arXiv subjects

Theodoros Damoulas

Publications and source records attributed to Theodoros Damoulas.

At least 19 recordsLinked to original sources

arXiv2026

Generalised Transportability via Causal Abstractions

Transporting a causal conclusion from a source study population to a target one is a fundamental problem in causal inference. The theory of transportability provides a criterion for when this is possible: given experimental data from the source and observational data from the target, it determines whether a target query is identifiable and does so completely; i.e. if the query can be transported, the criterion finds the exact formula. However, it works one query at a time and returns an expression rather than the value itself. It is also silent in two practically important regimes: when the query is not transportable and when no target data exist at all. To tackle both, we take a model-level perspective grounded in Causal Abstraction theory. Source and target share variables, graph, and interventions, differing only at a known set of mechanisms, which makes transportability a special case of same-level abstraction. Thus, instead of asking whether one query transports, we ask whether a single map aligns the source and target across their interventional behaviour. We characterise when such a map exists in both the Markovian and semi-Markovian settings; when it does, every target query transports at once. Our main contribution lies in the approximate case. When no exact map exists, the best approximate one still yields certified query intervals, recasting abstraction error as a quantitative notion of approximate transportability. We formulate model-level transport as distributionally robust optimisation over mechanism and environment perturbations of the unseen target and derive certificates for both challenging regimes: bounds for non-transportable queries, and guarantees under target-agnostic settings. We evaluate our framework on synthetic Markovian and semi-Markovian benchmarks and a real ecological dataset, and we show that the certified intervals bracket the true interventional query.

cs.LG↗

arXiv2026

Deep Gaussian Processes on Directed Acyclic Graphs

Many real-world processes can be represented as compositions of functions along a directed acyclic graph (DAG). In causal modelling, these correspond to the underlying mechanisms; in engineering, to multiple fidelity levels; and in gene-regulatory networks, to transcription factors. These functions are partially observed across the DAG, with noisy and heterogeneously sampled measurements, posing significant challenges for reconstruction, uncertainty propagation, and inference. To tackle these challenges, we place priors over functions and naturally arrive at Deep Gaussian Processes over DAGs. We theoretically study their prior-collapse behaviour, and the effect of graph topology and intermediate observations on the preservation of information. We obtain almost-sure lower bounds on the asymptotic frequency of depths at which the distinction between inputs is preserved, identify broad kernel classes for which these hold, and prove an observation by \cite{dunlop2018} on the role of input connections. We offer a structured variational approximation that retains graph dependencies, preserves compositional uncertainty, and captures the explaining-away behaviour of colliders. Finally, we empirically validate our theoretical results and our methodology, and model a latent-collider DAG, a protein signalling network, and a multi-fidelity heavy-ion collision emulation task, attaining state-of-the-art performance while recovering low-fidelity contributions and yielding interpretability of the simulator hierarchy.

stat.ML↗

arXiv2026

Bulk-Calibrated Credal Ambiguity Sets: Fast, Tractable Decision Making under Out-of-Sample Contamination

Distributionally robust optimisation (DRO) minimises the worst-case expected loss over an ambiguity set that can capture distributional shifts in out-of-sample environments. While Huber (linear-vacuous) contamination is a classical minimal-assumption model for an $\varepsilon$-fraction of arbitrary perturbations, including it in an ambiguity set can make the worst-case risk infinite and the DRO objective vacuous unless one imposes strong boundedness or support assumptions. We address these challenges by introducing bulk-calibrated credal ambiguity sets: we learn a high-mass bulk set from data while considering contamination inside the bulk and bounding the remaining tail contribution separately. This leads to a closed-form, finite $\mathrm{mean}+\sup$ robust objective and tractable linear or second-order cone programs for common losses and bulk geometries. Through this framework, we highlight and exploit the equivalence between the imprecise probability (IP) notion of upper expectation and the worst-case risk, demonstrating how IP credal sets translate into DRO objectives with interpretable tolerance levels. Experiments on heavy-tailed inventory control, geographically shifted house-price regression, and demographically shifted text classification show competitive robustness-accuracy trade-offs and efficient optimisation times, using Bayesian, frequentist, or empirical reference distributions.

stat.ML↗

arXiv2026

Diffusion and Flow-based Copulas: Forgetting and Remembering Dependencies

Copulas are a fundamental tool for modelling multivariate dependencies in data, forming the method of choice in diverse fields and applications. However, the adoption of existing models for multimodal and high-dimensional dependencies is hindered by restrictive assumptions and poor scaling. In this work, we present methods for modelling copulas based on the principles of diffusions and flows. We design two processes that progressively forget inter-variable dependencies while leaving dimension-wise distributions unaffected, provably defining valid copulas at all times. We show how to obtain copula models by learning to remember the forgotten dependencies from each process, theoretically recovering the true copula at optimality. The first instantiation of our framework focuses on direct density estimation, while the second specialises in expedient sampling. Empirically, we demonstrate the superior performance of our proposed methods over state-of-the-art copula approaches in modelling complex and high-dimensional dependencies from scientific datasets and images. Our work enhances the representational power of copula models, empowering applications and paving the way for their adoption on larger scales and more challenging domains.

stat.ML↗

arXiv2026

Total robustness in Bayesian Nonlinear Regression

Modern regression analyses are often undermined by covariate measurement error, misspecification of the regression model, and misspecification of the measurement error distribution. We present, to the best of our knowledge, the first Bayesian nonparametric learning framework targeting total robustness to all three challenges in general nonlinear regression. Our framework places a joint Dirichlet process prior on the latent covariate--response distribution and updates it with posterior pseudo-samples of the latent covariates, so that inference is calibrated to the joint law. This yields estimators defined by minimizing the discrepancy between posterior realizations of the joint Dirichlet process and the model-implied joint distribution. We establish generalization bounds and provide a first proof of convergence and consistency of the resulting estimators under non-degenerate measurement error. A gradient-based implementation enables efficient computation; simulations and two real-data studies show improved stability to misspecification under increasing measurement error relative to recent Bayesian and frequentist alternatives.

stat.ME↗

arXiv2026

Distributionally Robust Causal Abstractions

Causal Abstraction (CA) theory provides a principled framework for relating causal models that describe the same system at different levels of granularity while ensuring interventional consistency between them. Recent methods for learning CAs, however, assume fixed and well-specified exogenous distributions, leaving them vulnerable to environmental shifts and model misspecification. In this work, we address these limitations by introducing the first class of distributionally robust CAs and their associated learning algorithms. The latter cast robust causal abstraction learning as a constrained min-max optimization problem with Wasserstein ambiguity sets. We provide theoretical guarantees for both empirical and Gaussian environments, enabling principled selection of ambiguity set radii and establish quantitative guarantees on worst-case abstraction error. Furthermore, we present empirical evidence across different problems and CA learning methods, demonstrating our framework's robustness not only to environmental shifts but also to structural and intervention mapping misspecification.

cs.LG↗

arXiv2026

Robust Bayesian Inference for Measurement Error Misspecification: The Berkson and Classical Cases

Measurement error occurs when a covariate influencing a response variable is corrupted by noise. This can lead to misleading inference outcomes, particularly in problems where accurately estimating the relationship between covariates and response variables is crucial, such as causal effect estimation. Existing methods for dealing with measurement error often rely on strong assumptions such as knowledge of the error distribution or its variance and availability of replicated measurements of the covariates. We propose a Bayesian Nonparametric Learning framework that is robust to misspecification of these assumptions and does not require replicate measurements. This approach gives rise to a general framework that is suitable for both Classical and Berkson error models via the appropriate specification of the prior centering measure of a Dirichlet Process (DP). Moreover, it offers flexibility in the choice of loss function depending on the type of regression model. We provide bounds on the generalisation error based on the Maximum Mean Discrepancy (MMD) loss which allows for generalisation to non-Gaussian distributed errors and nonlinear covariate-response relationships. We showcase the effectiveness of the proposed framework versus prior art in real-world problems containing either Berkson or Classical measurement errors.

stat.ME↗

arXiv2025

Rates of Convergence of Generalised Variational Inference Posteriors under Prior Misspecification

We prove rates of convergence and robustness to prior misspecification within a Generalised Variational Inference (GVI) framework with bounded divergences. This addresses a significant open challenge for GVI and Federated GVI that employ a different divergence to the Kullback-Leibler under prior misspecification, operate within a subset of possible probability measures, and result in intractable posteriors. Our theoretical contributions extend to misspecified priors that lead to inconsistent Bayes posteriors. In particular, we are able to establish sufficient conditions for existence and uniqueness of GVI posteriors on arbitrary Polish spaces, prove that the GVI posterior measure concentrates on a neighbourhood of loss minimisers, and extend this to rates of convergence regardless of the prior measure.

math.ST↗

arXiv2025

Decision Making under the Exponential Family: Distributionally Robust Optimisation with Bayesian Ambiguity Sets

Decision making under uncertainty is challenging as the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior beliefs on the model's parameters. However, minimising the expected risk under these beliefs can lead to suboptimal decisions due to model uncertainty or limited, noisy observations. To address this, we introduce Distributionally Robust Optimisation with Bayesian Ambiguity Sets (DRO-BAS) which hedges against model uncertainty by optimising the worst-case risk over a posterior-informed ambiguity set. We provide two such sets, based on posterior expectations (DRO-BAS(PE)) or posterior predictives (DRO-BAS(PP)) and prove that both admit, under conditions, strong dual formulations leading to efficient single-stage stochastic programs which are solved with a sample average approximation. For DRO-BAS(PE) this covers all conjugate exponential family members while for DRO-BAS(PP) this is shown under conditions on the predictive's moment generating function. Our DRO-BAS formulations outperform existing Bayesian DRO on the Newsvendor problem and achieve faster solve times with comparable robustness on the Portfolio problem.

cs.LG↗

arXiv2025

Federated Generalised Variational Inference: A Robust Probabilistic Federated Learning Framework

We introduce FedGVI, a probabilistic Federated Learning (FL) framework that is robust to both prior and likelihood misspecification. FedGVI addresses limitations in both frequentist and Bayesian FL by providing unbiased predictions under model misspecification, with calibrated uncertainty quantification. Our approach generalises previous FL approaches, specifically Partitioned Variational Inference (Ashman et al., 2022), by allowing robust and conjugate updates, decreasing computational complexity at the clients. We offer theoretical analysis in terms of fixed-point convergence, optimality of the cavity distribution, and provable robustness to likelihood misspecification. Further, we empirically demonstrate the effectiveness of FedGVI in terms of improved robustness and predictive performance on multiple synthetic and real world classification data sets.

cs.LG↗

arXiv2025

Decision Making under Model Misspecification: DRO with Robust Bayesian Ambiguity Sets

Distributionally Robust Optimisation (DRO) protects risk-averse decision-makers by considering the worst-case risk within an ambiguity set of distributions based on the empirical distribution or a model. To further guard against finite, noisy data, model-based approaches admit Bayesian formulations that propagate uncertainty from the posterior to the decision-making problem. However, when the model is misspecified, the decision maker must stretch the ambiguity set to contain the data-generating process (DGP), leading to overly conservative decisions. We address this challenge by introducing DRO with Robust, to model misspecification, Bayesian Ambiguity Sets (DRO-RoBAS). These are Maximum Mean Discrepancy ambiguity sets centred at a robust posterior predictive distribution that incorporates beliefs about the DGP. We show that the resulting optimisation problem obtains a dual formulation in the Reproducing Kernel Hilbert Space and we give probabilistic guarantees on the tolerance level of the ambiguity set. Our method outperforms other Bayesian and empirical DRO approaches in out-of-sample performance on the Newsvendor and Portfolio problems with various cases of model misspecification.

stat.ML↗

arXiv2025

Physics-Informed Variational State-Space Gaussian Processes

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models. Gaussian processes (GPs) are particularly suited to this task as they can model complex, non-linear phenomena whilst incorporating prior knowledge and quantifying uncertainty. Current approaches have found some success but are limited as they either achieve poor computational scalings or focus only on the temporal setting. This work addresses these issues by introducing a variational spatio-temporal state-space GP that handles linear and non-linear physical constraints while achieving efficient linear-in-time computation costs. We demonstrate our methods in a range of synthetic and real-world settings and outperform the current state-of-the-art in both predictive and computational performance.

cs.LG↗

arXiv2024

Routing on Sparse Graphs with Non-metric Costs for the Prize-collecting Travelling Salesperson Problem

In many real-world routing problems, decision makers must optimise over sparse graphs such as transportation networks with non-metric costs on the edges that do not obey the triangle inequality. Motivated by finding a sufficiently long running route in a city that minimises the air pollution exposure of the runner, we study the Prize-collecting Travelling Salesperson Problem (Pc-TSP) on sparse graphs with non-metric costs. Given an undirected graph with a cost function on the edges and a prize function on the vertices, the goal of Pc-TSP is to find a tour rooted at the origin that minimises the total cost such that the total prize is at least some quota. First, we introduce heuristics designed for sparse graphs with non-metric cost functions where previous work dealt with either a complete graph or a metric cost function. Next, we develop a branch & cut algorithm that employs a new cut we call the disjoint-paths cost-cover (DPCC) cut. Empirical experiments on two datasets show that our heuristics can produce a feasible solution with less cost than a state-of-the-art heuristic from the literature. On datasets with non-metric cost functions, DPCC is found to solve more instances to optimality than the baseline cutting algorithm we compare against.

cs.DS↗

arXiv2024

Generating Origin-Destination Matrices in Neural Spatial Interaction Models

Agent-based models (ABMs) are proliferating as decision-making tools across policy areas in transportation, economics, and epidemiology. In these models, a central object of interest is the discrete origin-destination matrix which captures spatial interactions and agent trip counts between locations. Existing approaches resort to continuous approximations of this matrix and subsequent ad-hoc discretisations in order to perform ABM simulation and calibration. This impedes conditioning on partially observed summary statistics, fails to explore the multimodal matrix distribution over a discrete combinatorial support, and incurs discretisation errors. To address these challenges, we introduce a computationally efficient framework that scales linearly with the number of origin-destination pairs, operates directly on the discrete combinatorial space, and learns the agents' trip intensity through a neural differential equation that embeds spatial interactions. Our approach outperforms the prior art in terms of reconstruction error and ground truth matrix coverage, at a fraction of the computational cost. We demonstrate these benefits in large-scale spatial mobility ABMs in Cambridge, UK and Washington, DC, USA.

cs.LG↗

arXiv2024

Distributionally Robust Optimisation with Bayesian Ambiguity Sets

Decision making under uncertainty is challenging since the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior beliefs about the model's parameters. However, minimising the expected risk under these posterior beliefs can lead to sub-optimal decisions due to model uncertainty or limited, noisy observations. To address this, we introduce Distributionally Robust Optimisation with Bayesian Ambiguity Sets (DRO-BAS) which hedges against uncertainty in the model by optimising the worst-case risk over a posterior-informed ambiguity set. We show that our method admits a closed-form dual representation for many exponential family members and showcase its improved out-of-sample robustness against existing Bayesian DRO methodology in the Newsvendor problem.

stat.ML↗

arXiv2024

Causally Abstracted Multi-armed Bandits

Multi-armed bandits (MAB) and causal MABs (CMAB) are established frameworks for decision-making problems. The majority of prior work typically studies and solves individual MAB and CMAB in isolation for a given problem and associated data. However, decision-makers are often faced with multiple related problems and multi-scale observations where joint formulations are needed in order to efficiently exploit the problem structures and data dependencies. Transfer learning for CMABs addresses the situation where models are defined on identical variables, although causal connections may differ. In this work, we extend transfer learning to setups involving CMABs defined on potentially different variables, with varying degrees of granularity, and related via an abstraction map. Formally, we introduce the problem of causally abstracted MABs (CAMABs) by relying on the theory of causal abstraction in order to express a rigorous abstraction map. We propose algorithms to learn in a CAMAB, and study their regret. We illustrate the limitations and the strengths of our algorithms on a real-world scenario related to online advertising.

cs.LG↗

arXiv2023

Interventionally Consistent Surrogates for Agent-based Simulators

Agent-based simulators provide granular representations of complex intelligent systems by directly modelling the interactions of the system's constituent agents. Their high-fidelity nature enables hyper-local policy evaluation and testing of what-if scenarios, but is associated with large computational costs that inhibits their widespread use. Surrogate models can address these computational limitations, but they must behave consistently with the agent-based model under policy interventions of interest. In this paper, we capitalise on recent developments on causal abstractions to develop a framework for learning interventionally consistent surrogate models for agent-based simulators. Our proposed approach facilitates rapid experimentation with policy interventions in complex systems, while inducing surrogates to behave consistently with high probability with respect to the agent-based simulator across interventions of interest. We demonstrate with empirical studies that observationally trained surrogates can misjudge the effect of interventions and misguide policymakers towards suboptimal policies, while surrogates trained for interventional consistency with our proposed method closely mimic the behaviour of an agent-based model under interventions of interest.

cs.MA↗

arXiv2023

Causal Optimal Transport of Abstractions

Causal abstraction (CA) theory establishes formal criteria for relating multiple structural causal models (SCMs) at different levels of granularity by defining maps between them. These maps have significant relevance for real-world challenges such as synthesizing causal evidence from multiple experimental environments, learning causally consistent representations at different resolutions, and linking interventions across multiple SCMs. In this work, we propose COTA, the first method to learn abstraction maps from observational and interventional data without assuming complete knowledge of the underlying SCMs. In particular, we introduce a multi-marginal Optimal Transport (OT) formulation that enforces do-calculus causal constraints, together with a cost function that relies on interventional information. We extensively evaluate COTA on synthetic and real world problems, and showcase its advantages over non-causal, independent and aggregated COTA formulations. Finally, we demonstrate the efficiency of our method as a data augmentation tool by comparing it against the state-of-the-art CA learning framework, which assumes fully specified SCMs, on a real-world downstream task.

cs.LG↗