arXiv subjects

Szymon Urbas

Publications and source records attributed to Szymon Urbas.

6 recordsLinked to original sources

arXiv2026

Online Generalised Predictive Coding

This paper introduces an extension of generalised filtering for online applications. Generalised filtering refers to data assimilation schemes that jointly infer latent states, learn unknown model parameters, and estimate uncertainty in an integrated framework -- e.g., estimate state and observation noise -- at the same time (i.e., triple estimation). This framework appears across disciplines under different names, including variational Kalman-Bucy filtering in engineering, generalised predictive coding in neuroscience, and Dynamic Expectation Maximisation (DEM) in time-series analysis. Here, we specialise DEM for ``online'' data assimilation, through a separation of temporal scales. We describe the variational principles and procedures that allow one to assimilate data in a way that allows for a slow updating of parameters and precisions, which contextualise fast Bayesian belief updating about the dynamic hidden states. Using numerical studies, we demonstrate the validity of online DEM (ODEM) using a non-linear -- and potentially chaotic -- generative model, to show that the ODEM scheme can track the latent states of the generative process, even when its functional form differs fundamentally from the dynamics of the generative model. Framed from a neuro-mimetic predictive coding perspective, ODEM offers a biologically inspired solution to online inference, learning, and uncertainty estimation in dynamic environments.

stat.ML↗

arXiv2025

Brain in the Dark: Design Principles for Neuromimetic Inference under the Free Energy Principle

Deep learning has revolutionised artificial intelligence (AI) by enabling automatic feature extraction and function approximation from raw data. However, it faces challenges such as a lack of out-of-distribution generalisation, catastrophic forgetting and poor interpretability. In contrast, biological neural networks, such as those in the human brain, do not suffer from these issues, inspiring AI researchers to explore neuromimetic deep learning, which aims to replicate brain mechanisms within AI models. A foundational theory for this approach is the Free Energy Principle (FEP), which despite its potential, is often considered too complex to understand and implement in AI as it requires an interdisciplinary understanding across a variety of fields. This paper seeks to demystify the FEP and provide a comprehensive framework for designing neuromimetic models with human-like perception capabilities. We present a roadmap for implementing these models and a Pytorch code repository for applying FEP in a predictive coding network.

cs.NE↗

arXiv2023

Brain in the Dark: Design Principles for Neuro-mimetic Learning and Inference

Even though the brain operates in pure darkness, within the skull, it can infer the most likely causes of its sensory input. An approach to modelling this inference is to assume that the brain has a generative model of the world, which it can invert to infer the hidden causes behind its sensory stimuli, that is, perception. This assumption raises key questions: how to formulate the problem of designing brain-inspired generative models, how to invert them for the tasks of inference and learning, what is the appropriate loss function to be optimised, and, most importantly, what are the different choices of mean field approximation (MFA) and their implications for variational inference (VI).

cs.NE↗

arXiv2023

Predicting milk traits from spectral data using Bayesian probabilistic partial least squares regression

High-dimensional spectral data -- routinely generated in dairy production -- are used to predict a range of traits in milk products. Partial least squares (PLS) regression is ubiquitously used for these prediction tasks. However, PLS regression is not typically viewed as arising from a probabilistic model, and parameter uncertainty is rarely quantified. Additionally, PLS regression does not easily lend itself to model-based modifications, coherent prediction intervals are not readily available, and the process of choosing the latent-space dimension, $\mathtt{Q}$, can be subjective and sensitive to data size. We introduce a Bayesian latent-variable model, emulating the desirable properties of PLS regression while accounting for parameter uncertainty in prediction. The need to choose $\mathtt{Q}$ is eschewed through a nonparametric shrinkage prior. The flexibility of the proposed Bayesian partial least squares (BPLS) regression framework is exemplified by considering sparsity modifications and allowing for multivariate response prediction. The BPLS regression framework is used in two motivating settings: 1) multivariate trait prediction from mid-infrared spectral analyses of milk samples, and 2) milk pH prediction from surface-enhanced Raman spectral data. The prediction performance of BPLS regression at least matches that of PLS regression. Additionally, the provision of correctly calibrated prediction intervals objectively provides richer, more informative inference for stakeholders in dairy production.

stat.ME↗

arXiv2022

The Apogee to Apogee Path Sampler

Amongst Markov chain Monte Carlo algorithms, Hamiltonian Monte Carlo (HMC) is often the algorithm of choice for complex, high-dimensional target distributions; however, its efficiency is notoriously sensitive to the choice of the integration-time tuning parameter, $T$. When integrating both forward and backward in time using the same leapfrog integration step as HMC, the set of local maxima in the potential along a path, or apogees, is the same whatever point (position and momentum) along the path is chosen to initialise the integration. We present the Apogee to Apogee Path Sampler (AAPS), which utilises this invariance to create a simple yet generic methodology for constructing a path, proposing a point from it and accepting or rejecting that proposal so as to target the intended distribution. We demonstrate empirically that AAPS has a similar efficiency to HMC but is much more robust to the setting of its equivalent tuning parameter, the number of apogees that the path crosses.

stat.CO↗

arXiv2020

Interim recruitment prediction for multi-centre clinical trials

We introduce a general framework for monitoring, modelling, and predicting the recruitment to multi-centre clinical trials. The work is motivated by overly optimistic and narrow prediction intervals produced by existing time-homogeneous recruitment models for multi-centre recruitment. We first present two tests for detection of decay in recruitment rates, together with a power study. We then introduce a model based on the inhomogeneous Poisson process with monotonically decaying intensity, motivated by recruitment trends observed in oncology trials. The general form of the model permits adaptation to any parametric curve-shape. A general method for constructing sensible parameter priors is provided and Bayesian model averaging is used for making predictions which account for the uncertainty in both the parameters and the model. The validity of the method and its robustness to misspecification are tested using simulated datasets. The new methodology is then applied to oncology trial data, where we make interim accrual predictions, comparing them to those obtained by existing methods, and indicate where unexpected changes in the accrual pattern occur.

stat.ME↗