Archive for reinforcement learning

SEINE AI

Posted in pictures, Statistics, University life with tags , , , , , , , , , , , , , , , , , , , , , , on March 23, 2026 by xi'an

Ten days ago I took part in the SEINE AI 2026 workshop in Jouy-en-Josas, near Paris (homestead of HEC), organised by the Huawei Paris Research Center.. In which I was invited to speak, even though I felt sort of an outlier given the deeply machine-learning, entreprenarial orientation of the meeting, with its theme being Building the Agentic Future of ICT, given that I chose to present our most recent Bayesian adversarial privacy paper. Hence, I stood within a game-theoretic, Bayesian, formal landscape, presumably loosing most of the audience and keeping them away from their lunch!

Other speakers included Simon Lucas from Queen Mary London on Simulation-based AI, which I had trouble distinguishing from building a statistical model by goodness of fit (and using bandits used for update), while focussing on competing on some computer game challenges. And Volker Tresp from LMU München on a tensor brain model that he opposes to a Bayesian brain (with a related paper entitled Bayes or Heisenberg: Who(se) rules? which we discussed in general terms over lunch, namely Bayesian learning vs. quantum updating. And Michal Valko from INRIA Paris (and other companies), who went full blast against the Bradley-Terry model!, with a title of Nash and Nemirovski walk into a bar! With a half-time technique approximating Nash equilibria that reminded me of leapfrog. Much entertaining talk that further provided a game-theoretic transition to mine’s.

As an aside, I played yesterday with ChatGPT composing my talk slides out of our arXiv document and it proved a disaster, with hallucinations of results and concepts not in the paper and a complete mess of handling graphs, first creating generic, fake, unrelated pictures, then inserting actual graphs haphazardly throughout the slides. The sorry result I obviously did not use as the workshop did not seem the ideal place for this sort of prank! The actual version only recycles a few of its summarising slides. (With ye Norse farce proper colour choice!)

 

OWABI⁷, 26 February 2026: Prequential posteriors (11am UK time)

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , on February 25, 2026 by xi'an

Speaker:  Shreya Sinha Roy (University of Warwick)

Title: Prequential posteriors
Abstract: Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown excellent performance in these areas, but assimilating data into such models is challenging due to their intractable likelihood functions. This limitation restricts the use of standard Bayesian data assimilation methodologies for DGFMs. To overcome this, we introduce prequential posteriors, based upon a predictive-sequential (prequential) loss function; an approach naturally suited for temporally dependent data which is the focus of forecasting tasks. Since the true data-generating process often lies outside the assumed model class, we adopt an alternative notion of consistency and prove that, under mild conditions, both the prequential loss minimizer and the prequential posterior concentrate around parameters with optimal predictive performance. For scalable inference, we employ easily parallelizable wastefree sequential Monte Carlo (SMC) samplers with preconditioned gradient-based kernels, enabling efficient exploration of high-dimensional parameter spaces such as those in DGFMs. We validate our method on both a synthetic multi-dimensional time series and a real-world meteorological dataset; highlighting its practical utility for data assimilation for complex dynamical systems.
Keywords: diffusion models, simulation based inference, sequential methods.
Reference: S. S. Roy, R. Everitt, C. P Robert, R. Dutta. Prequential posteriors. Preprint at ArXiv:2511.17721, 202

Nature snipets [17 April 2025]

Posted in Books, Kids, University life with tags , , , , , , , , , , , , on June 25, 2025 by xi'an

From the Nature 17 April Issue:

Novemberly MCMC

Posted in Kids, Statistics, University life with tags , , , , , , , , , , , , , , on November 10, 2023 by xi'an

matrix multiplication [cover]

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , , on December 15, 2022 by xi'an