Street-view imagery (SVI) offers a fine-grained lens on traffic risk, yet two fundamental challenges persist: (1) how to construct street-level indicators that capture accident-related features, and (2) how to quantify their causal impacts across different accident types. To address these challenges, we propose Semantic4Safety, a framework that applies zero-shot semantic segmentation to SVIs to derive 11 interpretable streetscape indicators, and integrates road type as contextual information to analyze approximately 30,000 accident records in Austin. Specifically, we train an eXtreme Gradient Boosting (XGBoost) multi-class classifier and use Shapley Additive Explanations (SHAP) to interpret both global and local feature contributions, and then apply Generalized Propensity Score (GPS) weighting and Average Treatment Effect (ATE) estimation to control confounding and quantify causal effects. Results uncover heterogeneous, accident-type-specific causal patterns: features capturing scene complexity, exposure, and roadway geometry dominate predictive power; larger drivable area and emergency space reduce risk, whereas excessive visual openness can increase it. By bridging predictive modeling with causal inference, Semantic4Safety supports targeted interventions and high-risk corridor diagnosis, offering a scalable, data-informed tool for urban road safety planning.

As digital tools increasingly shape spatial planning practices, understanding how different data sources reflect human experiences of urban environments is essential. Street View Imagery (SVI) and Public Participation GIS (PPGIS) represent two prominent approaches for capturing place-based perceptions that can support urban planning decisions, yet their comparability remains underexplored. This study investigates the alignment between SVI-based perceived attractiveness and residents' reported experiences gathered via a city-wide PPGIS survey in Helsinki, Finland. Using participant-rated SVI data and semantic image segmentation, we trained a machine learning model to predict perceived attractiveness based on visual features. We compared these predictions to PPGIS-identified locations marked as attractive or unattractive, calculating agreement using two sets of strict and moderate criteria. Our findings reveal only partial alignment between the two datasets. While agreement (with a moderate threshold) reached 67% for attractive and 77% for unattractive places, agreement (with a strict threshold) dropped to 27% and 29%, respectively. By analysing a range of contextual variables, including noise, traffic, population presence, and land use, we found that non-visual cues significantly contributed to mismatches. The model failed to account for experiential dimensions such as activity levels and environmental stressors that shape perceptions but are not visible in images. These results suggest that while SVI offers a scalable and visual proxy for urban perception, it cannot fully substitute the experiential richness captured through PPGIS. We argue that both methods are valuable but serve different purposes; therefore, a more integrated approach is needed to holistically capture how people perceive urban environments.

First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance. Stochastic variational inference (SVI) requires careful selection of a step size. This paper proposes a Kalman filter to set the step size automatically. The authors show that standard Gaussian KF does not satisfy the Robbins Munro criteria (and performs badly). They propose to apply a KF based on T-distributions, and show that this gives better results than standard SVI.

V alue iteration (VI) [4] is the practically most used method for reliable analysis of probabilistic systems, in particular Markov decision processes (MDPs) [21] and stochastic games (SGs) [8]. It is used in the state-of-the-art model checkers such as Prism [18] and Storm [11] as the default method due to its better practical scalability, compared to strategy iteration or linear/quadratic programming [14, 19]. The price to pay are issues with precision. Firstly, while other methods yield precise results in theory (omitting floating-point issues), VI converges to the exact result only in the limit. Secondly, the precision of the intermediate iterations was until recently an open question. Given the importance of reliable precision in verification, many recent works focused on modifying VI so that the imprecision can be bounded, yielding a stopping criterion. Consequently, (i) the computed result is reliable, and (ii) the procedure can even terminate earlier whenever the desired precision is achieved.

In this paper, we exploit the observation that stochastic variational inference (SVI) is a form of annealing and present a modified SVI approach -- applicable to both large and small datasets -- that allows the amount of annealing done by SVI to be tuned. We are motivated by the fact that, in SVI, the larger the batch size the more approximately Gaussian is the intrinsic noise, but the smaller its variance. This low variance reduces the amount of annealing which is needed to escape bad local optimal solutions. We propose a simple method for achieving both goals of having larger variance noise to escape bad local optimal solutions and more data information to obtain more accurate gradient directions. The idea is to set an actual batch size, which may be the size of the data set, and a smaller effective batch size that matches the larger level of variance at this smaller batch size. The result is an approximation to the maximum entropy stochastic gradient at this variance level. We theoretically motivate our approach for the framework of conjugate exponential family models and illustrate the method empirically on the probabilistic matrix factorization collaborative filter, the Latent Dirichlet Allocation topic model, and the Gaussian mixture model.

Accurate calibration of stochastic agent-based models (ABMs) in epidemiology is crucial to make them useful in public health policy decisions and interventions. Traditional calibration methods, e.g., Markov Chain Monte Carlo (MCMC), that yield a probability density function for the parameters being calibrated, are often computationally expensive. When applied to ABMs which are highly parametrized, the calibration process becomes computationally infeasible. This paper investigates the utility of Stein Variational Inference (SVI) as an alternative calibration technique for stochastic epidemiological ABMs approximated by Gaussian process (GP) surrogates. SVI leverages gradient information to iteratively update a set of particles in the space of parameters being calibrated, offering potential advantages in scalability and efficiency for high-dimensional ABMs. The ensemble of particles yields a joint probability density function for the parameters and serves as the calibration. We compare the performance of SVI and MCMC in calibrating CityCOVID, a stochastic epidemiological ABM, focusing on predictive accuracy and calibration effectiveness. Our results demonstrate that SVI maintains predictive accuracy and calibration effectiveness comparable to MCMC, making it a viable alternative for complex epidemiological models. We also present the practical challenges of using a gradient-based calibration such as SVI which include careful tuning of hyperparameters and monitoring of the particle dynamics.

Stochastic variational inference (SVI) uses stochastic optimization to scale up Bayesian computation to massive data. We present an alternative perspective on SVI as approximate parallel coordinate ascent. SVI trades-off bias and variance to step close to the unknown true coordinate optimum given by batch variational Bayes (VB). We define a model to automate this process.

Stochastic variational inference (SVI) lets us scale up Bayesian computation to massive data. It uses stochastic optimization to fit a variational distribution, following easy-to-compute noisy natural gradients. As with most traditional stochastic optimization methods, SVI takes precautions to use unbiased stochastic gradients whose expectations are equal to the true gradients. In this paper, we explore the idea of following biased stochastic gradients in SVI. Our method replaces the natural gradient with a similarly constructed vector that uses a fixed-window moving average of some of its previous terms. We will demonstrate the many advantages of this technique. First, its computational cost is the same as for SVI and storage requirements only multiply by a constant factor. Second, it enjoys significant variance reduction over the unbiased estimates, smaller bias than averaged gradients, and leads to smaller mean-squared error against the full gradient. We test our method on latent Dirichlet allocation with three large corpora.