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We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time series data are non-exchangeable, and thus many existing conformal prediction algorithms are not applicable. The main idea is to exploit the temporal dependence of non-conformity scores (e.g., prediction residuals); thus, the past residuals contain information about future ones. Then we cast the problem of conformal prediction interval as predicting the quantile of a future residual, given a user-specified point prediction algorithm. Theoretically, we establish asymptotic valid conditional coverage upon extending consistency analyses in quantile regression. Using simulation and real-data experiments, we demonstrate a significant reduction in interval width of \texttt{SPCI} compared to other existing methods under the desired empirical coverage.

Improving road safety is hugely important with the number of deaths on the world's roads remaining unacceptably high; an estimated 1.35 million people die each year (WHO, 2020). Current practice for treating collision hotspots is almost always reactive: once a threshold level of collisions has been exceeded during some predetermined observation period, treatment is applied (e.g. road safety cameras). However, more recently, methodology has been developed to predict collision counts at potential hotspots in future time periods, with a view to a more proactive treatment of road safety hotspots. Dynamic linear models provide a flexible framework for predicting collisions and thus enabling such a proactive treatment. In this paper, we demonstrate how such models can be used to capture both seasonal variability and spatial dependence in time course collision rates at several locations. The model allows for within- and out-of-sample forecasting for locations which are fully observed and for locations where some data are missing. We illustrate our approach using collision rate data from 8 Traffic Administration Zones in North Florida, USA, and find that the model provides a good description of the underlying process and reasonable forecast accuracy.

User behaviors on an e-commerce app not only contain different kinds of feedback on items but also sometimes imply the cognitive clue of the user's decision-making. For understanding the psychological procedure behind user decisions, we present the behavior path and propose to match the user's current behavior path with historical behavior paths to predict user behaviors on the app. Further, we design a deep neural network for behavior path matching and solve three difficulties in modeling behavior paths: sparsity, noise interference, and accurate matching of behavior paths. In particular, we leverage contrastive learning to augment user behavior paths, provide behavior path self-activation to alleviate the effect of noise, and adopt a two-level matching mechanism to identify the most appropriate candidate. Our model shows excellent performance on two real-world datasets, outperforming the state-of-the-art CTR model. Moreover, our model has been deployed on the Meituan food delivery platform and has accumulated 1.6% improvement in CTR and 1.8% improvement in advertising revenue.

Observational studies require adjustment for confounding factors that are correlated with both the treatment and outcome. In the setting where the observed variables are tabular quantities such as average income in a neighborhood, tools have been developed for addressing such confounding. However, in many parts of the developing world, features about local communities may be scarce. In this context, satellite imagery can play an important role, serving as a proxy for the confounding variables otherwise unobserved. In this paper, we study confounder adjustment in this non-tabular setting, where patterns or objects found in satellite images contribute to the confounder bias. Using the evaluation of anti-poverty aid programs in Africa as our running example, we formalize the challenge of performing causal adjustment with such unstructured data -- what conditions are sufficient to identify causal effects, how to perform estimation, and how to quantify the ways in which certain aspects of the unstructured image object are most predictive of the treatment decision. Via simulation, we also explore the sensitivity of satellite image-based observational inference to image resolution and to misspecification of the image-associated confounder. Finally, we apply these tools in estimating the effect of anti-poverty interventions in African communities from satellite imagery.

Learning decompositions of expensive-to-evaluate black-box functions promises to scale Bayesian optimisation (BO) to high-dimensional problems. However, the success of these techniques depends on finding proper decompositions that accurately represent the black-box. While previous works learn those decompositions based on data, we investigate data-independent decomposition sampling rules in this paper. We find that data-driven learners of decompositions can be easily misled towards local decompositions that do not hold globally across the search space. Then, we formally show that a random tree-based decomposition sampler exhibits favourable theoretical guarantees that effectively trade off maximal information gain and functional mismatch between the actual black-box and its surrogate as provided by the decomposition. Those results motivate the development of the random decomposition upper-confidence bound algorithm (RDUCB) that is straightforward to implement - (almost) plug-and-play - and, surprisingly, yields significant empirical gains compared to the previous state-of-the-art on a comprehensive set of benchmarks. We also confirm the plug-and-play nature of our modelling component by integrating our method with HEBO, showing improved practical gains in the highest dimensional tasks from Bayesmark.

Cellular networks are ubiquitous entities that provide major means of communication all over the world. One major challenge in cellular networks is a dynamic change in the number of users and their usage of telecommunication service which results in overloading at certain base stations. One class of solution to deal with this overloading issue is the deployment of drones that can act as temporary base stations and offload the traffic from the overloaded base station. There are two main challenges in the development of this solution. Firstly, the drone is expected to be present around the base station where an overload would occur in the future thus requiring a prediction of traffic overload. Secondly, drones are highly constrained in their resources and can only fly for a few minutes. If the affected base station is really far, drones can never reach there. This requires the initial placement of drones in sectors where overloading can occur thus again requiring a traffic forecast but at a different spatial scale. It must be noted that the spatial extent of the region that the problem poses and the extremely limited power resources available to the drone pose a great challenge that is hard to overcome without deploying the drones in strategic positions to reduce the time to fly to the required high-demand zone. Moreover, since drone fly at a finite speed, it is important that a predictive solution that can forecast traffic surges is adopted so that drones are available to offload the overload before it actually happens. Both these goals require analysis and forecast of cellular network traffic which is the main goal of this project

Motivated by the success of Bayesian optimisation algorithms in the Euclidean space, we propose a novel approach to construct Intrinsic Bayesian optimisation (In-BO) on manifolds with a primary focus on complex constrained domains or irregular-shaped spaces arising as submanifolds of R2, R3 and beyond. Data may be collected in a spatial domain but restricted to a complex or intricately structured region corresponding to a geographic feature, such as lakes. Traditional Bayesian Optimisation (Tra-BO) defined with a Radial basis function (RBF) kernel cannot accommodate these complex constrained conditions. The In-BO uses the Sparse Intrinsic Gaussian Processes (SIn-GP) surrogate model to take into account the geometric structure of the manifold. SInGPs are constructed using the heat kernel of the manifold which is estimated as the transition density of the Brownian Motion on manifolds. The efficiency of In-BO is demonstrated through simulation studies on a U-shaped domain, a Bitten torus, and a real dataset from the Aral sea. Its performance is compared to that of traditional BO, which is defined in Euclidean space.

Image reconstruction based on indirect, noisy, or incomplete data remains an important yet challenging task. While methods such as compressive sensing have demonstrated high-resolution image recovery in various settings, there remain issues of robustness due to parameter tuning. Moreover, since the recovery is limited to a point estimate, it is impossible to quantify the uncertainty, which is often desirable. Due to these inherent limitations, a sparse Bayesian learning approach is sometimes adopted to recover a posterior distribution of the unknown. Sparse Bayesian learning assumes that some linear transformation of the unknown is sparse. However, most of the methods developed are tailored to specific problems, with particular forward models and priors. Here, we present a generalized approach to sparse Bayesian learning. It has the advantage that it can be used for various types of data acquisitions and prior information. Some preliminary results on image reconstruction/recovery indicate its potential use for denoising, deblurring, and magnetic resonance imaging.

We propose a novel machine learning method based on differentiable vortex particles to infer and predict fluid dynamics from a single video. The key design of our system is a particle-based latent space to encapsulate the hidden, Lagrangian vortical evolution underpinning the observable, Eulerian flow phenomena. We devise a novel differentiable vortex particle system in conjunction with their learnable, vortex-to-velocity dynamics mapping to effectively capture and represent the complex flow features in a reduced space. We further design an end-to-end training pipeline to directly learn and synthesize simulators from data, that can reliably deliver future video rollouts based on limited observation. The value of our method is twofold: first, our learned simulator enables the inference of hidden physics quantities (e.g. velocity field) purely from visual observation, to be used for motion analysis; secondly, it also supports future prediction, constructing the input video's sequel along with its future dynamics evolution. We demonstrate our method's efficacy by comparing quantitatively and qualitatively with a range of existing methods on both synthetic and real-world videos, displaying improved data correspondence, visual plausibility, and physical integrity.

Multi-view networks are ubiquitous in real-world applications. In order to extract knowledge or business value, it is of interest to transform such networks into representations that are easily machine-actionable. Meanwhile, network embedding has emerged as an effective approach to generate distributed network representations. Therefore, we are motivated to study the problem of multi-view network embedding, with a focus on the characteristics that are specific and important in embedding this type of networks. In our practice of embedding real-world multi-view networks, we identify two such characteristics, which we refer to as preservation and collaboration. We then explore the feasibility of achieving better embedding quality by simultaneously modeling preservation and collaboration, and propose the mvn2vec algorithms. With experiments on a series of synthetic datasets, an internal Snapchat dataset, and two public datasets, we further confirm the presence and importance of preservation and collaboration. These experiments also demonstrate that better embedding can be obtained by simultaneously modeling the two characteristics, while not over-complicating the model or requiring additional supervision.