paths and calibrate model parameters from noisy measurement data. To apply the method, we parameterize the time evolution state path using the span of a finite linear basis. The existing method has to reparameterize the state path by initial states to satisfy the initial condition. Designing an expressive yet simple linear basis before knowing the true state path is crucial for inference accuracy but challenging. Moreover, reparameterizing the state path using the initial state is easy to perform for a linear basis, but is nontrivial for more complex and expressive function parameterizations, such as neural networks. The objective of this paper is to simplify and enrich the class of state path parameterizations using neural networks for the information field theory approach. To this end, we propose a generalized physics-informed conditional prior using an auxiliary initial state. We show the existing reparameterization is a special case. We parameterize the state path using a residual neural network that consists of a linear basis function and a Fourier encoding fully connected neural network residual function. The residual function aims to correct the error of the linear basis function. To sample from the intractable posterior distribution, we develop an optimization algorithm, nested stochastic variational inference, and a sampling algorithm, nested preconditioned stochastic gradient Langevin dynamics. A series of numerical and experimental examples verify and validate the proposed method.

This is the author's version of the article that has been published in IEEE Transactions on Visualization and Computer Graphics. The final version of this record is available at: xx.xxxx/TVCG.201x.xxxxxxx/ Abstract--People commonly utilize visualizations not only to examine a given dataset, but also to draw generalizable conclusions about the underlying models or phenomena. Prior research has compared human visual inference to that of an optimal Bayesian agent, with deviations from rational analysis viewed as problematic. However, human reliance on non-normative heuristics may prove advantageous in certain circumstances. We investigate scenarios where human intuition might surpass idealized statistical rationality. In two experiments, we examine individuals' accuracy in characterizing the parameters of known data-generating models from bivariate visualizations. Our findings indicate that, although participants generally exhibited lower accuracy compared to statistical models, they frequently outperformed Bayesian agents, particularly when faced with extreme samples. Participants appeared to rely on their internal models to filter out noisy visualizations, thus improving their resilience against spurious data. However, participants displayed overconfidence and struggled with uncertainty estimation. They also exhibited higher variance than statistical machines. Our findings suggest that analyst gut reactions to visualizations may provide an advantage, even when departing from rationality. These results carry implications for designing visual analytics tools, offering new perspectives on how to integrate statistical models and analyst intuition for improved inference and decision-making. The data and materials for this paper are available at https://osf.io/qmfv6

Lifted probabilistic inference exploits symmetries in probabilistic graphical models to allow for tractable probabilistic inference with respect to domain sizes. To exploit symmetries in, e.g., factor graphs, it is crucial to identify commutative factors, i.e., factors having symmetries within themselves due to their arguments being exchangeable. The current state of the art to check whether a factor is commutative with respect to a subset of its arguments iterates over all possible subsets of the factor's arguments, i.e., $O(2^n)$ iterations for a factor with $n$ arguments in the worst case. In this paper, we efficiently solve the problem of detecting commutative factors in a factor graph. In particular, we introduce the detection of commutative factors (DECOR) algorithm, which allows us to drastically reduce the computational effort for checking whether a factor is commutative in practice. We prove that DECOR efficiently identifies restrictions to drastically reduce the number of required iterations and validate the efficiency of DECOR in our empirical evaluation.

Transformers are often the go-to architecture to build foundation models that ingest a large amount of training data. But these models do not estimate the probability density distribution when trained on regression problems, yet obtaining full probabilistic outputs is crucial to many fields of science, where the probability distribution of the answer can be non-Gaussian and multimodal. In this work, we demonstrate that training a probabilistic model using a denoising diffusion head on top of the Transformer provides reasonable probability density estimation even for high-dimensional inputs. The combined Transformer+Denoising Diffusion model allows conditioning the output probability density on arbitrary combinations of inputs and it is thus a highly flexible density function emulator of all possible input/output combinations. We illustrate our Transformer+Denoising Diffusion model by training it on a large dataset of astronomical observations and measured labels of stars within our Galaxy and we apply it to a variety of inference tasks to show that the model can infer labels accurately with reasonable distributions.

Camera pose estimation is a fundamental problem in robotics. This paper focuses on two issues of interest: First, point and line features have complementary advantages, and it is of great value to design a uniform algorithm that can fuse them effectively; Second, with the development of modern front-end techniques, a large number of features can exist in a single image, which presents a potential for highly accurate robot pose estimation. With these observations, we propose AOPnP(L), an optimal linear-time camera-robot pose estimation algorithm from points and lines. Specifically, we represent a line with two distinct points on it and unify the noise model for point and line measurements where noises are added to 2D points in the image. By utilizing Plucker coordinates for line parameterization, we formulate a maximum likelihood (ML) problem for combined point and line measurements. To optimally solve the ML problem, AOPnP(L) adopts a two-step estimation scheme. In the first step, a consistent estimate that can converge to the true pose is devised by virtue of bias elimination. In the second step, a single Gauss-Newton iteration is executed to refine the initial estimate. AOPnP(L) features theoretical optimality in the sense that its mean squared error converges to the Cramer-Rao lower bound. Moreover, it owns a linear time complexity. These properties make it well-suited for precision-demanding and real-time robot pose estimation. Extensive experiments are conducted to validate our theoretical developments and demonstrate the superiority of AOPnP(L) in both static localization and dynamic odometry systems.

Artificial Intelligence (AI) models have reached a very significant level of accuracy. While their superior performance offers considerable benefits, their inherent complexity often decreases human trust, which slows their application in high-risk decision-making domains, such as finance. The field of eXplainable AI (XAI) seeks to bridge this gap, aiming to make AI models more understandable. This survey, focusing on published work from the past five years, categorizes XAI approaches that predict financial time series. In this paper, explainability and interpretability are distinguished, emphasizing the need to treat these concepts separately as they are not applied the same way in practice. Through clear definitions, a rigorous taxonomy of XAI approaches, a complementary characterization, and examples of XAI's application in the finance industry, this paper provides a comprehensive view of XAI's current role in finance. It can also serve as a guide for selecting the most appropriate XAI approach for future applications.

Autoregressive language models are the currently dominant paradigm for text generation, but they have some fundamental limitations that cannot be remedied by scale-for example inherently sequential and unidirectional generation. While alternate classes of models have been explored, we have limited mathematical understanding of their fundamental power and limitations. In this paper we focus on Generative Masked Language Models (GMLMs), a non-autoregressive paradigm in which we train a model to fit conditional probabilities of the data distribution via masking, which are subsequently used as inputs to a Markov Chain to draw samples from the model, These models empirically strike a promising speed-quality trade-off as each step can be typically parallelized by decoding the entire sequence in parallel. We develop a mathematical framework for analyzing and improving such models which sheds light on questions of sample complexity and inference speed and quality. Empirically, we adapt the T5 model for iteratively-refined parallel decoding, achieving 2-3x speedup in machine translation with minimal sacrifice in quality compared with autoregressive models. We run careful ablation experiments to give recommendations on key design choices, and make fine-grained observations on the common error modes in connection with our theory. Our mathematical analyses and empirical observations characterize both potentials and limitations of this approach, and can be applied to future works on improving understanding and performance of GMLMs. Our codes are released at https://github.com/google-research/google-research/tree/master/padir