The traditional two-stage approach to causal inference first identifies a \emph{single} causal model (or equivalence class of models), which is then used to answer causal queries. However, this neglects any epistemic model uncertainty. In contrast, \emph{Bayesian} causal inference does incorporate epistemic uncertainty into query estimates via Bayesian marginalisation (posterior averaging) over \emph{all} causal models. While principled, this marginalisation over entire causal models, i.e., both causal structures (graphs) and mechanisms, poses a tremendous computational challenge. In this work, we address this challenge by decomposing structure marginalisation into the marginalisation over (i) causal orders and (ii) directed acyclic graphs (DAGs) given an order. We can marginalise the latter in closed form by limiting the number of parents per variable and utilising Gaussian Processes to model mechanisms. To marginalise over orders, we use a sampling-based approximation, for which we devise a novel auto-regressive distribution over causal orders (ARCO). Our method outperforms state-of-the-art in structure learning on simulated non-linear additive noise benchmarks, and yields competitive results on real-world data. Furthermore, we can accurately infer interventional distributions and average causal effects.

Multiple-Input Multiple-Output (MIMO) systems are essential for wireless communications. Since classical algorithms for symbol detection in MIMO setups require large computational resources or provide poor results, data-driven algorithms are becoming more popular. Most of the proposed algorithms, however, introduce approximations leading to degraded performance for realistic MIMO systems. In this paper, we introduce a neural-enhanced hybrid model, augmenting the analytic backbone algorithm with state-of-the-art neural network components. In particular, we introduce a self-attention model for the enhancement of the iterative Orthogonal Approximate Message Passing (OAMP)-based decoding algorithm. In our experiments, we show that the proposed model can outperform existing data-driven approaches for OAMP while having improved generalization to other SNR values at limited computational overhead.

Belief propagation (BP) is a popular method for performing probabilistic inference on graphical models. In this work, we enhance BP and propose self-guided belief propagation (SBP) that incorporates the pairwise potentials only gradually. This homotopy continuation method converges to a unique solution and increases the accuracy without increasing the computational burden. We provide a formal analysis to demonstrate that SBP finds the global optimum of the Bethe approximation for attractive models where all variables favor the same state. Moreover, we apply SBP to various graphs with random potentials and empirically show that: (i) SBP is superior in terms of accuracy whenever BP converges, and (ii) SBP obtains a unique, stable, and accurate solution whenever BP does not converge.

Causal discovery and causal reasoning are classically treated as separate and consecutive tasks: one first infers the causal graph, and then uses it to estimate causal effects of interventions. However, such a two-stage approach is uneconomical, especially in terms of actively collected interventional data, since the causal query of interest may not require a fully-specified causal model. From a Bayesian perspective, it is also unnatural, since a causal query (e.g., the causal graph or some causal effect) can be viewed as a latent quantity subject to posterior inference—quantities that are not of direct interest ought to be marginalized out in this process, thus contributing to our overall uncertainty. In this work, we propose Active Bayesian Causal Inference (ABCI), a fully-Bayesian active learning framework for integrated causal discovery and reasoning, i.e., for jointly inferring a posterior over causal models and queries of interest. In our approach to ABCI, we focus on the class of causally-sufficient nonlinear additive Gaussian noise models, which we model using Gaussian processes. To capture the space of causal graphs, we use a continuous latent graph representation, allowing our approach to scale to practically relevant problem sizes. We sequentially design experiments that are maximally informative about our target causal query, collect the corresponding interventional data, update our beliefs, and repeat. Through simulations, we demonstrate that our approach is more data-efficient than existing methods that only focus on learning the full causal graph. This allows us to accurately learn downstream causal queries from fewer samples, while providing well-calibrated uncertainty estimates of the quantities of interest.

Belief propagation is an iterative method for inference in probabilistic graphical models. Its well-known relationship to a classical concept from statistical physics, the Bethe free energy, puts it on a solid theoretical foundation. If belief propagation fails to approximate the marginals, then this is often due to a failure of the Bethe approximation. In this work, we show how modifications in a graphical model can be a great remedy for fixing the Bethe approximation. Specifically, we analyze how the removal of edges influences and improves belief propagation, and demonstrate that this positive effect is particularly distinct for dense graphs.

In this work, we estimate the regions of attraction for belief propagation. This extends existing stability analysis and provides initial message values for which belief propagation is guaranteed to converge. Our approach utilizes the theory of Lyapunov functions that, however, does not readily yield useful regions of attraction. Therefore, we utilize polynomial sum-of-squares relaxations and provide an algorithm that computes valid Lyapunov functions. This admits a novel way of studying the solution space of belief propagation. Finally, we apply our approach to small-scale models and discuss the effect of the potentials on the regions of attraction.

Belief propagation (BP) is an iterative method to perform approximate inference on arbitrary graphical models. Whether BP converges and if the solution is a unique fixed point depends on both the structure and the parametrization of the model. To understand this dependence it is interesting to find all fixed points. In this work, we formulate a set of polynomial equations, the solutions of which correspond to BP fixed points. To solve such a nonlinear system we present the numerical polynomial-homotopy-continuation (NPHC) method. Experiments on binary Ising models and on error-correcting codes show how our method is capable of obtaining all BP fixed points. On Ising models with fixed parameters we show how the structure influences both the number of fixed points and the convergence properties. We further asses the accuracy of the marginals and weighted combinations thereof. Weighting marginals with their respective partition function increases the accuracy in all experiments. Contrary to the conjecture that uniqueness of BP fixed points implies convergence, we find graphs for which BP fails to converge, even though a unique fixed point exists. Moreover, we show that this fixed point gives a good approximation, and the NPHC method is able to obtain this fixed point.