Normalizing Flows (NFs) are powerful and efficient models for density estimation. When modeling densities on manifolds, NFs can be generalized to injective flows but the Jacobian determinant becomes computationally prohibitive. Current approaches either consider bounds on the log-likelihood or rely on some approximations of the Jacobian determinant. In contrast, we propose injective flows for parametric hypersurfaces and show that for such manifolds we can compute the Jacobian determinant exactly and efficiently, with the same cost as NFs. Furthermore, we show that for the subclass of star-like manifolds we can extend the proposed framework to always allow for a Cartesian representation of the density. We showcase the relevance of modeling densities on hypersurfaces in two settings. Firstly, we introduce a novel Objective Bayesian approach to penalized likelihood models by interpreting level-sets of the penalty as star-like manifolds. Secondly, we consider Bayesian mixture models and introduce a general method for variational inference by defining the posterior of mixture weights on the probability simplex.

Learning a parametric model from a given dataset indeed enables to capture intrinsic dependencies between random variables via a parametric conditional probability distribution and in turn predict the value of a label variable given observed variables. In this paper, we undertake a comparative analysis of generative and discriminative approaches which differ in their construction and the structure of the underlying inference problem. Our objective is to compare the ability of both approaches to leverage information from various sources in an epistemic uncertainty aware inference via the posterior predictive distribution. We assess the role of a prior distribution, explicit in the generative case and implicit in the discriminative case, leading to a discussion about discriminative models suffering from imbalanced dataset. We next examine the double role played by the observed variables in the generative case, and discuss the compatibility of both approaches with semi-supervised learning. We also provide with practical insights and we examine how the modeling choice impacts the sampling from the posterior predictive distribution. With regard to this, we propose a general sampling scheme enabling supervised learning for both approaches, as well as semi-supervised learning when compatible with the considered modeling approach. Throughout this paper, we illustrate our arguments and conclusions using the example of affine regression, and validate our comparative analysis through classification simulations using neural network based models.

Causal interactions among a group of variables are often modeled by a single causal graph. In some domains, however, these interactions are best described by multiple co-existing causal graphs, e.g., in dynamical systems or genomics. This paper addresses the hitherto unknown role of interventions in learning causal interactions among variables governed by a mixture of causal systems, each modeled by one directed acyclic graph (DAG). Causal discovery from mixtures is fundamentally more challenging than single-DAG causal discovery. Two major difficulties stem from (i) inherent uncertainty about the skeletons of the component DAGs that constitute the mixture and (ii) possibly cyclic relationships across these component DAGs. This paper addresses these challenges and aims to identify edges that exist in at least one component DAG of the mixture, referred to as true edges. First, it establishes matching necessary and sufficient conditions on the size of interventions required to identify the true edges. Next, guided by the necessity results, an adaptive algorithm is designed that learns all true edges using ${\cal O}(n^2)$ interventions, where $n$ is the number of nodes. Remarkably, the size of the interventions is optimal if the underlying mixture model does not contain cycles across its components. More generally, the gap between the intervention size used by the algorithm and the optimal size is quantified. It is shown to be bounded by the cyclic complexity number of the mixture model, defined as the size of the minimal intervention that can break the cycles in the mixture, which is upper bounded by the number of cycles among the ancestors of a node.

Probabilistic programming (PP) is a programming paradigm that allows for writing statistical models like ordinary programs, performing simulations by running those programs, and analyzing and refining their statistical behavior using powerful inference engines. This paper takes a step towards leveraging PP for reasoning about data-aware processes. To this end, we present a systematic translation of Data Petri Nets (DPNs) into a model written in a PP language whose features are supported by most PP systems. We show that our translation is sound and provides statistical guarantees for simulating DPNs. Furthermore, we discuss how PP can be used for process mining tasks and report on a prototype implementation of our translation. We also discuss further analysis scenarios that could be easily approached based on the proposed translation and available PP tools.

A deep latent variable model is a powerful method for capturing complex distributions. These models assume that underlying structures, but unobserved, are present within the data. In this dissertation, we explore high-dimensional problems related to physiological monitoring using latent variable models. First, we present a novel deep state-space model to generate electrical waveforms of the heart using optically obtained signals as inputs. This can bring about clinical diagnoses of heart disease via simple assessment through wearable devices. Second, we present a brain signal modeling scheme that combines the strengths of probabilistic graphical models and deep adversarial learning. The structured representations can provide interpretability and encode inductive biases to reduce the data complexity of neural oscillations. The efficacy of the learned representations is further studied in epilepsy seizure detection formulated as an unsupervised learning problem. Third, we propose a framework for the joint modeling of physiological measures and behavior. Existing methods to combine multiple sources of brain data provided are limited. Direct analysis of the relationship between different types of physiological measures usually does not involve behavioral data. Our method can identify the unique and shared contributions of brain regions to behavior and can be used to discover new functions of brain regions. The success of these innovative computational methods would allow the translation of biomarker findings across species and provide insight into neurocognitive analysis in numerous biological studies and clinical diagnoses, as well as emerging consumer applications.

Predicting the physico-chemical properties of pure substances and mixtures is a central task in thermodynamics. Established prediction methods range from fully physics-based ab-initio calculations, which are only feasible for very simple systems, over descriptor-based methods that use some information on the molecules to be modeled together with fitted model parameters (e.g., quantitative-structure-property relationship methods or classical group contribution methods), to representation-learning methods, which may, in extreme cases, completely ignore molecular descriptors and extrapolate only from existing data on the property to be modeled (e.g., matrix completion methods). In this work, we propose a general method for combining molecular descriptors with representation learning using the so-called expectation maximization algorithm from the probabilistic machine learning literature, which uses uncertainty estimates to trade off between the two approaches. The proposed hybrid model exploits chemical structure information using graph neural networks, but it automatically detects cases where structure-based predictions are unreliable, in which case it corrects them by representation-learning based predictions that can better specialize to unusual cases. The effectiveness of the proposed method is demonstrated using the prediction of activity coefficients in binary mixtures as an example. The results are compelling, as the method significantly improves predictive accuracy over the current state of the art, showcasing its potential to advance the prediction of physico-chemical properties in general.

Within the field of optimal transport (OT), the choice of ground cost is crucial to ensuring that the optimality of a transport map corresponds to usefulness in real-world applications. It is therefore desirable to use known information to tailor cost functions and hence learn OT maps which are adapted to the problem at hand. By considering a class of neural ground costs whose Monge maps have a known form, we construct a differentiable Monge map estimator which can be optimized to be consistent with known information about an OT map. In doing so, we simultaneously learn both an OT map estimator and a corresponding adapted cost function. Through suitable choices of loss function, our method provides a general approach for incorporating prior information about the Monge map itself when learning adapted OT maps and cost functions.

Monte Carlo methods, Variational Inference, and their combinations play a pivotal role in sampling from intractable probability distributions. However, current studies lack a unified evaluation framework, relying on disparate performance measures and limited method comparisons across diverse tasks, complicating the assessment of progress and hindering the decision-making of practitioners. In response to these challenges, our work introduces a benchmark that evaluates sampling methods using a standardized task suite and a broad range of performance criteria. Moreover, we study existing metrics for quantifying mode collapse and introduce novel metrics for this purpose. Our findings provide insights into strengths and weaknesses of existing sampling methods, serving as a valuable reference for future developments. The code is publicly available here.

This paper presents NgramMarkov, a variant of the Markov constraints. It is dedicated to text generation in constraint programming (CP). It involves a set of n-grams (i.e., sequence of n words) associated with probabilities given by a large language model (LLM). It limits the product of the probabilities of the n-gram of a sentence. The propagator of this constraint can be seen as an extension of the ElementaryMarkov constraint propagator, incorporating the LLM distribution instead of the maximum likelihood estimation of n-grams. It uses a gliding threshold, i.e., it rejects n-grams whose local probabilities are too low, to guarantee balanced solutions. It can also be combined with a "look-ahead" approach to remove n-grams that are very unlikely to lead to acceptable sentences for a fixed-length horizon. This idea is based on the MDDMarkovProcess constraint propagator, but without explicitly using an MDD (Multi-Valued Decision Diagram). The experimental results show that the generated text is valued in a similar way to the LLM perplexity function. Using this new constraint dramatically reduces the number of candidate sentences produced, improves computation times, and allows larger corpora or smaller n-grams to be used. A real-world problem has been solved for the first time using 4-grams instead of 5-grams.

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce the notion of unreliability in regression, i.e., when the output of the regressor exceeds a specified discrepancy (or error). Then, using powerful tools for probabilistic modeling, we estimate the discrepancy density, and we measure its statistical diversity using our proposed metric for statistical dissimilarity. In turn, this allows us to derive a data-driven score that expresses the uncertainty of the regression outcome. We show empirical improvements in error detection for multiple regression tasks, consistently outperforming popular baseline approaches, and contributing to the broader field of uncertainty quantification and safe machine learning systems. Our code is available at https://zenodo.org/records/11281964.