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Conditioning is a key feature in probabilistic programming to enable modeling the influence of data (also known as observations) to the probability distribution described by such programs. Determining the posterior distribution is also…
We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…
Automatically generating invariants, key to computer-aided analysis of probabilistic and deterministic programs and compiler optimisation, is a challenging open problem. Whilst the problem is in general undecidable, the goal is settled for…
Probabilistic inference procedures are usually coded painstakingly from scratch, for each target model and each inference algorithm. We reduce this effort by generating inference procedures from models automatically. We make this code…
There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…
Probabilistic programming is the idea of writing models from statistics and machine learning using program notations and reasoning about these models using generic inference engines. Recently its combination with deep learning has been…
The performance of machine learning models can be impacted by changes in data over time. A promising approach to address this challenge is invariant learning, with a particular focus on a method known as invariant risk minimization (IRM).…
We propose a single neural probabilistic model based on variational autoencoder that can be conditioned on an arbitrary subset of observed features and then sample the remaining features in "one shot". The features may be both real-valued…
A key goal of unsupervised representation learning is "inverting" a data generating process to recover its latent properties. Existing work that provably achieves this goal relies on strong assumptions on relationships between the latent…
Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…
We develop an efficient sampling approach for handling complex missing data patterns and a large number of missing observations in conditionally Gaussian state space models. Two important examples are dynamic factor models with unbalanced…
This paper considers a stochastic control framework, in which the residual model uncertainty of the dynamical system is learned using a Gaussian Process (GP). In the proposed formulation, the residual model uncertainty consists of a…
Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…
Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…
One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…
Most modern probabilistic generative models, such as the variational autoencoder (VAE), have certain indeterminacies that are unresolvable even with an infinite amount of data. Different tasks tolerate different indeterminacies, however…
Probabilistic graphical models that encode an underlying Markov random field are fundamental building blocks of generative modeling to learn latent representations in modern multivariate data sets with complex dependency structures. Among…
The problem of inferring an inductive invariant for verifying program safety can be formulated in terms of binary classification. This is a standard problem in machine learning: given a sample of good and bad points, one is asked to find a…
The paper concerns the probabilistic evaluation of plans in the presence of unmeasured variables, each plan consisting of several concurrent or sequential actions. We establish a graphical criterion for recognizing when the effects of a…
Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density function (PDF) from a chosen family that is in some sense…