However, it remains a challenge to extract reliable inference from complexdatasets with uncertainty quantification.

In recent years, differentiable penalized likelihood methods have gained popularity, optimizing the causal structure by maximizing its likelihood with respect to the data. However, recent research has shown that errors in likelihood estimation, even on relatively large sample sizes, disallow the discovery of proper structures. We propose a new approach to amortized causal discovery that addresses the limitations of likelihood estimator accuracy. Our method leverages Prior-Fitted Networks (PFNs) to amortize data-dependent likelihood estimation, yielding more reliable scores for structure learning. Experiments on synthetic, simulated, and real-world datasets show significant gains in structure recovery compared to standard baselines. Furthermore, we demonstrate directly that PFNs provide more accurate likelihood estimates than conventional neural network-based approaches.

We introduce the Gamma-Exponential Process (GEP), a prior over a large family of continuous time stochastic processes. A hierarchical version of this prior (HGEP; the Hierarchical GEP) yields a useful model for analyzing complex time series. Models based on HGEPs display many attractive properties: conjugacy, exchangeability and closed-form predictive distribution for the waiting times, and exact Gibbs updates for the time scale parameters. After establishing these properties, we show how posterior inference can be carried efficiently using Particle MCMC methods [1]. This yields a MCMC algorithm that can resample entire sequences atomically while avoiding the complications of introducing slice and stick auxiliary variables of the beam sampler [2]. We applied our model to the problem of estimating the disease progression in multiple sclerosis [3], and to RNA evolutionary modeling [4]. In both domains, we found that our model outperformed the standard rate matrix estimation approach.

Automatic differentiation (AD) has driven recent advances in machine learning, including deep neural networks and Hamiltonian Markov Chain Monte Carlo methods. Partially observed nonlinear stochastic dynamical systems have proved resistant to AD techniques because widely used particle filter algorithms yield an estimated likelihood function that is discontinuous as a function of the model parameters. We show how to embed two existing AD particle filter methods in a theoretical framework that provides an extension to a new class of algorithms. This new class permits a bias/variance tradeoff and hence a mean squared error substantially lower than the existing algorithms. We develop likelihood maximization algorithms suited to the Monte Carlo properties of the AD gradient estimate. Our algorithms require only a differentiable simulator for the latent dynamic system; by contrast, most previous approaches to AD likelihood maximization for particle filters require access to the system's transition probabilities. Numerical results indicate that a hybrid algorithm that uses AD to refine a coarse solution from an iterated filtering algorithm show substantial improvement on current state-of-the-art methods for a challenging scientific benchmark problem.

We revisit the problem of the existence of the maximum likelihood estimate for multi-class logistic regression. We show that one method of ensuring its existence is by assigning positive probability to every class in the sample dataset. The notion of data separability is not needed, which is in contrast to the classical set up of multi-class logistic regression in which each data sample belongs to one class. We also provide a general and constructive estimate of the convergence rate to the maximum likelihood estimate when gradient descent is used as the optimizer. Our estimate involves bounding the condition number of the Hessian of the maximum likelihood function. The approaches used in this article rely on a simple operator-theoretic framework.

We introduce the Gamma-Exponential Process (GEP), a prior over a large family of continuous time stochastic processes. A hierarchical version of this prior (HGEP; the Hierarchical GEP) yields a useful model for analyzing complex time series. Models based on HGEPs display many attractive properties: conjugacy, exchangeability and closed-form predictive distribution for the waiting times, and exact Gibbs updates for the time scale parameters. After establishing these properties, we show how posterior inference can be carried efficiently using Particle MCMC methods [1]. This yields a MCMC algorithm that can resample entire sequences atomically while avoiding the complications of introducing slice and stick auxiliary variables of the beam sampler [2]. We applied our model to the problem of estimating the disease progression in multiple sclerosis [3], and to RNA evolutionary modeling [4]. In both domains, we found that our model outperformed the standard rate matrix estimation approach.

Since the seminal paper by Tversky and Kahneman, the conjunction fallacy has been the subject of multiple debates and become a fundamental challenge for cognitive theories in decision-making. In this article, we take a rather uncommon perspective on this phenomenon. Instead of trying to explain the nature or causes of the conjunction fallacy (intensional definition), we analyze its range of factual possibilities (extensional definition). We show that the majority of research on the conjunction fallacy, according to our sample of experiments reviewed which covers literature between 1983 and 2016, has focused on a narrow part of the a priori factual possibilities, implying that explanations of the conjunction fallacy are fundamentally biased by the short scope of possibilities explored. The latter is a rather curious aspect of the research evolution in the conjunction fallacy considering that the very nature of it is motivated by extensional considerations.

Navigation in unfamiliar environments presents a major challenge for robots: while mapping and planning techniques can be used to build up a representation of the world, quickly discovering a path to a desired goal in unfamiliar settings with such methods often requires lengthy mapping and exploration. Humans can rapidly navigate new environments, particularly indoor environments that are laid out logically, by leveraging semantics -- e.g., a kitchen often adjoins a living room, an exit sign indicates the way out, and so forth. Language models can provide robots with such knowledge, but directly using language models to instruct a robot how to reach some destination can also be impractical: while language models might produce a narrative about how to reach some goal, because they are not grounded in real-world observations, this narrative might be arbitrarily wrong. Therefore, in this paper we study how the ``semantic guesswork'' produced by language models can be utilized as a guiding heuristic for planning algorithms. Our method, Language Frontier Guide (LFG), uses the language model to bias exploration of novel real-world environments by incorporating the semantic knowledge stored in language models as a search heuristic for planning with either topological or metric maps. We evaluate LFG in challenging real-world environments and simulated benchmarks, outperforming uninformed exploration and other ways of using language models.