Inverse optimal control can be used to characterize behavior in sequential decision-making tasks.

We propose a robust and scalable variational Bayes (VB) framework designed to effectively handle contamination and outliers in dataset. Our approach partitions the data into $m$ disjoint subsets and formulates a joint optimization problem based on robust aggregation principles. A key insight is that the full posterior distribution is equivalent to the minimizer of the mean Kullback-Leibler (KL) divergence from the $m$-powered local posterior distributions. To enhance robustness, we replace the mean KL divergence with a min-max median formulation. The min-max formulation not only ensures consistency between the KL minimizer and the Evidence Lower Bound (ELBO) maximizer but also facilitates the establishment of improved statistical rates for the mean of variational posterior. We observe a notable discrepancy in the $m$-powered marginal log likelihood function contingent on the presence of local latent variables. To address this, we treat these two scenarios separately to guarantee the consistency of the aggregated variational posterior. Specifically, when local latent variables are present, we introduce an aggregate-and-rescale strategy. Theoretically, we provide a non-asymptotic analysis of our proposed posterior, incorporating a refined analysis of Bernstein-von Mises (BvM) theorem to accommodate a diverging number of subsets $m$. Our findings indicate that the two-stage approach yields a smaller approximation error compared to directly aggregating the $m$-powered local posteriors. Furthermore, we establish a nearly optimal statistical rate for the mean of the proposed posterior, advancing existing theories related to min-max median estimators. The efficacy of our method is demonstrated through extensive simulation studies.

We examine the use of a novel variant of Physics-Informed Neural Networks to predict cosmological parameters from recent supernovae and baryon acoustic oscillations (BAO) datasets. Our machine learning framework generates uncertainty estimates for target variables and the inferred unknown parameters of the underlying PDE descriptions. Built upon a hybrid of the principles of Evidential Deep Learning, Physics-Informed Neural Networks, Bayesian Neural Networks and Gaussian Processes, our model enables learning of the posterior distribution of the unknown PDE parameters through standard gradient-descent based training. We apply our model to an up-to-date BAO dataset (Bousis et al. 2024) calibrated with the CMB-inferred sound horizon, and the Pantheon$+$ Sne Ia distances (Scolnic et al. 2018), examining the relative effectiveness and mutual consistency among the standard $Λ$CDM, $w$CDM and $Λ_s$CDM models. Unlike previous results arising from the standard approach of minimizing an appropriate $χ^2$ function, the posterior distributions for parameters in various models trained purely on Pantheon$+$ data were found to be largely contained within the $2σ$ contours of their counterparts trained on BAO data. Their posterior medians for $h_0$ were within about $2σ$ of one another, indicating that our machine learning-guided approach provides a different measure of the Hubble tension.

We propose a recursive particle filter for high-dimensional problems that inherently never degenerates. The state estimate is represented by deterministic low-discrepancy particle sets. We focus on the measurement update step, where a likelihood function is used for representing the measurement and its uncertainty. This likelihood is progressively introduced into the filtering procedure by homotopy continuation over an artificial time. A generalized Cramér distance between particle sets is derived in closed form that is differentiable and invariant to particle order. A Newton flow then continually minimizes this distance over artificial time and thus smoothly moves particles from prior to posterior density. The new filter is surprisingly simple to implement and very efficient. It just requires a prior particle set and a likelihood function, never estimates densities from samples, and can be used as a plugin replacement for classic approaches.

We provide two fundamental results on the population (infinite-sample) likelihood function of Gaussian mixture models with $M \geq 3$ components. Our first main result shows that the population likelihood function has bad local maxima even in the special case of equally-weighted mixtures of well-separated and spherical Gaussians. We prove that the log-likelihood value of these bad local maxima can be arbitrarily worse than that of any global optimum, thereby resolving an open question of Srebro (2007). Our second main result shows that the EM algorithm (or a first-order variant of it) with random initialization will converge to bad critical points with probability at least $1-e^{-\Omega(M)}$. We further establish that a first-order variant of EM will not converge to strict saddle points almost surely, indicating that the poor performance of the first-order method can be attributed to the existence of bad local maxima rather than bad saddle points. Overall, our results highlight the necessity of careful initialization when using the EM algorithm in practice, even when applied in highly favorable settings.

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

Approximate Bayesian computation (ABC) is an important methodology for Bayesian inference when the likelihood function is intractable.

Neural Information Processing Systems http://nips.cc/