Generative methods (Gen-AI) are reviewed with a particular goal to solving tasks in Machine Learning and Bayesian inference. Generative models require one to simulate a large training dataset and to use deep neural networks to solve a supervised learning problem. To do this, we require high dimensional regression methods and tools for dimensionality reduction (a.k.a feature selection). The main advantage of Gen-AI methods is their ability to be model-free and to use deep neural networks to estimate conditional densities or posterior quantiles of interest. To illustrate generative methods, we analyze the well-known Ebola data-set. Finally, we conclude with directions for future research.

Our goal is to provide a review of deep learning methods which provide insight into structured high-dimensional data. Rather than using shallow additive architectures common to most statistical models, deep learning uses layers of semi-affine input transformations to provide a predictive rule. Applying these layers of transformations leads to a set of attributes (or, features) to which probabilistic statistical methods can be applied. Thus, the best of both worlds can be achieved: scalable prediction rules fortified with uncertainty quantification, where sparse regularization finds the features. Deep learning is one of the widely used machine learning method for analysis of large scale and highdimensional data sets.

Quantum Bayesian Computation (QBC) is an emerging field that levers the computational gains available from quantum computers to provide an exponential speed-up in Bayesian computation. Our paper adds to the literature in two ways. First, we show how von Neumann quantum measurement can be used to simulate machine learning algorithms such as Markov chain Monte Carlo (MCMC) and Deep Learning (DL) that are fundamental to Bayesian learning. Second, we describe data encoding methods needed to implement quantum machine learning including the counterparts to traditional feature extraction and kernel embeddings methods. Our goal then is to show how to apply quantum algorithms directly to statistical machine learning problems. On the theoretical side, we provide quantum versions of high dimensional regression, Gaussian processes (Q-GP) and stochastic gradient descent (Q-SGD). On the empirical side, we apply a Quantum FFT model to Chicago housing data. Finally, we conclude with directions for future research.

Merging the two cultures of deep and statistical learning provides insights into structured high-dimensional data. Traditional statistical modeling is still a dominant strategy for structured tabular data. Deep learning can be viewed through the lens of generalized linear models (GLMs) with composite link functions. Sufficient dimensionality reduction (SDR) and sparsity performs nonlinear feature engineering. We show that prediction, interpolation and uncertainty quantification can be achieved using probabilistic methods at the output layer of the model. Thus a general framework for machine learning arises that first generates nonlinear features (a.k.a factors) via sparse regularization and stochastic gradient optimisation and second uses a stochastic output layer for predictive uncertainty. Rather than using shallow additive architectures as in many statistical models, deep learning uses layers of semi affine input transformations to provide a predictive rule. Applying these layers of transformations leads to a set of attributes (a.k.a features) to which predictive statistical methods can be applied. Thus we achieve the best of both worlds: scalability and fast predictive rule construction together with uncertainty quantification. Sparse regularisation with un-supervised or supervised learning finds the features. We clarify the duality between shallow and wide models such as PCA, PPR, RRR and deep but skinny architectures such as autoencoders, MLPs, CNN, and LSTM. The connection with data transformations is of practical importance for finding good network architectures. By incorporating probabilistic components at the output level we allow for predictive uncertainty. For interpolation we use deep Gaussian process and ReLU trees for classification. We provide applications to regression, classification and interpolation. Finally, we conclude with directions for future research.

Endgame studies have long served as a tool for testing human creativity and intelligence. We find that they can serve as a tool for testing machine ability as well. Two of the leading chess engines, Stockfish and Leela Chess Zero (LCZero), employ significantly different methods during play. We use Plaskett's Puzzle, a famous endgame study from the late 1970s, to compare the two engines. Our experiments show that Stockfish outperforms LCZero on the puzzle. We examine the algorithmic differences between the engines and use our observations as a basis for carefully interpreting the test results. Drawing inspiration from how humans solve chess problems, we ask whether machines can possess a form of imagination. On the theoretical side, we describe how Bellman's equation may be applied to optimize the probability of winning. To conclude, we discuss the implications of our work on artificial intelligence (AI) and artificial general intelligence (AGI), suggesting possible avenues for future research.

Chess is not a game. Chess is a well-defined form of computation. You may not be able to work out the answers, but in theory, there must be a solution, a right procedure in any position---John von Neumann The advent of computer chess engines based, such as AlphaZero, LCZero and Stockfish 14 NNUE, provides us with the ability to study optimal play. AI chess algorithms are based on pattern matching, efficient search and data-centric methods rather than rules based. Together with an objective functions based on maximising the probability of winning, we can now see what optimal play and strategies look like. One caveat is the black-box nature of these algorithms and lack of insight into the features that are empirically learned from self play.