Free-Form Variational Inference for Gaussian Process State-Space ModelsXuhui Fan, Edwin V. Bonilla, Terence J. O'Kane et al.
Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is computationally and statistically challenging due to the large number of latent variables in the model and the strong temporal dependencies between them. In this paper, we propose a new method for inference in Bayesian GPSSMs, which overcomes the drawbacks of previous approaches, namely over-simplified assumptions, and high computational requirements. Our method is based on free-form variational inference via stochastic gradient Hamiltonian Monte Carlo within the inducing-variable formalism. Furthermore, by exploiting our proposed variational distribution, we provide a collapsed extension of our method where the inducing variables are marginalized analytically. We also showcase results when combining our framework with particle MCMC methods. We show that, on six real-world datasets, our approach can learn transition dynamics and latent states more accurately than competing methods.
1.2SOC-PHNov 26, 2025
AI4X Roadmap: Artificial Intelligence for the advancement of scientific pursuit and its future directionsStephen G. Dale, Nikita Kazeev, Alastair J. A. Price et al.
Artificial intelligence and machine learning are reshaping how we approach scientific discovery, not by replacing established methods but by extending what researchers can probe, predict, and design. In this roadmap we provide a forward-looking view of AI-enabled science across biology, chemistry, climate science, mathematics, materials science, physics, self-driving laboratories and unconventional computing. Several shared themes emerge: the need for diverse and trustworthy data, transferable electronic-structure and interatomic models, AI systems integrated into end-to-end scientific workflows that connect simulations to experiments and generative systems grounded in synthesisability rather than purely idealised phases. Across domains, we highlight how large foundation models, active learning and self-driving laboratories can close loops between prediction and validation while maintaining reproducibility and physical interpretability. Taken together, these perspectives outline where AI-enabled science stands today, identify bottlenecks in data, methods and infrastructure, and chart concrete directions for building AI systems that are not only more powerful but also more transparent and capable of accelerating discovery in complex real-world environments.
9.2LGFeb 4, 2024
Variational DAG Estimation via State Augmentation With Stochastic PermutationsEdwin V. Bonilla, Pantelis Elinas, He Zhao et al.
Estimating the structure of a Bayesian network, in the form of a directed acyclic graph (DAG), from observational data is a statistically and computationally hard problem with essential applications in areas such as causal discovery. Bayesian approaches are a promising direction for solving this task, as they allow for uncertainty quantification and deal with well-known identifiability issues. From a probabilistic inference perspective, the main challenges are (i) representing distributions over graphs that satisfy the DAG constraint and (ii) estimating a posterior over the underlying combinatorial space. We propose an approach that addresses these challenges by formulating a joint distribution on an augmented space of DAGs and permutations. We carry out posterior estimation via variational inference, where we exploit continuous relaxations of discrete distributions. We show that our approach performs competitively when compared with a wide range of Bayesian and non-Bayesian benchmarks on a range of synthetic and real datasets.