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Mark Girolami

Mark Girolami contributes to research discovery and scholarly infrastructure.

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Published work

27 published item(s)

preprint2026arXiv

Towards Closing the Autoregressive Gap in Language Modeling via Entropy-Gated Continuous Bitstream Diffusion

Diffusion language models (DLMs) promise parallel, order-agnostic generation, but on standard benchmarks they have historically lagged behind autoregressive models in sample quality and diversity. Recent continuous flow and diffusion approaches over token embeddings have narrowed this gap, suggesting continuous state spaces are highly effective for language. In this work, we further close the autoregressive gap by modeling text as a continuous diffusion process over fixed-width binary bitstreams. Our approach represents semantic tokens as analog bit sequences and utilizes a matched-filter residual parameterization to isolate contextual learning from analytic independent-bit posteriors. Crucially, we adopt a stochastic sampler that applies Langevin-type corrections gated by the entropy-rate profile, automatically concentrating stochasticity in high-information regions while remaining nearly deterministic elsewhere. On the One Billion Word Benchmark (LM1B), our 130M-parameter bitstream model reaches a generative perplexity ($\GenPPL$) of $59.76$ at matched real-data entropy ($4.31$) using 256 neural function evaluations (NFEs), decisively outperforming prior DLM baselines and reaching the autoregressive reference. On OpenWebText (OWT), our stochastic sampler establishes a new continuous-DLM Pareto frontier, achieving $\GenPPL=27.06$ at an entropy of $5.26$ using $4\times$ fewer steps than previous 1024-NFE baselines. As an additional architectural benefit, bitstream diffusion removes the $\mathcal{O}(V)$ vocabulary scaling bottleneck shared by standard DLMs. By predicting $\mathcal{O}(\log V)$ bitwise logits via semantic bit-patching, our model yields a reduced memory footprint and higher throughput, demonstrating a scalable paradigm for language generation as vocabulary sizes grow.

preprint2022arXiv

A Riemann-Stein Kernel Method

This paper proposes and studies a numerical method for approximation of posterior expectations based on interpolation with a Stein reproducing kernel. Finite-sample-size bounds on the approximation error are established for posterior distributions supported on a compact Riemannian manifold, and we relate these to a kernel Stein discrepancy (KSD). Moreover, we prove in our setting that the KSD is equivalent to Sobolev discrepancy and, in doing so, we completely characterise the convergence-determining properties of KSD. Our contribution is rooted in a novel combination of Stein's method, the theory of reproducing kernels, and existence and regularity results for partial differential equations on a Riemannian manifold.

preprint2022arXiv

Digital twinning of self-sensing structures using the statistical finite element method

The monitoring of infrastructure assets using sensor networks is becoming increasingly prevalent. A digital twin in the form of a finite element model, as used in design and construction, can help make sense of the copious amount of collected sensor data. This paper demonstrates the application of the statistical finite element method (statFEM), which provides a consistent and principled means for synthesising data and physics-based models, in developing a digital twin of a self-sensing structure. As a case study, an instrumented steel railway bridge of 27.34 m length located along the West Coast Mainline near Staffordshire in the UK is considered. Using strain data captured from fibre Bragg grating (FBG) sensors at 108 locations along the bridge superstructure, statFEM can predict the `true' system response while taking into account the uncertainties in sensor readings, applied loading and finite element model misspecification errors. Longitudinal strain distributions along the two main I-beams are both measured and modelled during the passage of a passenger train. The digital twin, because of its physics-based component, is able to generate reasonable strain distribution predictions at locations where no measurement data is available, including at several points along the main I-beams and on structural elements on which sensors are not even installed. The implications for long-term structural health monitoring and assessment include optimisation of sensor placement, and performing more reliable what-if analyses at locations and under loading scenarios for which no measurement data is available.

preprint2022arXiv

Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents

In this chapter, we identify fundamental geometric structures that underlie the problems of sampling, optimisation, inference and adaptive decision-making. Based on this identification, we derive algorithms that exploit these geometric structures to solve these problems efficiently. We show that a wide range of geometric theories emerge naturally in these fields, ranging from measure-preserving processes, information divergences, Poisson geometry, and geometric integration. Specifically, we explain how (i) leveraging the symplectic geometry of Hamiltonian systems enable us to construct (accelerated) sampling and optimisation methods, (ii) the theory of Hilbertian subspaces and Stein operators provides a general methodology to obtain robust estimators, (iii) preserving the information geometry of decision-making yields adaptive agents that perform active inference. Throughout, we emphasise the rich connections between these fields; e.g., inference draws on sampling and optimisation, and adaptive decision-making assesses decisions by inferring their counterfactual consequences. Our exposition provides a conceptual overview of underlying ideas, rather than a technical discussion, which can be found in the references herein.

preprint2022arXiv

Lagrangian Manifold Monte Carlo on Monge Patches

The efficiency of Markov Chain Monte Carlo (MCMC) depends on how the underlying geometry of the problem is taken into account. For distributions with strongly varying curvature, Riemannian metrics help in efficient exploration of the target distribution. Unfortunately, they have significant computational overhead due to e.g. repeated inversion of the metric tensor, and current geometric MCMC methods using the Fisher information matrix to induce the manifold are in practice slow. We propose a new alternative Riemannian metric for MCMC, by embedding the target distribution into a higher-dimensional Euclidean space as a Monge patch and using the induced metric determined by direct geometric reasoning. Our metric only requires first-order gradient information and has fast inverse and determinants, and allows reducing the computational complexity of individual iterations from cubic to quadratic in the problem dimensionality. We demonstrate how Lagrangian Monte Carlo in this metric efficiently explores the target distributions.

preprint2022arXiv

Low-rank statistical finite elements for scalable model-data synthesis

Statistical learning additions to physically derived mathematical models are gaining traction in the literature. A recent approach has been to augment the underlying physics of the governing equations with data driven Bayesian statistical methodology. Coined statFEM, the method acknowledges a priori model misspecification, by embedding stochastic forcing within the governing equations. Upon receipt of additional data, the posterior distribution of the discretised finite element solution is updated using classical Bayesian filtering techniques. The resultant posterior jointly quantifies uncertainty associated with the ubiquitous problem of model misspecification and the data intended to represent the true process of interest. Despite this appeal, computational scalability is a challenge to statFEM's application to high-dimensional problems typically experienced in physical and industrial contexts. This article overcomes this hurdle by embedding a low-rank approximation of the underlying dense covariance matrix, obtained from the leading order modes of the full-rank alternative. Demonstrated on a series of reaction-diffusion problems of increasing dimension, using experimental and simulated data, the method reconstructs the sparsely observed data-generating processes with minimal loss of information, in both the posterior mean and variance, paving the way for further integration of physical and probabilistic approaches to complex systems.

preprint2022arXiv

Near Real-Time Social Distance Estimation in London

During the COVID-19 pandemic, policy makers at the Greater London Authority, the regional governance body of London, UK, are reliant upon prompt and accurate data sources. Large well-defined heterogeneous compositions of activity throughout the city are sometimes difficult to acquire, yet are a necessity in order to learn 'busyness' and consequently make safe policy decisions. One component of our project within this space is to utilise existing infrastructure to estimate social distancing adherence by the general public. Our method enables near immediate sampling and contextualisation of activity and physical distancing on the streets of London via live traffic camera feeds. We introduce a framework for inspecting and improving upon existing methods, whilst also describing its active deployment on over 900 real-time feeds.

preprint2022arXiv

Theoretical Guarantees for the Statistical Finite Element Method

The statistical finite element method (StatFEM) is an emerging probabilistic method that allows observations of a physical system to be synthesised with the numerical solution of a PDE intended to describe it in a coherent statistical framework, to compensate for model error. This work presents a new theoretical analysis of the statistical finite element method demonstrating that it has similar convergence properties to the finite element method on which it is based. Our results constitute a bound on the Wasserstein-2 distance between the ideal prior and posterior and the StatFEM approximation thereof, and show that this distance converges at the same mesh-dependent rate as finite element solutions converge to the true solution. Several numerical examples are presented to demonstrate our theory, including an example which test the robustness of StatFEM when extended to nonlinear quantities of interest.

preprint2022arXiv

Variational Bayesian Approximation of Inverse Problems using Sparse Precision Matrices

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem. Among them is the Bayesian formulation, where a prior probability measure is placed on the quantity of interest. The resulting posterior probability measure is usually analytically intractable. The Markov Chain Monte Carlo (MCMC) method has been the go-to method for sampling from those posterior measures. MCMC is computationally infeasible for large-scale problems that arise in engineering practice. Lately, Variational Bayes (VB) has been recognised as a more computationally tractable method for Bayesian inference, approximating a Bayesian posterior distribution with a simpler trial distribution by solving an optimisation problem. In this work, we argue, through an empirical assessment, that VB methods are a flexible and efficient alternative to MCMC for this class of problems. We propose a natural choice of a family of Gaussian trial distributions parametrised by precision matrices, thus taking advantage of the inherent sparsity of the inverse problem encoded in its finite element discretisation. We utilise stochastic optimisation to efficiently estimate the variational objective and assess not only the error in the solution mean but also the ability to quantify the uncertainty of the estimate. We test this on PDEs based on the Poisson equation in 1D and 2D. A Tensorflow implementation is made publicly available on GitHub.

preprint2021arXiv

The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions

The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite element method that provides the means of synthesising measurement data and finite element models. The Bayesian statistical framework is adopted to treat all the uncertainties present in the data, the mathematical model and its finite element discretisation. From the outset, we postulate a data-generating model which additively decomposes data into a finite element, a model misspecification and a noise component. Each of the components may be uncertain and is considered as a random variable with a respective prior probability density. The prior of the finite element component is given by a conventional stochastic forward problem. The prior probabilities of the model misspecification and measurement noise, without loss of generality, are assumed to have zero-mean and known covariance structure. Our proposed statistical model is hierarchical in the sense that each of the three random components may depend on non-observable random hyperparameters. Because of the hierarchical structure of the statistical model, Bayes rule is applied on three different levels in turn to infer the posterior densities of the three random components and hyperparameters. On level one, we determine the posterior densities of the finite element component and the true system response using the prior finite element density given by the forward problem and the data likelihood. On the next level, we infer the hyperparameter posterior densities from their respective priors and the marginal likelihood of the first inference problem. Finally, on level three we use Bayes rule to choose the most suitable finite element model in light of the observed data by computing the model posteriors.

preprint2021arXiv

Uncertainty Quantification for Data-driven Turbulence Modelling with Mondrian Forests

Data-driven turbulence modelling approaches are gaining increasing interest from the CFD community. However, the introduction of a machine learning (ML) model introduces a new source of uncertainty, the ML model itself. Quantification of this uncertainty is essential since the predictive capability of a data-driven model diminishes when predicting physics not seen during training. In this work, we explore the suitability of Mondrian forests (MF's) for data-driven turbulence modelling. MF's are claimed to possess many of the advantages of the commonly used random forest (RF) machine learning algorithm, whilst offering principled uncertainty estimates. An example test case is constructed, with a turbulence anisotropy constant derived from high fidelity turbulence resolving simulations. Shapley values, borrowed from game theory, are used to interpret the MF predictions. Predictive uncertainty is found to be large in regions where the training data is not representative. Additionally, the MF predictive uncertainty is found to exhibit stronger correlation with predictive errors compared to an a priori statistical distance measure, which indicates it is a better measure of prediction confidence. The MF predictive uncertainty is also found to be better calibrated and less computationally costly than the uncertainty estimated from applying jackknifing to random forest predictions. Finally, Mondrian forests are used to predict the Reynolds discrepancies in a convergent-divergent channel, which are subsequently propagated through a modified CFD solver. The resulting flowfield predictions are in close agreement with the high fidelity data. A procedure for sampling the Mondrian forests' uncertainties is introduced. Propagating these samples enables quantification of the uncertainty in output quantities of interest.

preprint2020arXiv

Embedded Ridge Approximations

Many quantities of interest (qois) arising from differential-equation-centric models can be resolved into functions of scalar fields. Examples of such qois include the lift over an airfoil or the displacement of a loaded structure; examples of corresponding fields are the static pressure field in a computational fluid dynamics solution, and the strain field in the finite element elasticity analysis. These scalar fields are evaluated at each node within a discretised computational domain. In certain scenarios, the field at a certain node is only weakly influenced by far-field perturbations; it is likely to be strongly governed by local perturbations, which in turn can be caused by uncertainties in the geometry. One can interpret this as a strong anisotropy of the field with respect to uncertainties in prescribed inputs. We exploit this notion of localised scalar-field influence for approximating global qois, which often are integrals of certain field quantities. We formalise our ideas by assigning ridge approximations for the field at select nodes. This embedded ridge approximation has favorable theoretical properties for approximating a global qoi in terms of the reduced number of computational evaluations required. Parallels are drawn between our proposed approach, active subspaces and vector-valued dimension reduction. Additionally, we study the ridge directions of adjacent nodes and devise algorithms that can recover field quantities at selected nodes, when storing the ridge profiles at a subset of nodes---paving the way for novel reduced order modeling strategies. Our paper offers analytical and simulation-based examples that expose different facets of embedded ridge approximations.

preprint2020arXiv

Stein Point Markov Chain Monte Carlo

An important task in machine learning and statistics is the approximation of a probability measure by an empirical measure supported on a discrete point set. Stein Points are a class of algorithms for this task, which proceed by sequentially minimising a Stein discrepancy between the empirical measure and the target and, hence, require the solution of a non-convex optimisation problem to obtain each new point. This paper removes the need to solve this optimisation problem by, instead, selecting each new point based on a Markov chain sample path. This significantly reduces the computational cost of Stein Points and leads to a suite of algorithms that are straightforward to implement. The new algorithms are illustrated on a set of challenging Bayesian inference problems, and rigorous theoretical guarantees of consistency are established.

preprint2019arXiv

Optimality Criteria for Probabilistic Numerical Methods

It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for a numerical task, it can be argued that standard approaches from the decision-theoretic framework are neither appropriate nor sufficient. Instead, we consider a particular optimality criterion from Bayesian experimental design and study its implied optimal information in the numerical context. This information is demonstrated to differ, in general, from the information that would be used in an average-case-optimal numerical method. The explicit connection to Bayesian experimental design suggests several distinct regimes in which optimal probabilistic numerical methods can be developed.

preprint2015arXiv

Optimizing The Integrator Step Size for Hamiltonian Monte Carlo

Hamiltonian Monte Carlo can provide powerful inference in complex statistical problems, but ultimately its performance is sensitive to various tuning parameters. In this paper we use the underlying geometry of Hamiltonian Monte Carlo to construct a universal optimization criteria for tuning the step size of the symplectic integrator crucial to any implementation of the algorithm as well as diagnostics to monitor for any signs of invalidity. An immediate outcome of this result is that the suggested target average acceptance probability of 0.651 can be relaxed to $0.6 \lesssim a \lesssim 0.9$ with larger values more robust in practice.

preprint2015arXiv

Unbiased Bayes for Big Data: Paths of Partial Posteriors

A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn from an approximate posterior. However, its feasibility is being challenged in the era of so called Big Data as all data needs to be processed in every iteration. Realising that such simulation is an unnecessarily hard problem if the goal is estimation, we construct a computationally scalable methodology that allows unbiased estimation of the required expectations -- without explicit simulation from the full posterior. The scheme's variance is finite by construction and straightforward to control, leading to algorithms that are provably unbiased and naturally arrive at a desired error tolerance. This is achieved at an average computational complexity that is sub-linear in the size of the dataset and its free parameters are easy to tune. We demonstrate the utility and generality of the methodology on a range of common statistical models applied to large-scale benchmark and real-world datasets.

preprint2014arXiv

Probabilistic Model Checking of DTMC Models of User Activity Patterns

Software developers cannot always anticipate how users will actually use their software as it may vary from user to user, and even from use to use for an individual user. In order to address questions raised by system developers and evaluators about software usage, we define new probabilistic models that characterise user behaviour, based on activity patterns inferred from actual logged user traces. We encode these new models in a probabilistic model checker and use probabilistic temporal logics to gain insight into software usage. We motivate and illustrate our approach by application to the logged user traces of an iOS app.

preprint2014arXiv

Pseudo-Marginal Bayesian Inference for Gaussian Processes

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on out-of-sample data. Using probit regression as an illustrative working example, this paper presents a general and effective methodology based on the pseudo-marginal approach to Markov chain Monte Carlo that efficiently addresses both of these issues. The results presented in this paper show improvements over existing sampling methods to simulate from the posterior distribution over the parameters defining the covariance function of the Gaussian Process prior. This is particularly important as it offers a powerful tool to carry out full Bayesian inference of Gaussian Process based hierarchic statistical models in general. The results also demonstrate that Monte Carlo based integration of all model parameters is actually feasible in this class of models providing a superior quantification of uncertainty in predictions. Extensive comparisons with respect to state-of-the-art probabilistic classifiers confirm this assertion.

preprint2014arXiv

The Controlled Thermodynamic Integral for Bayesian Model Comparison

Bayesian model comparison relies upon the model evidence, yet for many models of interest the model evidence is unavailable in closed form and must be approximated. Many of the estimators for evidence that have been proposed in the Monte Carlo literature suffer from high variability. This paper considers the reduction of variance that can be achieved by exploiting control variates in this setting. Our methodology is based on thermodynamic integration and applies whenever the gradient of both the log-likelihood and the log-prior with respect to the parameters can be efficiently evaluated. Results obtained on regression models and popular benchmark datasets demonstrate a significant and sometimes dramatic reduction in estimator variance and provide insight into the wider applicability of control variates to Bayesian model comparison.

preprint2014arXiv

The Geometric Foundations of Hamiltonian Monte Carlo

Although Hamiltonian Monte Carlo has proven an empirical success, the lack of a rigorous theoretical understanding of the algorithm has in many ways impeded both principled developments of the method and use of the algorithm in practice. In this paper we develop the formal foundations of the algorithm through the construction of measures on smooth manifolds, and demonstrate how the theory naturally identifies efficient implementations and motivates promising generalizations.

preprint2013arXiv

Geodesic Monte Carlo on Embedded Manifolds

Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton--Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices.

preprint2013arXiv

Hamiltonian Monte Carlo for Hierarchical Models

Hierarchical modeling provides a framework for modeling the complex interactions typical of problems in applied statistics. By capturing these relationships, however, hierarchical models also introduce distinctive pathologies that quickly limit the efficiency of most common methods of in- ference. In this paper we explore the use of Hamiltonian Monte Carlo for hierarchical models and demonstrate how the algorithm can overcome those pathologies in practical applications.

preprint2013arXiv

Langevin diffusions and the Metropolis-adjusted Langevin algorithm

We provide a clarification of the description of Langevin diffusions on Riemannian manifolds and of the measure underlying the invariant density. As a result we propose a new position-dependent Metropolis-adjusted Langevin algorithm (MALA) based upon a Langevin diffusion in $\mathbb{R}^d$ which has the required invariant density with respect to Lebesgue measure. We show that our diffusion and the diffusion upon which a previously-proposed position-dependent MALA is based are equivalent in some cases but are distinct in general. A simulation study illustrates the gain in efficiency provided by the new position-dependent MALA.

preprint2012arXiv

A Bayesian Approach to Approximate Joint Diagonalization of Square Matrices

We present a Bayesian scheme for the approximate diagonalisation of several square matrices which are not necessarily symmetric. A Gibbs sampler is derived to simulate samples of the common eigenvectors and the eigenvalues for these matrices. Several synthetic examples are used to illustrate the performance of the proposed Gibbs sampler and we then provide comparisons to several other joint diagonalization algorithms, which shows that the Gibbs sampler achieves the state-of-the-art performance on the examples considered. As a byproduct, the output of the Gibbs sampler could be used to estimate the log marginal likelihood, however we employ the approximation based on the Bayesian information criterion (BIC) which in the synthetic examples considered correctly located the number of common eigenvectors. We then succesfully applied the sampler to the source separation problem as well as the common principal component analysis and the common spatial pattern analysis problems.