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Harri Lähdesmäki

Publications and source records attributed to Harri Lähdesmäki.

At least 19 recordsLinked to original sources
arXiv2026

Bayesian Nonparametric Mixed-Effect ODEs with Gaussian Processes

Dynamical modelling in pharmacometrics, systems biology, and epidemiology often involves subjects with related but distinct dynamics, observed through temporally sparse and irregular measurements. Classical nonlinear mixed-effects ODE models represent this heterogeneity but rely on parametric vector fields, making them vulnerable to structural misspecification. Existing nonparametric ODE methods typically assume shared dynamics rather than an explicit mixed-effect hierarchy. We propose MEGPODE, a Bayesian nonparametric mixed-effect ODE model that decomposes each subject's vector field into a shared population component and a subject-specific deviation, both endowed with Gaussian process priors. To avoid repeated ODE solves during training, we represent latent trajectories with state-space GP priors and penalize discrepancies between their derivatives and the vector fields on a finite time grid. A single variational objective enables approximate joint inference over trajectories and vector fields, accounting for state uncertainty and dependence between population and subject-specific dynamics. Across heterogeneous oscillatory and biomedical ODE benchmarks, MEGPODE improves population-field recovery and subject-level trajectory prediction relative to strong baselines.

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arXiv2026

Flexible Flows for Biological Sequence Design

Designing functional biological sequences requires navigating vast discrete spaces under strict evolutionary and biophysical constraints. Discrete Flow Matching (DFM) offers a generative framework over such spaces, but existing approaches rely on biologically uninformative couplings and offer limited flexibility for variable-length sequence generation and fine-grained control. We propose a structured coupling that encodes domain-specific preferences among sequence elements, biasing the source distribution toward plausible regions without modifying the flow objective or training procedure. Building on this, we introduce a latent edit-based rate parameterization that models variable-length generation via edit operations conditioned on a shared global latent, akin to a latent variable model, while remaining tractable. We further introduce a latent classifier-free guidance mechanism that steers generation coherently in continuous latent space, along with Dirichlet-prior temperature scaling for test-time control over edit operations. Our method achieves state-of-the-art performance across diverse biological sequence tasks, including density estimation, unconditional and conditional DNA sequence generation, and peptide sequence generation.

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arXiv2026

In-Context Learning for Latent Space Bayesian Optimization

Bayesian optimization (BO) is a central tool for sample-efficient design, and latent-space Bayesian optimization (LSBO) extends it to structured objects such as molecules and proteins. In parallel, tabular foundation models such as TabPFN and TabICL now achieve state-of-the-art regression performance and are increasingly used as BO surrogates. Because their Bayesian behavior is induced by large synthetic pretraining collections, the composition of this pretraining distribution is crucial. LSBO creates a distinctive mismatch: the induced map from latent code to objective value differs markedly from the regression tasks used to train current in-context models. We address this mismatch by complementing the pretraining stage of tabular foundation model surrogates with synthetic optimization tasks defined on the latent space of a molecular VAE. The continued-pretraining objective features a regularizer that anchors the model to the original checkpoint, preserving its broad regression prior while avoiding overspecialization to the adaptation tasks. On held-out molecular optimization benchmarks, the resulting model achieves strong performance, supporting the relevance of LSBO-specific adaptation for in-context surrogates.

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arXiv2026

Modeling Temporal scRNA-seq Data with Latent Gaussian Process and Optimal Transport

Single-cell RNA sequencing provides insights into gene expression at single-cell resolution, yet inferring temporal processes from these static snapshot measurements remains a fundamental challenge. Current approaches utilizing neural differential equations and flows are sensitive to overfitting and lack careful considerations of biological variability. In this work, we propose a generative framework that models population trends using a latent heteroscedastic Gaussian process (GP) approximated by Hilbert space methods. To address the absence of genuine cell trajectories, we leverage an optimal transport (OT) objective that aligns generated and observed population distributions. Our method explicitly captures biological heterogeneity by incorporating cell-specific latent time and cell type conditioning to disentangle temporal asynchrony and trajectories to different cell types. We demonstrate state-of-the-art performance on complex interpolation and extrapolation benchmarks and introduce a novel gradient-based strategy for inferring perturbation trajectories.

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arXiv2026

Time-Aware Latent Space Bayesian Optimization

Latent-space Bayesian optimization (LSBO) extends Bayesian optimization to structured domains, such as molecular design, by searching in the continuous latent space of a generative model. However, most LSBO methods assume a fixed objective, whereas real design campaigns often face temporal drift (e.g., evolving preferences or shifting targets). Bringing time-varying BO into LSBO is nontrivial: drift can affect not only the surrogate, but also the latent search space geometry induced by the representation. We propose Time-Aware Latent-space Bayesian Optimization (TALBO), which incorporates time in both the surrogate and the learned generative representation via a GP-prior variational autoencoder, yielding a latent space aligned as objectives evolve. To evaluate timevarying LSBO systematically, we adapt widely used molecular design tasks to drifting multi-property objectives and introduce metrics tailored to changing targets. Across these benchmarks, TALBO consistently outperforms strong LSBO baselines and remains robust across drift speeds and design choices, while remaining competitive under actually time-invariant objectives.

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arXiv2026

SeqRisk: Transformer-augmented latent variable model for robust survival prediction with longitudinal data

In healthcare, risk assessment of patient outcomes has been based on survival analysis for a long time, i.e. modeling time-to-event associations. However, conventional approaches rely on data from a single time-point, making them suboptimal for fully leveraging longitudinal patient history and capturing temporal regularities. Focusing on clinical real-world data and acknowledging its challenges, we utilize latent variable models to effectively handle irregular, noisy, and sparsely observed longitudinal data. We propose SeqRisk, a method that combines variational autoencoder (VAE) or longitudinal VAE (LVAE) with a transformer-based sequence aggregation and Cox proportional hazards module for risk prediction. SeqRisk captures long-range interactions, enhances predictive accuracy and generalizability, as well as provides partial explainability for sample population characteristics in attempts to identify high-risk patients. SeqRisk demonstrated robust performance under conditions of increasing sparsity, consistently surpassing existing approaches.

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arXiv2025

E(3)-equivariant models cannot learn chirality: Field-based molecular generation

Obtaining the desired effect of drugs is highly dependent on their molecular geometries. Thus, the current prevailing paradigm focuses on 3D point-cloud atom representations, utilizing graph neural network (GNN) parametrizations, with rotational symmetries baked in via E(3) invariant layers. We prove that such models must necessarily disregard chirality, a geometric property of the molecules that cannot be superimposed on their mirror image by rotation and translation. Chirality plays a key role in determining drug safety and potency. To address this glaring issue, we introduce a novel field-based representation, proposing reference rotations that replace rotational symmetry constraints. The proposed model captures all molecular geometries including chirality, while still achieving highly competitive performance with E(3)-based methods across standard benchmarking metrics.

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arXiv2025

Scalable mixed-domain Gaussian process modeling and model reduction for longitudinal data

Gaussian process (GP) models that combine both categorical and continuous input variables have found use in analysis of longitudinal data and computer experiments. However, standard inference for these models has the typical cubic scaling, and common scalable approximation schemes for GPs cannot be applied since the covariance function is non-continuous. In this work, we derive a basis function approximation scheme for mixed-domain covariance functions, which scales linearly with respect to the number of observations and total number of basis functions. The proposed approach is naturally applicable to also Bayesian GP regression with discrete observation models. We demonstrate the scalability of the approach and compare model reduction techniques for additive GP models in a longitudinal data context. We confirm that we can approximate the exact GP model accurately in a fraction of the runtime compared to fitting the corresponding exact model. In addition, we demonstrate a scalable model reduction workflow for obtaining smaller and more interpretable models when dealing with a large number of candidate predictors.

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arXiv2025

Learning Spatiotemporal Dynamical Systems from Point Process Observations

Spatiotemporal dynamics models are fundamental for various domains, from heat propagation in materials to oceanic and atmospheric flows. However, currently available neural network-based spatiotemporal modeling approaches fall short when faced with data that is collected randomly over time and space, as is often the case with sensor networks in real-world applications like crowdsourced earthquake detection or pollution monitoring. In response, we developed a new method that can effectively learn spatiotemporal dynamics from such point process observations. Our model integrates techniques from neural differential equations, neural point processes, implicit neural representations and amortized variational inference to model both the dynamics of the system and the probabilistic locations and timings of observations. It outperforms existing methods on challenging spatiotemporal datasets by offering substantial improvements in predictive accuracy and computational efficiency, making it a useful tool for modeling and understanding complex dynamical systems observed under realistic, unconstrained conditions.

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arXiv2024

Latent mixed-effect models for high-dimensional longitudinal data

Modelling longitudinal data is an important yet challenging task. These datasets can be high-dimensional, contain non-linear effects and time-varying covariates. Gaussian process (GP) prior-based variational autoencoders (VAEs) have emerged as a promising approach due to their ability to model time-series data. However, they are costly to train and struggle to fully exploit the rich covariates characteristic of longitudinal data, making them difficult for practitioners to use effectively. In this work, we leverage linear mixed models (LMMs) and amortized variational inference to provide conditional priors for VAEs, and propose LMM-VAE, a scalable, interpretable and identifiable model. We highlight theoretical connections between it and GP-based techniques, providing a unified framework for this class of methods. Our proposal performs competitively compared to existing approaches across simulated and real-world datasets.

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arXiv2024

Latent variable model for high-dimensional point process with structured missingness

Longitudinal data are important in numerous fields, such as healthcare, sociology and seismology, but real-world datasets present notable challenges for practitioners because they can be high-dimensional, contain structured missingness patterns, and measurement time points can be governed by an unknown stochastic process. While various solutions have been suggested, the majority of them have been designed to account for only one of these challenges. In this work, we propose a flexible and efficient latent-variable model that is capable of addressing all these limitations. Our approach utilizes Gaussian processes to capture temporal correlations between samples and their associated missingness masks as well as to model the underlying point process. We construct our model as a variational autoencoder together with deep neural network parameterised encoder and decoder models, and develop a scalable amortised variational inference approach for efficient model training. We demonstrate competitive performance using both simulated and real datasets.

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arXiv2024

Estimating treatment effects from single-arm trials via latent-variable modeling

Randomized controlled trials (RCTs) are the accepted standard for treatment effect estimation but they can be infeasible due to ethical reasons and prohibitive costs. Single-arm trials, where all patients belong to the treatment group, can be a viable alternative but require access to an external control group. We propose an identifiable deep latent-variable model for this scenario that can also account for missing covariate observations by modeling their structured missingness patterns. Our method uses amortized variational inference to learn both group-specific and identifiable shared latent representations, which can subsequently be used for {\em (i)} patient matching if treatment outcomes are not available for the treatment group, or for {\em (ii)} direct treatment effect estimation assuming outcomes are available for both groups. We evaluate the model on a public benchmark as well as on a data set consisting of a published RCT study and real-world electronic health records. Compared to previous methods, our results show improved performance both for direct treatment effect estimation as well as for effect estimation via patient matching.

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arXiv2023

A Variational Autoencoder for Heterogeneous Temporal and Longitudinal Data

The variational autoencoder (VAE) is a popular deep latent variable model used to analyse high-dimensional datasets by learning a low-dimensional latent representation of the data. It simultaneously learns a generative model and an inference network to perform approximate posterior inference. Recently proposed extensions to VAEs that can handle temporal and longitudinal data have applications in healthcare, behavioural modelling, and predictive maintenance. However, these extensions do not account for heterogeneous data (i.e., data comprising of continuous and discrete attributes), which is common in many real-life applications. In this work, we propose the heterogeneous longitudinal VAE (HL-VAE) that extends the existing temporal and longitudinal VAEs to heterogeneous data. HL-VAE provides efficient inference for high-dimensional datasets and includes likelihood models for continuous, count, categorical, and ordinal data while accounting for missing observations. We demonstrate our model's efficacy through simulated as well as clinical datasets, and show that our proposed model achieves competitive performance in missing value imputation and predictive accuracy.

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arXiv2023

Learning Space-Time Continuous Neural PDEs from Partially Observed States

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an efficient probabilistic framework and a novel encoder design for improved data efficiency and grid independence. The latent state dynamics are governed by a PDE model that combines the collocation method and the method of lines. We employ amortized variational inference for approximate posterior estimation and utilize a multiple shooting technique for enhanced training speed and stability. Our model demonstrates state-of-the-art performance on complex synthetic and real-world datasets, overcoming limitations of previous approaches and effectively handling partially-observed data. The proposed model outperforms recent methods, showing its potential to advance data-driven PDE modeling and enabling robust, grid-independent modeling of complex partially-observed dynamic processes.

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arXiv2023

Latent Neural ODEs with Sparse Bayesian Multiple Shooting

Training dynamic models, such as neural ODEs, on long trajectories is a hard problem that requires using various tricks, such as trajectory splitting, to make model training work in practice. These methods are often heuristics with poor theoretical justifications, and require iterative manual tuning. We propose a principled multiple shooting technique for neural ODEs that splits the trajectories into manageable short segments, which are optimised in parallel, while ensuring probabilistic control on continuity over consecutive segments. We derive variational inference for our shooting-based latent neural ODE models and propose amortized encodings of irregularly sampled trajectories with a transformer-based recognition network with temporal attention and relative positional encoding. We demonstrate efficient and stable training, and state-of-the-art performance on multiple large-scale benchmark datasets.

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arXiv2022

Variational multiple shooting for Bayesian ODEs with Gaussian processes

Recent machine learning advances have proposed black-box estimation of unknown continuous-time system dynamics directly from data. However, earlier works are based on approximative ODE solutions or point estimates. We propose a novel Bayesian nonparametric model that uses Gaussian processes to infer posteriors of unknown ODE systems directly from data. We derive sparse variational inference with decoupled functional sampling to represent vector field posteriors. We also introduce a probabilistic shooting augmentation to enable efficient inference from arbitrarily long trajectories. The method demonstrates the benefit of computing vector field posteriors, with predictive uncertainty scores outperforming alternative methods on multiple ODE learning tasks.

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arXiv2022

An importance sampling approach for reliable and efficient inference in Bayesian ordinary differential equation models

Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approximated in order to evaluate the model. The approximation error inherently biases statistical inference results, but the amount of this bias is generally unknown and often ignored in Bayesian parameter inference. We propose a computationally efficient method for verifying the reliability of posterior inference for such models, when the inference is performed using Markov chain Monte Carlo methods. We validate the efficiency and reliability of our workflow in experiments using simulated and real data, and different ODE solvers. We highlight problems that arise with commonly used adaptive ODE solvers, and propose robust and effective alternatives which, accompanied by our workflow, can now be taken into use without losing reliability of the inferences.

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arXiv2022

Learning Conditional Variational Autoencoders with Missing Covariates

Conditional variational autoencoders (CVAEs) are versatile deep generative models that extend the standard VAE framework by conditioning the generative model with auxiliary covariates. The original CVAE model assumes that the data samples are independent, whereas more recent conditional VAE models, such as the Gaussian process (GP) prior VAEs, can account for complex correlation structures across all data samples. While several methods have been proposed to learn standard VAEs from partially observed datasets, these methods fall short for conditional VAEs. In this work, we propose a method to learn conditional VAEs from datasets in which auxiliary covariates can contain missing values as well. The proposed method augments the conditional VAEs with a prior distribution for the missing covariates and estimates their posterior using amortised variational inference. At training time, our method marginalises the uncertainty associated with the missing covariates while simultaneously maximising the evidence lower bound. We develop computationally efficient methods to learn CVAEs and GP prior VAEs that are compatible with mini-batching. Our experiments on simulated datasets as well as on a clinical trial study show that the proposed method outperforms previous methods in learning conditional VAEs from non-temporal, temporal, and longitudinal datasets.

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