Modern data analysis increasingly requires flexible conditional inference P(X_B | X_A) where (X_A, X_B) is an arbitrary partition of observed variable X. Existing conditional inference methods lack this flexibility as they are tied to a fixed conditioning structure and cannot perform new conditional inference once trained. To solve this, we propose a Bayesian generative modeling (BGM) approach for arbitrary conditional inference without retraining. BGM learns a generative model of X through an iterative Bayesian updating algorithm where model parameters and latent variables are updated until convergence. Once trained, any conditional distribution can be obtained without retraining. Empirically, BGM achieves superior prediction performance with well calibrated predictive intervals, demonstrating that a single learned model can serve as a universal engine for conditional prediction with uncertainty quantification. We provide theoretical guarantees for the convergence of the stochastic iterative algorithm, statistical consistency and conditional-risk bounds. The proposed BGM framework leverages the power of AI to capture complex relationships among variables while adhering to Bayesian principles, emerging as a promising framework for advancing various applications in modern data science. The code for BGM is freely available at https://github.com/liuq-lab/bayesgm.

Epitope identification is vital for antibody design yet challenging due to the inherent variability in antibodies. While many deep learning methods have been developed for general protein binding site prediction tasks, whether they work for epitope prediction remains an understudied research question. The challenge is also heightened by the lack of a consistent evaluation pipeline with sufficient dataset size and epitope diversity. We introduce a filtered antibody-antigen complex structure dataset, AsEP (Antibody-specific Epitope Prediction). AsEP is the largest of its kind and provides clustered epitope groups, allowing the community to develop and test novel epitope prediction methods and evaluate their generalisability.

The problem of choosing appropriate values for missing data is often encountered in the data science. We describe a novel method containing both traditional mathematics and machine learning elements for prediction (imputation) of missing data. This method is based on the notion of distance between shifted linear subspaces representing the existing data and candidate sets. The existing data set is represented by the subspace spanned by its first principal components. Solutions for the case of the Euclidean metric are given.

Unlike traditional regression models, MOR aims to simultaneously predict multiple real-valued outputs given an input.

We present a novel framework that leverages time series clustering to improve internet traffic matrix (TM) prediction using deep learning (DL) models. Traffic flows within a TM often exhibit diverse temporal behaviors, which can hinder prediction accuracy when training a single model across all flows. To address this, we propose two clustering strategies, source clustering and histogram clustering, that group flows with similar temporal patterns prior to model training. Clustering creates more homogeneous data subsets, enabling models to capture underlying patterns more effectively and generalize better than global prediction approaches that fit a single model to the entire TM. Compared to existing TM prediction methods, our method reduces RMSE by up to 92\% for Abilene and 75\% for GÉANT. In routing scenarios, our clustered predictions also reduce maximum link utilization (MLU) bias by 18\% and 21\%, respectively, demonstrating the practical benefits of clustering when TMs are used for network optimization.

The deployment of large-scale models, such as large language models (LLMs), incurs substantial costs due to their computational demands. To mitigate these costs and address challenges related to scalability and data security, there is a growing shift towards decentralized systems for model deployment, where choosing efficient inference acceleration schemes become crucial to manage computational resources effectively and enhance system responsiveness. In this work, we address the challenge of selecting optimal acceleration methods in decentralized systems by introducing a meta-learning-based framework. This framework automates the selection process by learning from historical performance data of various acceleration techniques across different tasks. Unlike traditional methods that rely on random selection or expert intuition, our approach systematically identifies the best acceleration strategies based on the specific characteristics of each task. We demonstrate that our meta-learning framework not only streamlines the decision-making process but also consistently outperforms conventional methods in terms of efficiency and performance. Our results highlight the potential of inference acceleration in decentralized AI systems, offering a path towards more democratic and economically feasible artificial intelligence solutions.