Mixture variational distributions in black box variational inference (BBVI) have demonstrated impressive results in challenging density estimation tasks. However, currently scaling the number of mixture components can lead to a linear increase in the number of learnable parameters and a quadratic increase in inference time due to the evaluation of the evidence lower bound (ELBO). Our two key contributions address these limitations. First, we introduce the novel Multiple Importance Sampling Variational Autoencoder (MISVAE), which amortizes the mapping from input to mixture-parameter space using one-hot encodings. Fortunately, with MISVAE, each additional mixture component incurs a negligible increase in network parameters. Second, we construct two new estimators of the ELBO for mixtures in BBVI, enabling a tremendous reduction in inference time with marginal or even improved impact on performance. Collectively, our contributions enable scalability to hundreds of mixture components and provide superior estimation performance in shorter time, with fewer network parameters compared to previous Mixture VAEs. Experimenting with MISVAE, we achieve astonishing, SOTA results on MNIST. Furthermore, we empirically validate our estimators in other BBVI settings, including Bayesian phylogenetic inference, where we improve inference times for the SOTA mixture model on eight data sets.

We consider the problem of estimating the spectral density of the normalized adjacency matrix of an $n$-node undirected graph. We provide a randomized algorithm that, with $O(n\epsilon^{-2})$ queries to a degree and neighbor oracle and in $O(n\epsilon^{-3})$ time, estimates the spectrum up to $\epsilon$ accuracy in the Wasserstein-1 metric. This improves on previous state-of-the-art methods, including an $O(n\epsilon^{-7})$ time algorithm from [Braverman et al., STOC 2022] and, for sufficiently small $\epsilon$, a $2^{O(\epsilon^{-1})}$ time method from [Cohen-Steiner et al., KDD 2018]. To achieve this result, we introduce a new notion of graph sparsification, which we call nuclear sparsification. We provide an $O(n\epsilon^{-2})$-query and $O(n\epsilon^{-2})$-time algorithm for computing $O(n\epsilon^{-2})$-sparse nuclear sparsifiers. We show that this bound is optimal in both its sparsity and query complexity, and we separate our results from the related notion of additive spectral sparsification. Of independent interest, we show that our sparsification method also yields the first deterministic algorithm for spectral density estimation that scales linearly with $n$ (sublinear in the representation size of the graph).

Probabilistic forecasting models for joint distributions of targets in irregular time series are a heavily under-researched area in machine learning with, to the best of our knowledge, only three models researched so far: GPR, the Gaussian Process Regression model [16], TACTiS, the Transformer-Attentional Copulas for Time Series [14, 2] and ProFITi [43], a multivariate normalizing flow model based on invertible attention layers. While ProFITi, thanks to using multivariate normalizing flows, is the more expressive model with a better predictive performance, we will show that it suffers from marginalization inconsistency: it does not guarantee that the marginal distributions of a subset of variables in its predictive distributions coincide with the directly predicted distributions of these variables. Also, TACTiS does not provide any guarantees for marginalization consistency. We develop a novel probabilistic irregular time series forecasting model, Marginalization Consistent Mixtures of Separable Flows (moses), that mixes several normalizing flows with (i) Gaussian Processes with full covariance matrix as source distributions and (ii) a separable invertible transformation, aiming to combine the expressivity of normalizing flows with the marginalization consistency of Gaussians. In experiments on four different datasets we show that moses outperform other state-of-the-art marginalization consistent models, perform on par with ProFITi, but different from ProFITi, guarantees marginalization consistency.

The study of time series is crucial for understanding trends and anomalies over time, enabling predictive insights across various sectors. Spatio-temporal data, on the other hand, is vital for analyzing phenomena in both space and time, providing a dynamic perspective on complex system interactions. Recently, diffusion models have seen widespread application in time series and spatio-temporal data mining. Not only do they enhance the generative and inferential capabilities for sequential and temporal data, but they also extend to other downstream tasks. In this survey, we comprehensively and thoroughly review the use of diffusion models in time series and spatio-temporal data, categorizing them by model category, task type, data modality, and practical application domain. In detail, we categorize diffusion models into unconditioned and conditioned types and discuss time series and spatio-temporal data separately. Unconditioned models, which operate unsupervised, are subdivided into probability-based and score-based models, serving predictive and generative tasks such as forecasting, anomaly detection, classification, and imputation. Conditioned models, on the other hand, utilize extra information to enhance performance and are similarly divided for both predictive and generative tasks. Our survey extensively covers their application in various fields, including healthcare, recommendation, climate, energy, audio, and transportation, providing a foundational understanding of how these models analyze and generate data. Through this structured overview, we aim to provide researchers and practitioners with a comprehensive understanding of diffusion models for time series and spatio-temporal data analysis, aiming to direct future innovations and applications by addressing traditional challenges and exploring innovative solutions within the diffusion model framework.

We formally verify an algorithm for approximate policy iteration on Factored Markov Decision Processes using the interactive theorem prover Isabelle/HOL. Next, we show how the formalized algorithm can be refined to an executable, verified implementation. The implementation is evaluated on benchmark problems to show its practicability. As part of the refinement, we develop verified software to certify Linear Programming solutions. The algorithm builds on a diverse library of formalized mathematics and pushes existing methodologies for interactive theorem provers to the limits. We discuss the process of the verification project and the modifications to the algorithm needed for formal verification.

Unobserved discrete data are ubiquitous in many scientific disciplines, and how to learn the causal structure of these latent variables is crucial for uncovering data patterns. Most studies focus on the linear latent variable model or impose strict constraints on latent structures, which fail to address cases in discrete data involving non-linear relationships or complex latent structures. To achieve this, we explore a tensor rank condition on contingency tables for an observed variable set $\mathbf{X}_p$, showing that the rank is determined by the minimum support of a specific conditional set (not necessary in $\mathbf{X}_p$) that d-separates all variables in $\mathbf{X}_p$. By this, one can locate the latent variable through probing the rank on different observed variables set, and further identify the latent causal structure under some structure assumptions. We present the corresponding identification algorithm and conduct simulated experiments to verify the effectiveness of our method. In general, our results elegantly extend the identification boundary for causal discovery with discrete latent variables and expand the application scope of causal discovery with latent variables.

We consider the effect of temporal aggregation on instantaneous (non-temporal) causal discovery in general setting. This is motivated by the observation that the true causal time lag is often considerably shorter than the observational interval. This discrepancy leads to high aggregation, causing time-delay causality to vanish and instantaneous dependence to manifest. Although we expect such instantaneous dependence has consistency with the true causal relation in certain sense to make the discovery results meaningful, it remains unclear what type of consistency we need and when will such consistency be satisfied. We proposed functional consistency and conditional independence consistency in formal way correspond functional causal model-based methods and conditional independence-based methods respectively and provide the conditions under which these consistencies will hold. We show theoretically and experimentally that causal discovery results may be seriously distorted by aggregation especially in complete nonlinear case and we also find causal relationship still recoverable from aggregated data if we have partial linearity or appropriate prior. Our findings suggest community should take a cautious and meticulous approach when interpreting causal discovery results from such data and show why and when aggregation will distort the performance of causal discovery methods.

In this work, we are introducing a Quantum-Classical Bayesian Neural Network (QCBNN) that is capable to perform uncertainty-aware classification of classical medical dataset. This model is a symbiosis of a classical Convolutional NN that performs ultra-sound image processing and a quantum circuit that generates its stochastic weights, within a Bayesian learning framework. To test the utility of this idea for the possible future deployment in the medical sector we track multiple behavioral metrics that capture both predictive performance as well as model's uncertainty. It is our ambition to create a hybrid model that is capable to classify samples in a more uncertainty aware fashion, which will advance the trustworthiness of these models and thus bring us step closer to utilizing them in the industry. We test multiple setups for quantum circuit for this task, and our best architectures display bigger uncertainty gap between correctly and incorrectly identified samples than its classical benchmark at an expense of a slight drop in predictive performance. The innovation of this paper is two-fold: (1) combining of different approaches that allow the stochastic weights from the quantum circuit to be continues thus allowing the model to classify application-driven dataset; (2) studying architectural features of quantum circuit that make-or-break these models, which pave the way into further investigation of more informed architectural designs.

Probabilistic integral circuits (PICs) have been recently introduced as probabilistic models enjoying the key ingredient behind expressive generative models: continuous latent variables (LVs). PICs are symbolic computational graphs defining continuous LV models as hierarchies of functions that are summed and multiplied together, or integrated over some LVs. They are tractable if LVs can be analytically integrated out, otherwise they can be approximated by tractable probabilistic circuits (PC) encoding a hierarchical numerical quadrature process, called QPCs. So far, only tree-shaped PICs have been explored, and training them via numerical quadrature requires memory-intensive processing at scale. In this paper, we address these issues, and present: (i) a pipeline for building DAG-shaped PICs out of arbitrary variable decompositions, (ii) a procedure for training PICs using tensorized circuit architectures, and (iii) neural functional sharing techniques to allow scalable training.

For causal discovery in the presence of latent confounders, constraints beyond conditional independences exist that can enable causal discovery algorithms to distinguish more pairs of graphs. Such constraints are not well-understood yet. In the setting of linear structural equation models without bows, we study algebraic constraints and argue that these provide the most fine-grained resolution achievable. We propose efficient algorithms that decide whether two graphs impose the same algebraic constraints, or whether the constraints imposed by one graph are a subset of those imposed by another graph.