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Breaking safety constraints in control systems can lead to potential risks, resulting in unexpected costs or catastrophic damage. Nevertheless, uncertainty is ubiquitous, even among similar tasks. In this paper, we develop a novel adaptive safe control framework that integrates meta learning, Bayesian models, and control barrier function (CBF) method. Specifically, with the help of CBF method, we learn the inherent and external uncertainties by a unified adaptive Bayesian linear regression (ABLR) model, which consists of a forward neural network (NN) and a Bayesian output layer. Meta learning techniques are leveraged to pre-train the NN weights and priors of the ABLR model using data collected from historical similar tasks. For a new control task, we refine the meta-learned models using a few samples, and introduce pessimistic confidence bounds into CBF constraints to ensure safe control. Moreover, we provide theoretical criteria to guarantee probabilistic safety during the control processes. To validate our approach, we conduct comparative experiments in various obstacle avoidance scenarios. The results demonstrate that our algorithm significantly improves the Bayesian model-based CBF method, and is capable for efficient safe exploration even with multiple uncertain constraints.

Mixtures of factor analysers (MFA) models represent a popular tool for finding structure in data, particularly high-dimensional data. While in most applications the number of clusters, and especially the number of latent factors within clusters, is mostly fixed in advance, in the recent literature models with automatic inference on both the number of clusters and latent factors have been introduced. The automatic inference is usually done by assigning a nonparametric prior and allowing the number of clusters and factors to potentially go to infinity. The MCMC estimation is performed via an adaptive algorithm, in which the parameters associated with the redundant factors are discarded as the chain moves. While this approach has clear advantages, it also bears some significant drawbacks. Running a separate factor-analytical model for each cluster involves matrices of changing dimensions, which can make the model and programming somewhat cumbersome. In addition, discarding the parameters associated with the redundant factors could lead to a bias in estimating cluster covariance matrices. At last, identification remains problematic for infinite factor models. The current work contributes to the MFA literature by providing for the automatic inference on the number of clusters and the number of cluster-specific factors while keeping both cluster and factor dimensions finite. This allows us to avoid many of the aforementioned drawbacks of the infinite models. For the automatic inference on the cluster structure, we employ the dynamic mixture of finite mixtures (MFM) model. Automatic inference on cluster-specific factors is performed by assigning an exchangeable shrinkage process (ESP) prior to the columns of the factor loading matrices. The performance of the model is demonstrated on several benchmark data sets as well as real data applications.

Analysing statistical models is at the heart of any empirical study for hypothesis testing. We present a new cross-platform Python-based package which employs different likelihood prescriptions through a plug-in system, enabling the statistical inference of hypotheses. This framework empowers users to propose, examine, and publish new likelihood prescriptions without the need for developing a new inference system. Within this package, we propose a new simplified likelihood prescription which surpasses the approximation accuracy of its predecessors by incorporating asymmetric uncertainties. Furthermore, our package facilitates the integration of various likelihood combination routines, thereby broadening the scope of independent studies through a meta-analysis. By remaining agnostic to the source of the likelihood prescription and the signal hypothesis generator, our platform allows for the seamless implementation of packages with different likelihood prescriptions, fostering compatibility and interoperability.

I consider a class of statistical decision problems in which the policy maker must decide between two alternative policies to maximize social welfare based on a finite sample. The central assumption is that the underlying, possibly infinite-dimensional parameter, lies in a known convex set, potentially leading to partial identification of the welfare effect. An example of such restrictions is the smoothness of counterfactual outcome functions. As the main theoretical result, I derive a finite-sample, exact minimax regret decision rule within the class of all decision rules under normal errors with known variance. When the error distribution is unknown, I obtain a feasible decision rule that is asymptotically minimax regret. I apply my results to the problem of whether to change a policy eligibility cutoff in a regression discontinuity setup, and illustrate them in an empirical application to a school construction program in Burkina Faso.

We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This assumption is difficult to justify in many inverse problems, where the specification of the data generation process is not obvious. We adopt a Gibbs posterior framework that directly posits a regularized variational problem on the space of probability distributions of the parameter. We propose a novel model comparison framework that evaluates the optimality of a given loss based on its ''predictive performance''. We provide cross-validation procedures to calibrate the regularization parameter of the variational objective and compare multiple loss functions. Some novel theoretical properties of Gibbs posteriors are also presented. We illustrate the utility of our framework via a simulated example, motivated by dispersion-based wave models used to characterize arterial vessels in ultrasound vibrometry.

Gaussian Process Networks (GPNs) are a class of directed graphical models which employ Gaussian processes as priors for the conditional expectation of each variable given its parents in the network. The model allows describing continuous joint distributions in a compact but flexible manner with minimal parametric assumptions on the dependencies between variables. Bayesian structure learning of GPNs requires computing the posterior over graphs of the network and is computationally infeasible even in low dimensions. This work implements Monte Carlo and Markov Chain Monte Carlo methods to sample from the posterior distribution of network structures. As such, the approach follows the Bayesian paradigm, comparing models via their marginal likelihood and computing the posterior probability of the GPN features. Simulation studies show that our method outperforms state-of-the-art algorithms in recovering the graphical structure of the network and provides an accurate approximation of its posterior distribution.

The recent success of large foundation models in artificial intelligence has prompted the emergence of chemical pre-trained models. Despite the growing interest in large molecular pre-trained models that provide informative representations for downstream tasks, attempts for multimodal pre-training approaches on the molecule domain were limited. To address this, we present a novel multimodal molecular pre-trained model that incorporates the modalities of structure and biochemical properties, drawing inspiration from recent advances in multimodal learning techniques. Our proposed model pipeline of data handling and training objectives aligns the structure/property features in a common embedding space, which enables the model to regard bidirectional information between the molecules' structure and properties. These contributions emerge synergistic knowledge, allowing us to tackle both multimodal and unimodal downstream tasks through a single model. Through extensive experiments, we demonstrate that our model shows remarkable capabilities in solving various meaningful chemical challenges, including conditional molecule generation, property prediction, molecule classification, and reaction prediction.

The number of modes in a probability density function is representative of the model's complexity and can also be viewed as the number of existing subpopulations. Despite its relevance, little research has been devoted to its estimation. Focusing on the univariate setting, we propose a novel approach targeting prediction accuracy inspired by some overlooked aspects of the problem. We argue for the need for structure in the solutions, the subjective and uncertain nature of modes, and the convenience of a holistic view blending global and local density properties. Our method builds upon a combination of flexible kernel estimators and parsimonious compositional splines. Feature exploration, model selection and mode testing are implemented in the Bayesian inference paradigm, providing soft solutions and allowing to incorporate expert judgement in the process. The usefulness of our proposal is illustrated through a case study in sports analytics, showcasing multiple companion visualisation tools. A thorough simulation study demonstrates that traditional modality-driven approaches paradoxically struggle to provide accurate results. In this context, our method emerges as a top-tier alternative offering innovative solutions for analysts.

Vector autoregressions (VARs) have an associated order $p$; conditional on observations at the preceding $p$ time points, the variable at time $t$ is conditionally independent of all the earlier history. Learning the order of the model is therefore vital for its characterisation and subsequent use in forecasting. It is common to assume that a VAR is stationary. This prevents the predictive variance of the process from increasing without bound as the forecast horizon increases and facilitates interpretation of the relationships between variables. A VAR is stable if and only if the roots of its characteristic equation lie outside the unit circle, constraining the autoregressive coefficient matrices to lie in the stationary region. Unfortunately, the geometry of the stationary region is very complicated which impedes specification of a prior. In this work, the autoregressive coefficients are mapped to a set of transformed partial autocorrelation matrices which are unconstrained, allowing for straightforward prior specification, routine computational inference, and meaningful interpretation of the magnitude of the elements in the matrix. The multiplicative gamma process is used to build a prior for the unconstrained matrices, which encourages increasing shrinkage of the partial autocorrelation parameters as the lag increases. Identifying the lag beyond which the partial autocorrelations become equal to zero then determines the order of the process. Posterior inference is performed using Hamiltonian Monte Carlo via Stan. A truncation criterion is used to determine whether a partial autocorrelation matrix has been effectively shrunk to zero. The value of the truncation threshold is motivated by classical theory on the sampling distribution of the partial autocorrelation function. The work is applied to neural activity data in order to investigate ultradian rhythms in the brain.