arXiv subjects

Richard Turner

Publications and source records attributed to Richard Turner.

17 recordsLinked to original sources

arXiv2026

Level-dependent quasi-birth-and-death processes: Application to cost analysis of multi-server systems

Analysing costs is crucial for optimising the operational efficiency and resource allocation in systems evolving under uncertainty. In this paper, we study the distribution of costs associated with the evolution of level-dependent quasi-birth-and-death (LD-QBD) processes, which are useful in modelling many multi-server systems. We derive analytical expressions for the Laplace-Stieltjes transforms (LSTs) of the distribution of total costs accumulated during the times the LD-QBD processes spend in a specified set of levels. We present algorithms for the numerical evaluation of these LSTs. We also give memory efficient versions of the algorithms and discuss their algorithmic complexity. To assess the robustness of the distribution of costs with respect to model parameters, we develop algorithms for the sensitivity analysis of the corresponding LSTs. To illustrate the application potential of our results, we construct LD-QBD example models for a finite capacity multi-server queueing systems with admissions policies including redirection, preemptive transfer, and guard-channel threshold. The analysis is based on a large dataset obtained from a tertiary referral hospital in Australia. We compute the long-run performance measures, the distribution of time until some number of beds become available following congestion, and the distribution of the associated costs. We present valuable insights into how the system behaves under the various policies. We also perform the sensitivity analysis of the distribution of costs with respect to model parameters.

math.PR↗

arXiv2026

Waiting time analysis in a finite-capacity multi-server systems with dynamic priorities, dynamically evolving customer types, and abandonment

In many service systems, an estimation of customers' waiting times for the service can assist in decision making focused on enhancing the operational efficiency, improving the customers' experience, and ensuring efficient resource allocation. In this paper, we study the customers' waiting times in a finite-capacity service system with a finite number of parallel servers and a shared waiting area. We consider two customer types, Type 1 and Type 2, with dynamic admission priorities, dynamically evolving customer type, and abandonment. We model the system under such assumptions using a continuous-time Markov chain (CTMC) and develop a methodology based on Krylov subspace approximation methods to evaluate the conditional waiting time distributions of Type 1 and Type 2 customers in the system. This methodology (CTMC-Krylov) offers a scalable computational approach that is well suited for analysing large complex systems. Next, we model this system using a quasi-birth-and-death (QBD) process and derive analytical expressions building on matrix-analytic methods to evaluate the conditional and long-run waiting time distributions using recursion. We illustrate the practical applicability of our models in a hospital system through a suite of numerical examples based on a large dataset obtained from a tertiary referral hospital in Australia, considering two types of patients, complex (Type 1) and other (Type 2).

stat.AP↗

arXiv2026

Archetypes or ability? Clustering for modelling student mathematical competence

Personalised learning systems often assume that mathematical ability is combined of discrete abilities, acquired sequentially and dependent upon first acquiring foundational abilities, and students often report different strengths. In this work, we explore the validity of these assumptions by applying clustering methods to a large dataset of 119,034 students, spanning 13 national-level exams sat in the United Kingdom and collected by the platform. Classifying question results as pass or fail, we use a Bernoulli Mixture Model to search for latent populations which would be indicative of discrete skill-sets. We find that few distinct clusters are present in the data and that the dominant factor is overall student ability, which is further supported by the high degree of linear correlation between the probability distributions of the resulting clusters. Our best performing model achieves an accuracy of 78 percent, competitive with more complicated models in the literature whilst being more explainable. Comparing this models performance with logistic regression baselines and with k-nearest neighbours, we find a small improvement when using performance on each individual question as features. This suggests that whilst overall ability level is the dominant factor for predicting performance, small further personalisation improvements can be made by tailoring to a students exact strengths, but that students do not appear to develop strongly differing ability across topics. Our work offers a national scale test of machine learning in education and offers a new benchmark for the field, demonstrating how explainable models can reach competitive performance

cs.CY↗

arXiv2026

Early predicting of hospital admission using machine learning algorithms: Priority queues approach

Emergency Department overcrowding is a critical issue that compromises patient safety and operational efficiency, necessitating accurate demand forecasting for effective resource allocation. This study evaluates and compares three distinct predictive models: Seasonal AutoRegressive Integrated Moving Average with eXogenous regressors (SARIMAX), EXtreme Gradient Boosting (XGBoost) and Long Short-Term Memory (LSTM) networks for forecasting daily ED arrivals over a seven-day horizon. Utilizing data from an Australian tertiary referral hospital spanning January 2017 to December 2021, this research distinguishes itself by decomposing demand into eight specific ward categories and stratifying patients by clinical complexity. To address data distortions caused by the COVID-19 pandemic, the study employs the Prophet model to generate synthetic counterfactual values for the anomalous period. Experimental results demonstrate that all three proposed models consistently outperform a seasonal naive baseline. XGBoost demonstrated the highest accuracy for predicting total daily admissions with a Mean Absolute Error of 6.63, while the statistical SARIMAX model proved marginally superior for forecasting major complexity cases with an MAE of 3.77. The study concludes that while these techniques successfully reproduce regular day-to-day patterns, they share a common limitation in underestimating sudden, infrequent surges in patient volume.

cs.LG↗

arXiv2025

Better Hessians Matter: Studying the Impact of Curvature Approximations in Influence Functions

Influence functions offer a principled way to trace model predictions back to training data, but their use in deep learning is hampered by the need to invert a large, ill-conditioned Hessian matrix. Approximations such as Generalised Gauss-Newton (GGN) and Kronecker-Factored Approximate Curvature (K-FAC) have been proposed to make influence computation tractable, yet it remains unclear how the departure from exactness impacts data attribution performance. Critically, given the restricted regime in which influence functions are derived, it is not necessarily clear better Hessian approximations should even lead to better data attribution performance. In this paper, we investigate the effect of Hessian approximation quality on influence-function attributions in a controlled classification setting. Our experiments show that better Hessian approximations consistently yield better influence score quality, offering justification for recent research efforts towards that end. We further decompose the approximation steps for recent Hessian approximation methods and evaluate each step's influence on attribution accuracy. Notably, the mismatch between K-FAC eigenvalues and GGN/EK-FAC eigenvalues accounts for the majority of the error and influence loss. These findings highlight which approximations are most critical, guiding future efforts to balance computational tractability and attribution accuracy.

cs.LG↗

arXiv2025

Accurate Predictions in Education with Discrete Variational Inference

One of the largest drivers of social inequality is unequal access to personal tutoring, with wealthier individuals able to afford it, while the majority cannot. Affordable, effective AI tutors offer a scalable solution. We focus on adaptive learning, predicting whether a student will answer a question correctly, a key component of any effective tutoring system. Yet many platforms struggle to achieve high prediction accuracy, especially in data-sparse settings. To address this, we release the largest open dataset of professionally marked formal mathematics exam responses to date. We introduce a probabilistic modelling framework rooted in Item Response Theory (IRT) that achieves over 80 percent accuracy, setting a new benchmark for mathematics prediction accuracy of formal exam papers. Extending this, our collaborative filtering models incorporate topic-level skill profiles, but reveal a surprising and educationally significant finding, a single latent ability parameter alone is needed to achieve the maximum predictive accuracy. Our main contribution though is deriving and implementing a novel discrete variational inference framework, achieving our highest prediction accuracy in low-data settings and outperforming all classical IRT and matrix factorisation baselines.

cs.AI↗

arXiv2025

A Fourier Space Perspective on Diffusion Models

Diffusion models are state-of-the-art generative models on data modalities such as images, audio, proteins and materials. These modalities share the property of exponentially decaying variance and magnitude in the Fourier domain. Under the standard Denoising Diffusion Probabilistic Models (DDPM) forward process of additive white noise, this property results in high-frequency components being corrupted faster and earlier in terms of their Signal-to-Noise Ratio (SNR) than low-frequency ones. The reverse process then generates low-frequency information before high-frequency details. In this work, we study the inductive bias of the forward process of diffusion models in Fourier space. We theoretically analyse and empirically demonstrate that the faster noising of high-frequency components in DDPM results in violations of the normality assumption in the reverse process. Our experiments show that this leads to degraded generation quality of high-frequency components. We then study an alternate forward process in Fourier space which corrupts all frequencies at the same rate, removing the typical frequency hierarchy during generation, and demonstrate marked performance improvements on datasets where high frequencies are primary, while performing on par with DDPM on standard imaging benchmarks.

stat.ML↗

arXiv2024

Influence Functions for Scalable Data Attribution in Diffusion Models

Diffusion models have led to significant advancements in generative modelling. Yet their widespread adoption poses challenges regarding data attribution and interpretability. In this paper, we aim to help address such challenges in diffusion models by developing an influence functions framework. Influence function-based data attribution methods approximate how a model's output would have changed if some training data were removed. In supervised learning, this is usually used for predicting how the loss on a particular example would change. For diffusion models, we focus on predicting the change in the probability of generating a particular example via several proxy measurements. We show how to formulate influence functions for such quantities and how previously proposed methods can be interpreted as particular design choices in our framework. To ensure scalability of the Hessian computations in influence functions, we systematically develop K-FAC approximations based on generalised Gauss-Newton matrices specifically tailored to diffusion models. We recast previously proposed methods as specific design choices in our framework and show that our recommended method outperforms previous data attribution approaches on common evaluations, such as the Linear Data-modelling Score (LDS) or retraining without top influences, without the need for method-specific hyperparameter tuning.

cs.LG↗

arXiv2024

Markov Decision Process and Approximate Dynamic Programming for a Patient Assignment Scheduling problem

We study the Patient Assignment Scheduling (PAS) problem in a random environment that arises in the management of patient flow in the hospital systems, due to the stochastic nature of the arrivals as well as the Length of Stay distribution. We develop a Markov Decision Process (MDP) which aims to assign the newly arrived patients in an optimal way so as to minimise the total expected long-run cost per unit time over an infinite horizon. We assume Poisson arrival rates that depend on patient types, and Length of Stay distributions that depend on whether patients stay in their primary wards or not. Since the instances of realistic size of this problem are not easy to solve, we develop numerical methods based on Approximate Dynamic Programming. We illustrate the theory with numerical examples with parameters obtained by fitting to data from a tertiary referral hospital in Australia, and demonstrate the application potential of our methodology under practical considerations.

math.OC↗

arXiv2022

Challenges and Pitfalls of Bayesian Unlearning

Machine unlearning refers to the task of removing a subset of training data, thereby removing its contributions to a trained model. Approximate unlearning are one class of methods for this task which avoid the need to retrain the model from scratch on the retained data. Bayes' rule can be used to cast approximate unlearning as an inference problem where the objective is to obtain the updated posterior by dividing out the likelihood of deleted data. However this has its own set of challenges as one often doesn't have access to the exact posterior of the model parameters. In this work we examine the use of the Laplace approximation and Variational Inference to obtain the updated posterior. With a neural network trained for a regression task as the guiding example, we draw insights on the applicability of Bayesian unlearning in practical scenarios.

cs.LG↗

arXiv2021

Efficient Gaussian Neural Processes for Regression

Conditional Neural Processes (CNP; Garnelo et al., 2018) are an attractive family of meta-learning models which produce well-calibrated predictions, enable fast inference at test time, and are trainable via a simple maximum likelihood procedure. A limitation of CNPs is their inability to model dependencies in the outputs. This significantly hurts predictive performance and renders it impossible to draw coherent function samples, which limits the applicability of CNPs in down-stream applications and decision making. Neural Processes (NPs; Garnelo et al., 2018) attempt to alleviate this issue by using latent variables, relying on these to model output dependencies, but introduces difficulties stemming from approximate inference. One recent alternative (Bruinsma et al., 2021), which we refer to as the FullConvGNP, models dependencies in the predictions while still being trainable via exact maximum-likelihood. Unfortunately, the FullConvGNP relies on expensive 2D-dimensional convolutions, which limit its applicability to only one-dimensional data. In this work, we present an alternative way to model output dependencies which also lends itself maximum likelihood training but, unlike the FullConvGNP, can be scaled to two- and three-dimensional data. The proposed models exhibit good performance in synthetic experiments.

cs.LG↗

arXiv2020

VAEM: a Deep Generative Model for Heterogeneous Mixed Type Data

Deep generative models often perform poorly in real-world applications due to the heterogeneity of natural data sets. Heterogeneity arises from data containing different types of features (categorical, ordinal, continuous, etc.) and features of the same type having different marginal distributions. We propose an extension of variational autoencoders (VAEs) called VAEM to handle such heterogeneous data. VAEM is a deep generative model that is trained in a two stage manner such that the first stage provides a more uniform representation of the data to the second stage, thereby sidestepping the problems caused by heterogeneous data. We provide extensions of VAEM to handle partially observed data, and demonstrate its performance in data generation, missing data prediction and sequential feature selection tasks. Our results show that VAEM broadens the range of real-world applications where deep generative models can be successfully deployed.

cs.LG↗

arXiv2019

Icebreaker: Element-wise Active Information Acquisition with Bayesian Deep Latent Gaussian Model

In this paper we introduce the ice-start problem, i.e., the challenge of deploying machine learning models when only little or no training data is initially available, and acquiring each feature element of data is associated with costs. This setting is representative for the real-world machine learning applications. For instance, in the health-care domain, when training an AI system for predicting patient metrics from lab tests, obtaining every single measurement comes with a high cost. Active learning, where only the label is associated with a cost does not apply to such problem, because performing all possible lab tests to acquire a new training datum would be costly, as well as unnecessary due to redundancy. We propose Icebreaker, a principled framework to approach the ice-start problem. Icebreaker uses a full Bayesian Deep Latent Gaussian Model (BELGAM) with a novel inference method. Our proposed method combines recent advances in amortized inference and stochastic gradient MCMC to enable fast and accurate posterior inference. By utilizing BELGAM's ability to fully quantify model uncertainty, we also propose two information acquisition functions for imputation and active prediction problems. We demonstrate that BELGAM performs significantly better than the previous VAE (Variational autoencoder) based models, when the data set size is small, using both machine learning benchmarks and real-world recommender systems and health-care applications. Moreover, based on BELGAM, Icebreaker further improves the performance and demonstrate the ability to use minimum amount of the training data to obtain the highest test time performance.

cs.LG↗

arXiv2018

Invariant Models for Causal Transfer Learning

Methods of transfer learning try to combine knowledge from several related tasks (or domains) to improve performance on a test task. Inspired by causal methodology, we relax the usual covariate shift assumption and assume that it holds true for a subset of predictor variables: the conditional distribution of the target variable given this subset of predictors is invariant over all tasks. We show how this assumption can be motivated from ideas in the field of causality. We focus on the problem of Domain Generalization, in which no examples from the test task are observed. We prove that in an adversarial setting using this subset for prediction is optimal in Domain Generalization; we further provide examples, in which the tasks are sufficiently diverse and the estimator therefore outperforms pooling the data, even on average. If examples from the test task are available, we also provide a method to transfer knowledge from the training tasks and exploit all available features for prediction. However, we provide no guarantees for this method. We introduce a practical method which allows for automatic inference of the above subset and provide corresponding code. We present results on synthetic data sets and a gene deletion data set.

stat.ML↗

arXiv2018

Overpruning in Variational Bayesian Neural Networks

The motivations for using variational inference (VI) in neural networks differ significantly from those in latent variable models. This has a counter-intuitive consequence; more expressive variational approximations can provide significantly worse predictions as compared to those with less expressive families. In this work we make two contributions. First, we identify a cause of this performance gap, variational over-pruning. Second, we introduce a theoretically grounded explanation for this phenomenon. Our perspective sheds light on several related published results and provides intuition into the design of effective variational approximations of neural networks.

stat.ML↗

arXiv2017

Magnetic Hamiltonian Monte Carlo

Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC). In this paper, we present a generalization of HMC which exploits \textit{non-canonical} Hamiltonian dynamics. We refer to this algorithm as magnetic HMC, since in 3 dimensions a subset of the dynamics map onto the mechanics of a charged particle coupled to a magnetic field. We establish a theoretical basis for the use of non-canonical Hamiltonian dynamics in MCMC, and construct a symplectic, leapfrog-like integrator allowing for the implementation of magnetic HMC. Finally, we exhibit several examples where these non-canonical dynamics can lead to improved mixing of magnetic HMC relative to ordinary HMC.

stat.ML↗

arXiv2015

Improving the Gaussian Process Sparse Spectrum Approximation by Representing Uncertainty in Frequency Inputs

Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for the sparse spectrum approximation to avoid both issues. We model the covariance function with a finite Fourier series approximation and treat it as a random variable. The random covariance function has a posterior, on which a variational distribution is placed. The variational distribution transforms the random covariance function to fit the data. We study the properties of our approximate inference, compare it to alternative ones, and extend it to the distributed and stochastic domains. Our approximation captures complex functions better than standard approaches and avoids over-fitting.

stat.ML↗