### On the Difficulty of Achieving Equilibrium in Interactive POMDPs

We analyze the asymptotic behavior of agents engaged in an infinite horizon partially observable stochastic game as formalized by the interactive POMDP framework. We show that when agents' initial beliefs satisfy a truth compatibility condition, their behavior converges to a subjective ɛ-equilibrium in a finite time, and subjective equilibrium in the limit. This result is a generalization of a similar result in repeated games, to partially observable stochastic games. However, it turns out that the equilibrating process is difficult to demonstrate computationally because of the difficulty in coming up with initial beliefs that are both natural and satisfy the truth compatibility condition. Our results, therefore, shed some negative light on using equilibria as a solution concept for decision making in partially observable stochastic games.

### Multiagent Stochastic Planning With Bayesian Policy Recognition

When operating in stochastic, partially observable, multiagent settings, it is crucial to accurately predict the actions of other agents. In my thesis work, I propose methodologies for learning the policy of external agents from their observed behavior, in the form of finite state controllers. To perform this task, I adopt Bayesian learning algorithms based on nonparametric prior distributions, that provide the flexibility required to infer models of unknown complexity. These methods are to be embedded in decision making frameworks for autonomous planning in partially observable multiagent systems.

### Gaussian-binary Restricted Boltzmann Machines on Modeling Natural Image Statistics

We present a theoretical analysis of Gaussian-binary restricted Boltzmann machines (GRBMs) from the perspective of density models. The key aspect of this analysis is to show that GRBMs can be formulated as a constrained mixture of Gaussians, which gives a much better insight into the model's capabilities and limitations. We show that GRBMs are capable of learning meaningful features both in a two-dimensional blind source separation task and in modeling natural images. Further, we show that reported difficulties in training GRBMs are due to the failure of the training algorithm rather than the model itself. Based on our analysis we are able to propose several training recipes, which allowed successful and fast training in our experiments. Finally, we discuss the relationship of GRBMs to several modifications that have been proposed to improve the model.

### Delayed acceptance ABC-SMC

Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a model that is specified in the form of a simulator, and approximates the likelihood at a parameter $\theta$ by simulating auxiliary data sets $x$ and evaluating the distance of $x$ from the true data $y$. However, ABC is not computationally feasible in cases where using the simulator for each $\theta$ is very expensive. This paper investigates this situation in cases where a cheap, but approximate, simulator is available. The approach is to employ delayed acceptance Markov chain Monte Carlo (MCMC) within an ABC sequential Monte Carlo (SMC) sampler in order to, in a first stage of the kernel, use the cheap simulator to rule out parts of the parameter space that are not worth exploring, so that the "true" simulator is only run (in the second stage of the kernel) where there is a reasonable chance of accepting proposed values of $\theta$. We show that this approach can be used quite automatically, with the only tuning parameter choice additional to ABC-SMC being the number of particles we wish to carry through to the second stage of the kernel. Applications to stochastic differential equation models and latent doubly intractable distributions are presented.

### An unsupervised bayesian approach for the joint reconstruction and classification of cutaneous reflectance confocal microscopy images

This paper studies a new Bayesian algorithm for the joint reconstruction and classification of reflectance confocal microscopy (RCM) images, with application to the identification of human skin lentigo. The proposed Bayesian approach takes advantage of the distribution of the multiplicative speckle noise affecting the true reflectivity of these images and of appropriate priors for the unknown model parameters. A Markov chain Monte Carlo (MCMC) algorithm is proposed to jointly estimate the model parameters and the image of true reflectivity while classifying images according to the distribution of their reflectivity. Precisely, a Metropolis-whitin-Gibbs sampler is investigated to sample the posterior distribution of the Bayesian model associated with RCM images and to build estimators of its parameters, including labels indicating the class of each RCM image. The resulting algorithm is applied to synthetic data and to real images from a clinical study containing healthy and lentigo patients.