We consider the problem of performing Bayesian inference in probabilistic models where observations are accompanied by uncertainty, referred to as `uncertain evidence'. In many real-world scenarios, such uncertainty stems from measurement errors associated with observable quantities in probabilistic models. We explore how to interpret uncertain evidence, and by extension the importance of proper interpretation as it pertains to inference about latent variables. We consider a recently-proposed method `stochastic evidence' as well as revisit two older methods: Jeffrey's rule and virtual evidence. We devise concrete guidelines on how to account for uncertain evidence and we provide new insights, particularly regarding consistency. To showcase the impact of different interpretations of the same uncertain evidence, we carry out experiments in which we compare inference results associated with each interpretation.
The Bayesian additive regression trees (BART) model is an ensemble method extensively and successfully used in regression tasks due to its consistently strong predictive performance and its ability to quantify uncertainty. BART combines "weak" tree models through a set of shrinkage priors, whereby each tree explains a small portion of the variability in the data. However, the lack of smoothness and the absence of a covariance structure over the observations in standard BART can yield poor performance in cases where such assumptions would be necessary. We propose Gaussian processes Bayesian additive regression trees (GP-BART) as an extension of BART which assumes Gaussian process (GP) priors for the predictions of each terminal node among all trees. We illustrate our model on simulated and real data and compare its performance to traditional modelling approaches, outperforming them in many scenarios. An implementation of our method is available in the R package rGPBART available at: //github.com/MateusMaiaDS/gpbart
Scenario-based probabilistic forecasts have become a vital tool to equip decision-makers to address the uncertain nature of renewable energies. To that end, this paper presents a recent promising deep learning generative approach called denoising diffusion probabilistic models. It is a class of latent variable models which have recently demonstrated impressive results in the computer vision community. However, to the best of our knowledge, there has yet to be a demonstration that they can generate high-quality samples of load, PV, or wind power time series, crucial elements to face the new challenges in power systems applications. Thus, we propose the first implementation of this model for energy forecasting using the open data of the Global Energy Forecasting Competition 2014. The results demonstrate this approach is competitive with other state-of-the-art deep learning generative models, including generative adversarial networks, variational autoencoders, and normalizing flows.
Capturing uncertainty in models of complex dynamical systems is crucial to designing safe controllers. Stochastic noise causes aleatoric uncertainty, whereas imprecise knowledge of model parameters leads to epistemic uncertainty. Several approaches use formal abstractions to synthesize policies that satisfy temporal specifications related to safety and reachability. However, the underlying models exclusively capture aleatoric but not epistemic uncertainty, and thus require that model parameters are known precisely. Our contribution to overcoming this restriction is a novel abstraction-based controller synthesis method for continuous-state models with stochastic noise and uncertain parameters. By sampling techniques and robust analysis, we capture both aleatoric and epistemic uncertainty, with a user-specified confidence level, in the transition probability intervals of a so-called interval Markov decision process (iMDP). We synthesize an optimal policy on this iMDP, which translates (with the specified confidence level) to a feedback controller for the continuous model with the same performance guarantees. Our experimental benchmarks confirm that accounting for epistemic uncertainty leads to controllers that are more robust against variations in parameter values.
Models of stochastic image deformation allow study of time-continuous stochastic effects transforming images by deforming the image domain. Applications include longitudinal medical image analysis with both population trends and random subject specific variation. Focusing on a stochastic extension of the LDDMM models with evolutions governed by a stochastic EPDiff equation, we use moment approximations of the corresponding It\^o diffusion to construct estimators for statistical inference in the full stochastic model. We show that this approach, when efficiently implemented with automatic differentiation tools, can successfully estimate parameters encoding the spatial correlation of the noise fields on the image.
We develop and implement a Bayesian approach for the estimation of the shape of a two dimensional annular domain enclosing a Stokes flow from sparse and noisy observations of the enclosed fluid. Our setup includes the case of direct observations of the flow field as well as the measurement of concentrations of a solute passively advected by and diffusing within the flow. Adopting a statistical approach provides estimates of uncertainty in the shape due both to the non-invertibility of the forward map and to error in the measurements. When the shape represents a design problem of attempting to match desired target outcomes, this "uncertainty" can be interpreted as identifying remaining degrees of freedom available to the designer. We demonstrate the viability of our framework on three concrete test problems. These problems illustrate the promise of our framework for applications while providing a collection of test cases for recently developed Markov Chain Monte Carlo (MCMC) algorithms designed to resolve infinite dimensional statistical quantities.
Deep learning models that leverage large datasets are often the state of the art for modelling molecular properties. When the datasets are smaller (< 2000 molecules), it is not clear that deep learning approaches are the right modelling tool. In this work we perform an extensive study of the calibration and generalizability of probabilistic machine learning models on small chemical datasets. Using different molecular representations and models, we analyse the quality of their predictions and uncertainties in a variety of tasks (binary, regression) and datasets. We also introduce two simulated experiments that evaluate their performance: (1) Bayesian optimization guided molecular design, (2) inference on out-of-distribution data via ablated cluster splits. We offer practical insights into model and feature choice for modelling small chemical datasets, a common scenario in new chemical experiments. We have packaged our analysis into the DIONYSUS repository, which is open sourced to aid in reproducibility and extension to new datasets.
A wide variety of model explanation approaches have been proposed in recent years, all guided by very different rationales and heuristics. In this paper, we take a new route and cast interpretability as a statistical inference problem. We propose a general deep probabilistic model designed to produce interpretable predictions. The model parameters can be learned via maximum likelihood, and the method can be adapted to any predictor network architecture and any type of prediction problem. Our method is a case of amortized interpretability models, where a neural network is used as a selector to allow for fast interpretation at inference time. Several popular interpretability methods are shown to be particular cases of regularised maximum likelihood for our general model. We propose new datasets with ground truth selection which allow for the evaluation of the features importance map. Using these datasets, we show experimentally that using multiple imputation provides more reasonable interpretations.
We introduce PRISM, a method for real-time filtering in a probabilistic generative model of agent motion and visual perception. Previous approaches either lack uncertainty estimates for the map and agent state, do not run in real-time, do not have a dense scene representation or do not model agent dynamics. Our solution reconciles all of these aspects. We start from a predefined state-space model which combines differentiable rendering and 6-DoF dynamics. Probabilistic inference in this model amounts to simultaneous localisation and mapping (SLAM) and is intractable. We use a series of approximations to Bayesian inference to arrive at probabilistic map and state estimates. We take advantage of well-established methods and closed-form updates, preserving accuracy and enabling real-time capability. The proposed solution runs at 10Hz real-time and is similarly accurate to state-of-the-art SLAM in small to medium-sized indoor environments, with high-speed UAV and handheld camera agents (Blackbird, EuRoC and TUM-RGBD).
We address the problem of integrating data from multiple observational and interventional studies to eventually compute counterfactuals in structural causal models. We derive a likelihood characterisation for the overall data that leads us to extend a previous EM-based algorithm from the case of a single study to that of multiple ones. The new algorithm learns to approximate the (unidentifiability) region of model parameters from such mixed data sources. On this basis, it delivers interval approximations to counterfactual results, which collapse to points in the identifiable case. The algorithm is very general, it works on semi-Markovian models with discrete variables and can compute any counterfactual. Moreover, it automatically determines if a problem is feasible (the parameter region being nonempty), which is a necessary step not to yield incorrect results. Systematic numerical experiments show the effectiveness and accuracy of the algorithm, while hinting at the benefits of integrating heterogeneous data to get informative bounds in case of unidentifiability.
Amongst Markov chain Monte Carlo algorithms, Hamiltonian Monte Carlo (HMC) is often the algorithm of choice for complex, high-dimensional target distributions; however, its efficiency is notoriously sensitive to the choice of the integration-time tuning parameter, $T$. When integrating both forward and backward in time using the same leapfrog integration step as HMC, the set of local maxima in the potential along a path, or apogees, is the same whatever point (position and momentum) along the path is chosen to initialise the integration. We present the Apogee to Apogee Path Sampler (AAPS), which utilises this invariance to create a simple yet generic methodology for constructing a path, proposing a point from it and accepting or rejecting that proposal so as to target the intended distribution. We demonstrate empirically that AAPS has a similar efficiency to HMC but is much more robust to the setting of its equivalent tuning parameter, the number of apogees that the path crosses.