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Sourabh Bhattacharya

Sourabh Bhattacharya contributes to research discovery and scholarly infrastructure.

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Published work

17 published item(s)

preprint2026arXiv

The Bayesian Reflex: Online Learning as the Autonomic Nervous System of Modern and Future AI

This chapter introduces the Bayesian reflex -- an analogy with the autonomic nervous system -- as a unifying framework for online learning in AI. Bayesian online algorithms automatically maintain equilibrium in dynamic environments via three mechanisms: belief maintenance through probabilistic representations, sequential updating via Bayes' theorem, and uncertainty-driven action balancing exploration and exploitation. We survey online Bayesian methods, highlighting two computational principles: the look-up table principle for sequential inference in function space, and the ellipsoidal decomposition framework for nearly exact i.i.d. sampling from arbitrary posteriors. These principles are generalized across dynamic emulation, nonparametric state-space models, circular time series, inverse regression for climate model evaluation, and deep architectures via Recursive Gaussian Processes. Decision-making is explored via Thompson sampling and restless bandits. We extend the framework to assess infinite series convergence (applied to climate dynamics and the Riemann Hypothesis), model prime number distributions leading to the discovery of 184 strong Mersenne prime candidates, detect stationarity, and characterize point processes. The Bayesian reflex provides a foundational infrastructure for adaptive AI that continuously learns in a complex world.

preprint2022arXiv

Additive Security Games: Structure and Optimization

In this work, we provide a structural characterization of the possible Nash equilibria in the well-studied class of security games with additive utility. Our analysis yields a classification of possible equilibria into seven types and we provide closed-form feasibility conditions for each type as well as closed-form expressions for the expected outcomes to the players at equilibrium. We provide uniqueness and multiplicity results for each type and utilize our structural approach to propose a novel algorithm to compute equilibria of each type when they exist. We then consider the special cases of security games with fully protective resources and zero-sum games. Under the assumption that the defender can perturb the payoffs to the attacker, we study the problem of optimizing the defender expected outcome at equilibrium. We show that this problem is weakly NP- hard in the case of Stackelberg equilibria and multiple attacker resources and present a pseudopolynomial time procedure to solve this problem for the case of Nash equilibria under mild assumptions. Finally, to address non-additive security games, we propose a notion of nearest additive game and demonstrate the existence and uniqueness of a such a nearest additive game for any non-additive game.

preprint2022arXiv

IID Sampling from Posterior Dirichlet Process Mixtures

The influence of Dirichlet process mixture is ubiquitous in the Bayesian nonparametrics literature. But sampling from its posterior distribution remains a challenge, despite the advent of various Markov chain Monte Carlo methods. The primary challenge is the infinite-dimensional setup, and even if the infinite-dimensional random measure is integrated out, high-dimensionality and discreteness still remain difficult issues to deal with. In this article, exploiting the key ideas proposed in Bhattacharya (2021b), we propose a novel methodology for drawing iid realizations from posteriors of Dirichlet process mixtures. We focus in particular on the more general and flexible model of Bhattacharya (2008), so that the methods developed here are simply applicable to the traditional Dirichlet process mixture. We illustrate our ideas on the well-known enzyme, acidity and the galaxy datasets, which are usually considered benchmark datasets for mixture applications. Generating 10, 000 iid realizations from the Dirichlet process mixture posterior of Bhattacharya (2008) given these datasets took 19 minutes, 8 minutes and 5 minutes, respectively, in our parallel implementation.

preprint2020arXiv

A Bayesian Multiple Testing Paradigm for Model Selection in Inverse Regression Problems

In this article, we propose a novel Bayesian multiple testing formulation for model and variable selection in inverse setups, judiciously embedding the idea of inverse reference distributions proposed by Bhattacharya (2013) in a mixture framework consisting of the competing models. We develop the theory and methods in the general context encompassing parametric and nonparametric competing models, dependent data, as well as misspecifications. Our investigation shows that asymptotically the multiple testing procedure almost surely selects the best possible inverse model that minimizes the minimum Kullback-Leibler divergence from the true model. We also show that the error rates, namely, versions of the false discovery rate and the false non-discovery rate converge to zero almost surely as the sample size goes to infinity. Asymptotic α-control of versions of the false discovery rate and its impact on the convergence of false non-discovery rate versions, are also investigated. Our simulation experiments involve small sample based selection among inverse Poisson log regression and inverse geometric logit and probit regression, where the regressions are either linear or based on Gaussian processes. Additionally, variable selection is also considered. Our multiple testing results turn out to be very encouraging in the sense of selecting the best models in all the non-misspecified and misspecified cases.

preprint2020arXiv

A Fully Bayesian Approach to Assessment of Model Adequacy in Inverse Problems

We consider the problem of assessing goodness of fit of a single Bayesian model to the observed data in the inverse problem context. A novel procedure of goodness of fit test is proposed, based on construction of reference distributions using the `inverse' part of the given model. This is motivated by an example from palaeoclimatology in which it is of interest to reconstruct past climates using information obtained from fossils deposited in lake sediment. Technically, given a model $f(Y\mid X,θ)$, where $Y$ is the observed data and $X$ is a set of (non-random) covariates, we obtain reference distributions based on the posterior $π(\tilde X\mid Y)$, where $\tilde X$ must be interpreted as the {\it unobserved} random vector corresponding to the {\it observed} covariates $X$. Put simply, if the posterior distribution $π(\tilde X\mid Y)$ gives high density to the observed covariates $X$, or equivalently, if the posterior distribution of $T(\tilde X)$ gives high density to $T(X)$, where $T$ is any appropriate statistic, then we say that the model fits the data. Otherwise the model in question is not adequate. We provide decision-theoretic justification of our proposed approach and discuss other theoretical and computational advantages. We demonstrate our methodology with many simulated examples and three complex, high-dimensional, realistic palaeoclimate problems, including the motivating palaeoclimate problem.

preprint2020arXiv

A Non-Gaussian, Nonparametric Structure for Gene-Gene and Gene-Environment Interactions in Case-Control Studies Based on Hierarchies of Dirichlet Processes

It is becoming increasingly clear that complex interactions among genes and environmental factors play crucial roles in triggering complex diseases. Thus, understanding such interactions is vital, which is possible only through statistical models that adequately account for such intricate, albeit unknown, dependence structures. Bhattacharya & Bhattacharya (2016b) attempt such modeling, relating finite mixtures composed of Dirichlet processes that represent unknown number of genetic sub-populations through a hierarchical matrix-normal structure that incorporates gene-gene interactions, and possible mutations, induced by environmental variables. However, the product dependence structure implied by their matrix-normal model seems to be too simple to be appropriate for general complex, realistic situations. In this article, we propose and develop a novel nonparametric Bayesian model for case-control genotype data using hierarchies of Dirichlet processes that offers a more realistic and nonparametric dependence structure between the genes, induced by the environmental variables. In this regard, we propose a novel and highly parallelisable MCMC algorithm that is rendered quite efficient by the combination of modern parallel computing technology, effective Gibbs sampling steps, retrospective sampling and Transformation based Markov Chain Monte Carlo (TMCMC). We use appropriate Bayesian hypothesis testing procedures to detect the roles of genes and environment in case-control studies. We apply our ideas to 5 biologically realistic case-control genotype datasets simulated under distinct set-ups, and obtain encouraging results in each case. We finally apply our ideas to a real, myocardial infarction dataset, and obtain interesting results on gene-gene and gene-environment interaction, while broadly agreeing with the results reported in the literature.

preprint2020arXiv

Asymptotic Theory of Dependent Bayesian Multiple Testing Procedures Under Possible Model Misspecification

We study asymptotic properties of Bayesian multiple testing procedures and provide sufficient conditions for strong consistency under general dependence structure. We also consider a novel Bayesian multiple testing procedure and associated error measures that coherently accounts for the dependence structure present in the model. We advocate posterior versions of FDR and FNR as appropriate error rates and show that their asymptotic convergence rates are directly associated with the Kullback-Leibler divergence from the true model. Our results hold even when the class of postulated models is misspecified. We illustrate our results in a variable selection problem with autoregressive response variables, and compare the new Bayesian procedure with some existing methods through extensive simulation studies in the variable selection problem. Superior performance of the new procedure compared to the others vindicate that proper exploitation of the dependence structure by multiple testing methods is indeed important. Moreover, we obtain encouraging results in a real, maize data context, where we select influential marker variables.

preprint2020arXiv

Bayesian Appraisal of Random Series Convergence with Application to Climate Change

Roy and Bhattacharya (2020) provided Bayesian characterization of infinite series, and their most important application, namely, to the Dirichlet series characterizing the (in)famous Riemann Hypothesis, revealed insights that are not in support of the most celebrated conjecture for over 150 years. In contrast with deterministic series considered by Roy and Bhattacharya (2020), in this article we take up random infinite series for our investigation. Remarkably, our method does not require any simplifying assumption. Albeit the Bayesian characterization theory for random series is no different from that for the deterministic setup, construction of effective upper bounds for partial sums, required for implementation, turns out to be a challenging undertaking in the random setup. In this article, we construct parametric and nonparametric upper bound forms for the partial sums of random infinite series and demonstrate the generality of the latter in comparison to the former. Simulation studies exhibit high accuracy and efficiency of the nonparametric bound in all the setups that we consider. Finally, exploiting the property that the summands tend to zero in the case of series convergence, we consider application of our nonparametric bound driven Bayesian method to global climate change analysis. Specifically, analyzing the global average temperature record over the years 1850--2016 and Holocene global average temperature reconstruction data 12,000 years before present, we conclude, in spite of the current global warming situation, that global climate dynamics is subject to temporary variability only, the current global warming being an instance, and long term global warming or cooling either in the past or in the future, are highly unlikely.

preprint2020arXiv

Bayesian Characterizations of Properties of Stochastic Processes with Applications

In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric and nonparametric stochastic processes. Interestingly, our theory builds on our previous work on Bayesian characterization of infinite series, which was applied to verification of the (in)famous Riemann Hypothesis. Thus, there seems to be interesting and important connections between pure mathematics and Bayesian statistics, with respect to our proposed ideas. We validate our proposed method with simulation and real data experiments associated with different setups. In particular, applications of our method include stationarity and nonstationarity determination in various time series models, spatial and spatio-temporal setups, and convergence diagnostics of Markov Chain Monte Carlo. Our results demonstrate very encouraging performance, even in very subtle situations. Using similar principles, we also provide a novel Bayesian characterization of mutual independence among any number of random variables, using which we characterize the properties of point processes, including characterizations of Poisson point processes, complete spatial randomness, stationarity and nonstationarity. Applications to simulation experiments with ample Poisson and non-Poisson point process models again indicate quite encouraging performance of our proposed ideas. We further propose a novel recursive Bayesian method for determination of frequencies of oscillatory stochastic processes, based on our general principle. Simulation studies and real data experiments with varieties of time series models consisting of single and multiple frequencies bring out the worth of our method.

preprint2020arXiv

Convergence of Pseudo-Bayes Factors in Forward and Inverse Regression Problems

In the Bayesian literature on model comparison, Bayes factors play the leading role. In the classical statistical literature, model selection criteria are often devised used cross-validation ideas. Amalgamating the ideas of Bayes factor and cross-validation Geisser and Eddy (1979) created the pseudo-Bayes factor. The usage of cross-validation inculcates several theoretical advantages, computational simplicity and numerical stability in Bayes factors as the marginal density of the entire dataset is replaced with products of cross-validation densities of individual data points. However, the popularity of pseudo-Bayes factors is still negligible in comparison with Bayes factors, with respect to both theoretical investigations and practical applications. In this article, we establish almost sure exponential convergence of pseudo-Bayes factors for large samples under a general setup consisting of dependent data and model misspecifications. We particularly focus on general parametric and nonparametric regression setups in both forward and inverse contexts. We illustrate our theoretical results with various examples, providing explicit calculations. We also supplement our asymptotic theory with simulation experiments in small sample situations of Poisson log regression and geometric logit and probit regression, additionally addressing the variable selection problem. We consider both linear and nonparametric regression modeled by Gaussian processes for our purposes. Our simulation results provide quite interesting insights into the usage of pseudo-Bayes factors in forward and inverse setups.

preprint2020arXiv

High-dimensional Asymptotic Theory of Bayesian Multiple Testing Procedures Under General Dependent Setup and Possible Misspecification

In this article, we investigate the asymptotic properties of Bayesian multiple testing procedures under general dependent setup, when the sample size and the number of hypotheses both tend to infinity. Specifically, we investigate strong consistency of the procedures and asymptotic properties of different versions of false discovery and false non-discovery rates under the high dimensional setup. We particularly focus on a novel Bayesian non-marginal multiple testing procedure and its associated error rates in this regard. Our results show that the asymptotic convergence rates of the error rates are directly associated with the Kullback-Leibler divergence from the true model, and the results hold even when the postulated class of models is misspecified. For illustration of our high-dimensional asymptotic theory, we consider a Bayesian variable selection problem in a time-varying covariate selection framework, with autoregressive response variables. We particularly focus on the setup where the number of hypotheses increases at a faster rate compared to the sample size, which is the so-called ultra-high dimensional situation.

preprint2020arXiv

Nonstationary, Nonparametric, Nonseparable Bayesian Spatio-Temporal Modeling Using Kernel Convolution of Order Based Dependent Dirichlet Process

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties, and includes the stationary, separable, parametric processes as special cases. We also investigate the smoothness properties of our proposed model. Since our model entails an infinite random series, for Bayesian model fitting purpose we must either truncate the series or more appropriately consider a random number of summands, which renders the model dimension a random variable. We attack the variable dimensionality problem using Transdimensional Transformation based Markov Chain Monte Carlo introduced by Das and Bhattacharya (2019b), which can update all the variables and also change dimensions in a single block using essentially a single random variable drawn from some arbitrary density defined on a relevant support. For the sake of completeness we also address the problem of truncating the infinite series by providing a uniform bound on the error incurred by truncating the infinite series. We illustrate the effectiveness of our model and methodologies on a simulated data set and demonstrate that our approach significantly outperforms that of Fuentes and Reich (2013) which is based on principles somewhat similar to ours. We also fit two real, spatial and spatio-temporal datasets with our approach and obtain quite encouraging results in both the cases.

preprint2020arXiv

On Classical and Bayesian Asymptotics in Stochastic Differential Equations with Random Effects having Mixture Normal Distributions

Delattre et al. (2013) considered a system of stochastic differential equations (SDEs) in a random effects setup. Under the independent and identical (iid) situation, and assuming normal distribution of the random effects, they established weak consistency of the maximum likelihood estimators (M LEs) of the population parameters of the random effects. In this article, respecting the increasing importance and versatility of normal mixtures and their ability to approximate any standard distribution, we consider the random effects having mixture of normal distributions and prove asymptotic results associated with the MLEs in both independent and identical (iid) and independent but not identical (non-iid) situations. Besides, we consider iid and non-iid setups under the Bayesian paradigm and establish posterior consistency and asymptotic normality of the posterior distribution of the population parameters, even when the number of mixture components is unknown and treated as a random variable. Although ours is an independent work, we later noted that Delattre et al. (2016) also assumed the SDE setup with normal mixture distribution of the random effect parameters but considered only the iid case and proved only weak consistency of the M LE under an extra, strong assumption as opposed to strong consistency that we are able to prove without the extra assumption. Furthermore, they did not deal with asymptotic normality of M LE or the Bayesian asymptotics counterpart which we investigate in details. Ample simulation experiments and application to a real, stock market data set reveal the importance and usefulness of our methods even for small samples.

preprint2020arXiv

On the Characterization of Saddle Point Equilibrium for Security Games with Additive Utility

In this work, we investigate a security game between an attacker and a defender, originally proposed in \cite{emadi2019security}. As is well known, the combinatorial nature of security games leads to a large cost matrix. Therefore, computing the value and optimal strategy for the players becomes computationally expensive. In this work, we analyze a special class of zero-sum games in which the payoff matrix has a special structure which results from the {\it additive property} of the utility function. Based on variational principles, we present structural properties of optimal attacker as well as defender's strategy. We propose a linear-time algorithm to compute the value based on the structural properties, which is an improvement from our previous result in \cite{emadi2019security}, especially in the context of large-scale zero-sum games.

preprint2020arXiv

Posterior Consistency of Bayesian Inverse Regression and Inverse Reference Distributions

We consider Bayesian inference in inverse regression problems where the objective is to infer about unobserved covariates from observed responses and covariates. We establish posterior consistency of such unobserved covariates in Bayesian inverse regression problemsunder appropriate priors in a leave-one-out cross-validation setup. We relate this to posterior consistency of inverse reference distributions (Bhattacharya (2013)) for assessing model adequacy. We illustrate our theory and methods with various examples of Bayesian inverse regression, along with adequate simulation experiments.

preprint2020arXiv

Posterior Convergence of Gaussian and General Stochastic Process Regression Under Possible Misspecifications

In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is based on Gaussian processes, where the covariates are either random or non-random and the noise may be either normally or double-exponentially distributed. In the second setup, we assume that the underlying regression function is modeled by some reasonably smooth, but unspecified stochastic process satisfying reasonable conditions. The distribution of the noise is also left unspecified, but assumed to be thick-tailed. As in the previous studies regarding the same problems, we do not assume that the truth lies in the postulated parameter space, thus explicitly allowing the possibilities of misspecification. We exploit the general results of Shalizi (2009) for our purpose and establish not only posterior consistency, but also the rates at which the posterior probabilities converge, which turns out to be the Kullback-Leibler divergence rate. We also investigate the more familiar posterior convergence rates. Interestingly, we show that the posterior predictive distribution can accurately approximate the best possible predictive distribution in the sense that the Hellinger distance, as well as the total variation distance between the two distributions can tend to zero, in spite of misspecifications.

preprint2020arXiv

Posterior Convergence of Nonparametric Binary and Poisson Regression Under Possible Misspecifications

In this article, we investigate posterior convergence of nonparametric binary and Poisson regression under possible model misspecification, assuming general stochastic process prior with appropriate properties. Our model setup and objective for binary regression is similar to that of Ghosal and Roy (2006) where the authors have used the approach of entropy bound and exponentially consistent tests with the sieve method to achieve consistency with respect to their Gaussian process prior. In contrast, for both binary and Poisson regression, using general stochastic process prior, our approach involves verification of asymptotic equipartition property along with the method of sieve, which is a manoeuvre of the general results of Shalizi (2009), useful even for misspecified models. Moreover, we will establish not only posterior consistency but also the rates at which the posterior probabilities converge, which turns out to be the Kullback-Leibler divergence rate. We also investgate the traditional posterior convergence rates. Interestingly, from subjective Bayesian viewpoint we will show that the posterior predictive distribution can accurately approximate the best possible predictive distribution in the sense that the Hellinger distance, as well as the total variation distance between the two distributions can tend to zero, in spite of misspecifications.