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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.

In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a finite-dimensional latent variable statistical model where the parameter is that of the (discretised) forward map and the latent variable is the statFEM solution of the PDE which is assumed to be partially observed. We then adapt a recently proposed expectation-maximisation like scheme, interacting particle Langevin algorithm (IPLA), for this problem and obtain a joint estimation procedure for the parameters and the latent variables. We consider three main examples: (i) estimating the forcing for linear Poisson PDE, (ii) estimating the forcing for nonlinear Poisson PDE, and (iii) estimating diffusivity for linear Poisson PDE. We provide computational complexity estimates for forcing estimation in the linear case. We also provide comprehensive numerical experiments and preconditioning strategies that significantly improve the performance, showing that the proposed class of methods can be the choice for parameter inference in PDE models., Comment: 23 pages, 6 figures

Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative modelling and inversion tasks due to its built-in Bayesian regularisation and flexibility, essential qualities for physics related problems. Deriving the central learning objective for VI must often be tailored to new learning tasks where the nature of the problems dictates the conditional dependence between variables of interest, such as arising in physics problems. In this paper, we provide an accessible and thorough technical introduction to VI for forward and inverse problems, guiding the reader through standard derivations of the VI framework and how it can best be realized through deep learning. We then review and unify recent literature exemplifying the creative flexibility allowed by VI. This paper is designed for a general scientific audience looking to solve physics-based problems with an emphasis on uncertainty quantification.

We introduce a system of Saint-Venant-type equations to model laboratory experiments of dam-break particle-laden flows. We explore homogeneous and non-cohesive liquid-solid suspensions of monodispersed glass beads that propagate as single-phase flows, forming a progressively growing deposit of particles at the bottom of a smooth channel and creating a thin layer of pure liquid at the surface. The novelty of this model is twofold. First, we fully characterize the first-order behavior of these flows (mean velocity, runout distances and deposits geometry) through the sole sedimentation process of the grains, thus avoiding the use of any artificial friction to stop the flow. The model remains very simple and turns out to be effective despite the complex nature of interactions involved in these phenomena. Secondly, the sedimentation dynamics of the grains is observed to not being mainly affected by the flow, but remains comparable to that measured in static suspensions. The mathematical model is validated by comparing the experimental kinematics and deposit profiles with the simulations. The results highlight that this simplified model is sufficient to describe the general features of these flows as well as their deposit morphology, provided that the settling rate is adjusted starting from a critical value of the Reynolds number where the flow agitation begins to significantly delay the mean sedimentation velocity.

Autoencoders have found widespread application, in both their original deterministic form and in their variational formulation (VAEs). In scientific applications it is often of interest to consider data that are comprised of functions; the same perspective is useful in image processing. In practice, discretisation (of differential equations arising in the sciences) or pixellation (of images) renders problems finite dimensional, but conceiving first of algorithms that operate on functions, and only then discretising or pixellating, leads to better algorithms that smoothly operate between different levels of discretisation or pixellation. In this paper function-space versions of the autoencoder (FAE) and variational autoencoder (FVAE) are introduced, analysed, and deployed. Well-definedness of the objective function governing VAEs is a subtle issue, even in finite dimension, and more so on function space. The FVAE objective is well defined whenever the data distribution is compatible with the chosen generative model; this happens, for example, when the data arise from a stochastic differential equation. The FAE objective is valid much more broadly, and can be straightforwardly applied to data governed by differential equations. Pairing these objectives with neural operator architectures, which can thus be evaluated on any mesh, enables new applications of autoencoders to inpainting, superresolution, and generative modelling of scientific data., Comment: 56 pages, 25 figures

Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown parameter to an element of a solution space, often the solution space for a differential equation; an observation operator mapping an element of the solution space to the data space; a noise model describing how noise pollutes the observations; and a prior model describing knowledge about the unknown parameter before the data is acquired. This paper is concerned with learning the prior model from data; in particular, learning the prior from multiple realizations of indirect data obtained through the noisy observation process. The prior is represented, using a generative model, as the pushforward of a Gaussian in a latent space; the pushforward map is learned by minimizing an appropriate loss function. A metric that is well-defined under empirical approximation is used to define the loss function for the pushforward map to make an implementable methodology. Furthermore, an efficient residual-based neural operator approximation of the forward model is proposed and it is shown that this may be learned concurrently with the pushforward map, using a bilevel optimization formulation of the problem; this use of neural operator approximation has the potential to make prior learning from indirect data more computationally efficient, especially when the observation process is expensive, non-smooth or not known. The ideas are illustrated with the Darcy flow inverse problem of finding permeability from piezometric head measurements.

We suggest a multilevel model, to represent aggregate train-passing events from the Staffordshire bridge monitoring system. We formulate a combined model from simple units, representing strain envelopes (of each train passing) for two types of commuter train. The measurements are treated as a longitudinal dataset and represented with a (low-rank approximation) hierarchical Gaussian process. For each unit in the combined model, we encode domain expertise as boundary condition constraints and work towards a general representation of the strain response. Looking forward, this should allow for the simulation of train types that were previously unobserved in the training data. For example, trains with more passengers or freights with a heavier payload. The strain event simulations are valuable since they can inform further experiments (including FEM calibration, fatigue analysis, or design) to test the bridge in hypothesised scenarios.

Laplace's method approximates a target density with a Gaussian distribution at its mode. It is computationally efficient and asymptotically exact for Bayesian inference due to the Bernstein-von Mises theorem, but for complex targets and finite-data posteriors it is often too crude an approximation. A recent generalization of the Laplace Approximation transforms the Gaussian approximation according to a chosen Riemannian geometry providing a richer approximation family, while still retaining computational efficiency. However, as shown here, its properties depend heavily on the chosen metric, indeed the metric adopted in previous work results in approximations that are overly narrow as well as being biased even at the limit of infinite data. We correct this shortcoming by developing the approximation family further, deriving two alternative variants that are exact at the limit of infinite data, extending the theoretical analysis of the method, and demonstrating practical improvements in a range of experiments., Comment: AISTATS 2024, with additional fixes and improvements

Diffusion generative models unlock new possibilities for inverse problems as they allow for the incorporation of strong empirical priors in scientific inference. Recently, diffusion models are repurposed for solving inverse problems using Gaussian approximations to conditional densities of the reverse process via Tweedie's formula to parameterise the mean, complemented with various heuristics. To address various challenges arising from these approximations, we leverage higher order information using Tweedie's formula and obtain a statistically principled approximation. We further provide a theoretical guarantee specifically for posterior sampling which can lead to a better theoretical understanding of diffusion-based conditional sampling. Finally, we illustrate the empirical effectiveness of our approach for general linear inverse problems on toy synthetic examples as well as image restoration. We show that our method (i) removes any time-dependent step-size hyperparameters required by earlier methods, (ii) brings stability and better sample quality across multiple noise levels, (iii) is the only method that works in a stable way with variance exploding (VE) forward processes as opposed to earlier works., Comment: 12 pages, 2 figures, 2 tables when excluding abstract and bibliography; 45 pages, 17 figures, 13 tables when including abstract and bibliography

We investigate how much information about a quantum system can be simultaneously communicated to independent observers, by establishing quantitative limits to bipartite quantum correlations in many-body systems. As recently reported in Phys. Rev. Lett. 129, 010401 (2022), bounds on quantum discord and entanglement of formation between a single quantum system and its environment, e.g., a large number of photons, dictate that independent observers which monitor environment fragments inevitably acquire only classical information about the system. Here, we corroborate and generalize those findings. First, we calculate continuity bounds of quantum discord, which establish how much states with a small amount of quantum correlations deviate from being embeddings of classical probability distributions. Also, we demonstrate a universally valid upper bound to the bipartite entanglement of formation between an arbitrary pair of components of a many-body quantum system. The results confirm that proliferation of classical information in the Universe suppresses quantum correlations., Comment: Contribution to the Special Issue "Foundations and applications of Quantum Optics" of Physics Letters A

We address the problem of evaluating the difference between quantum states before and after being affected by errors encoded in unitary transformations. Standard distance functions, e.g., the Bures length, are not fully adequate for such a task. Weighted distances are instead appropriate information measures to quantify distinguishability of multipartite states. Here, we employ the previously introduced weighted Bures length and the newly defined weighted Hilbert-Schmidt distance to quantify how much single-qubit Pauli errors alter cluster states. We find that different errors of the same dimension change cluster states in a different way, i.e., their detectability is in general different. Indeed, they transform an ideal cluster state into a state whose weighted distance from the input depends on the specific chosen Pauli rotation, as well as the position of the affected qubit in the graph related to the state. As these features are undetected by using standard distances, the study proves the usefulness of weighted distances to monitor key but elusive properties of many-body quantum systems., Comment: similar to published version

We consider the fundamental task of optimising a real-valued function defined in a potentially high-dimensional Euclidean space, such as the loss function in many machine-learning tasks or the logarithm of the probability distribution in statistical inference. We use Riemannian geometry notions to redefine the optimisation problem of a function on the Euclidean space to a Riemannian manifold with a warped metric, and then find the function's optimum along this manifold. The warped metric chosen for the search domain induces a computational friendly metric-tensor for which optimal search directions associated with geodesic curves on the manifold becomes easier to compute. Performing optimization along geodesics is known to be generally infeasible, yet we show that in this specific manifold we can analytically derive Taylor approximations up to third-order. In general these approximations to the geodesic curve will not lie on the manifold, however we construct suitable retraction maps to pull them back onto the manifold. Therefore, we can efficiently optimize along the approximate geodesic curves. We cover the related theory, describe a practical optimization algorithm and empirically evaluate it on a collection of challenging optimisation benchmarks. Our proposed algorithm, using 3rd-order approximation of geodesics, tends to outperform standard Euclidean gradient-based counterparts in term of number of iterations until convergence.

Entanglement and coherence are fundamental properties of quantum systems, promising to power near future quantum technologies, such as quantum computation, quantum communication and quantum metrology. Yet, their quantification, rather than mere detection, generally requires reconstructing the spectrum of quantum states, i.e., experimentally challenging measurement sets that increase exponentially with the system size. Here, we demonstrate quantitative bounds to operationally useful entanglement and coherence that are universally valid, analytically computable, and experimentally friendly. Specifically, our main theoretical results are lower and upper bounds to the coherent information and the relative entropy of coherence in terms of local and global purities of quantum states. To validate our proposal, we experimentally implement two purity detection methods in an optical system: shadow estimation with random measurements and collective measurements on pairs of state copies. The experiment shows that both the coherent information and the relative entropy of coherence of pure and mixed unknown quantum states can be bounded by purity functions. Our research offers an efficient means of verifying large-scale quantum information processing., Comment: 17 pages, 8 figures. arXiv admin note: text overlap with arXiv:1707.09928

The abundance of observed data in recent years has increased the number of statistical augmentations to complex models across science and engineering. By augmentation we mean coherent statistical methods that incorporate measurements upon arrival and adjust the model accordingly. However, in this research area methodological developments tend to be central, with important assessments of model fidelity often taking second place. Recently, the statistical finite element method (statFEM) has been posited as a potential solution to the problem of model misspecification when the data are believed to be generated from an underlying partial differential equation system. Bayes nonlinear filtering permits data driven finite element discretised solutions that are updated to give a posterior distribution which quantifies the uncertainty over model solutions. The statFEM has shown great promise in systems subject to mild misspecification but its ability to handle scenarios of severe model misspecification has not yet been presented. In this paper we fill this gap, studying statFEM in the context of shallow water equations chosen for their oceanographic relevance. By deliberately misspecifying the governing equations, via linearisation, viscosity, and bathymetry, we systematically analyse misspecification through studying how the resultant approximate posterior distribution is affected, under additional regimes of decreasing spatiotemporal observational frequency. Results show that statFEM performs well with reasonable accuracy, as measured by theoretically sound proper scoring rules., Comment: 16 pages, 9 figures, 4 tables, submitted version

A key challenge in agent-based mobility simulations is the synthesis of individual agent socioeconomic profiles. Such profiles include locations of agent activities, which dictate the quality of the simulated travel patterns. These locations are typically represented in origin-destination matrices that are sampled using coarse travel surveys. This is because fine-grained trip profiles are scarce and fragmented due to privacy and cost reasons. The discrepancy between data and sampling resolutions renders agent traits non-identifiable due to the combinatorial space of data-consistent individual attributes. This problem is pertinent to any agent-based inference setting where the latent state is discrete. Existing approaches have used continuous relaxations of the underlying location assignments and subsequent ad-hoc discretisation thereof. We propose a framework to efficiently navigate this space offering improved reconstruction and coverage as well as linear-time sampling of the ground truth origin-destination table. This allows us to avoid factorially growing rejection rates and poor summary statistic consistency inherent in discrete choice modelling. We achieve this by introducing joint sampling schemes for the continuous intensity and discrete table of agent trips, as well as Markov bases that can efficiently traverse this combinatorial space subject to summary statistic constraints. Our framework's benefits are demonstrated in multiple controlled experiments and a large-scale application to agent work trip reconstruction in Cambridge, UK., Comment: 17 pages, 8 figures, 2 tables

In practice, non-destructive testing (NDT) procedures tend to consider experiments (and their respective models) as distinct, conducted in isolation and associated with independent data. In contrast, this work looks to capture the interdependencies between acoustic emission (AE) experiments (as meta-models) and then use the resulting functions to predict the model hyperparameters for previously unobserved systems. We utilise a Bayesian multilevel approach (similar to deep Gaussian Processes) where a higher level meta-model captures the inter-task relationships. Our key contribution is how knowledge of the experimental campaign can be encoded between tasks as well as within tasks. We present an example of AE time-of-arrival mapping for source localisation, to illustrate how multilevel models naturally lend themselves to representing aggregate systems in engineering. We constrain the meta-model based on domain knowledge, then use the inter-task functions for transfer learning, predicting hyperparameters for models of previously unobserved experiments (for a specific design).

Network structures underlie the dynamics of many complex phenomena, from gene regulation and foodwebs to power grids and social media. Yet, as they often cannot be observed directly, their connectivities must be inferred from observations of the dynamics to which they give rise. In this work we present a powerful computational method to infer large network adjacency matrices from time series data using a neural network, in order to provide uncertainty quantification on the prediction in a manner that reflects both the degree to which the inference problem is underdetermined as well as the noise on the data. This is a feature that other approaches have hitherto been lacking. We demonstrate our method's capabilities by inferring line failure locations in the British power grid from its response to a power cut, providing probability densities on each edge and allowing the use of hypothesis testing to make meaningful probabilistic statements about the location of the cut. Our method is significantly more accurate than both Markov-chain Monte Carlo sampling and least squares regression on noisy data and when the problem is underdetermined, while naturally extending to the case of non-linear dynamics, which we demonstrate by learning an entire cost matrix for a non-linear model of economic activity in Greater London. Not having been specifically engineered for network inference, this method in fact represents a general parameter estimation scheme that is applicable to any high-dimensional parameter space.

We develop a class of interacting particle systems for implementing a maximum marginal likelihood estimation (MMLE) procedure to estimate the parameters of a latent variable model. We achieve this by formulating a continuous-time interacting particle system which can be seen as a Langevin diffusion over an extended state space of parameters and latent variables. In particular, we prove that the parameter marginal of the stationary measure of this diffusion has the form of a Gibbs measure where number of particles acts as the inverse temperature parameter in classical settings for global optimisation. Using a particular rescaling, we then prove geometric ergodicity of this system and bound the discretisation error in a manner that is uniform in time and does not increase with the number of particles. The discretisation results in an algorithm, termed Interacting Particle Langevin Algorithm (IPLA) which can be used for MMLE. We further prove nonasymptotic bounds for the optimisation error of our estimator in terms of key parameters of the problem, and also extend this result to the case of stochastic gradients covering practical scenarios. We provide numerical experiments to illustrate the empirical behaviour of our algorithm in the context of logistic regression with verifiable assumptions. Our setting provides a straightforward way to implement a diffusion-based optimisation routine compared to more classical approaches such as the Expectation Maximisation (EM) algorithm, and allows for especially explicit nonasymptotic bounds., Comment: 38 pages

We introduce a new class of spatially stochastic physics and data informed deep latent models for parametric partial differential equations (PDEs) which operate through scalable variational neural processes. We achieve this by assigning probability measures to the spatial domain, which allows us to treat collocation grids probabilistically as random variables to be marginalised out. Adapting this spatial statistics view, we solve forward and inverse problems for parametric PDEs in a way that leads to the construction of Gaussian process models of solution fields. The implementation of these random grids poses a unique set of challenges for inverse physics informed deep learning frameworks and we propose a new architecture called Grid Invariant Convolutional Networks (GICNets) to overcome these challenges. We further show how to incorporate noisy data in a principled manner into our physics informed model to improve predictions for problems where data may be available but whose measurement location does not coincide with any fixed mesh or grid. The proposed method is tested on a nonlinear Poisson problem, Burgers equation, and Navier-Stokes equations, and we provide extensive numerical comparisons. We demonstrate significant computational advantages over current physics informed neural learning methods for parametric PDEs while improving the predictive capabilities and flexibility of these models.

This work provides theoretical foundations for kernel methods in the hyperspherical context. Specifically, we characterise the native spaces (reproducing kernel Hilbert spaces) and the Sobolev spaces associated with kernels defined over hyperspheres. Our results have direct consequences for kernel cubature, determining the rate of convergence of the worst case error, and expanding the applicability of cubature algorithms based on Stein's method. We first introduce a suitable characterisation on Sobolev spaces on the $d$-dimensional hypersphere embedded in $(d+1)$-dimensional Euclidean spaces. Our characterisation is based on the Fourier--Schoenberg sequences associated with a given kernel. Such sequences are hard (if not impossible) to compute analytically on $d$-dimensional spheres, but often feasible over Hilbert spheres. We circumvent this problem by finding a projection operator that allows to Fourier mapping from Hilbert into finite dimensional hyperspheres. We illustrate our findings through some parametric families of kernels.

Incorporating unstructured data into physical models is a challenging problem that is emerging in data assimilation. Traditional approaches focus on well-defined observation operators whose functional forms are typically assumed to be known. This prevents these methods from achieving a consistent model-data synthesis in configurations where the mapping from data-space to model-space is unknown. To address these shortcomings, in this paper we develop a physics-informed dynamical variational autoencoder ($\Phi$-DVAE) to embed diverse data streams into time-evolving physical systems described by differential equations. Our approach combines a standard, possibly nonlinear, filter for the latent state-space model and a VAE, to assimilate the unstructured data into the latent dynamical system. Unstructured data, in our example systems, comes in the form of video data and velocity field measurements, however the methodology is suitably generic to allow for arbitrary unknown observation operators. A variational Bayesian framework is used for the joint estimation of the encoding, latent states, and unknown system parameters. To demonstrate the method, we provide case studies with the Lorenz-63 ordinary differential equation, and the advection and Korteweg-de Vries partial differential equations. Our results, with synthetic data, show that $\Phi$-DVAE provides a data efficient dynamics encoding methodology which is competitive with standard approaches. Unknown parameters are recovered with uncertainty quantification, and unseen data are accurately predicted., Comment: 29 pages, 9 figures, updated version

Computational models have become a powerful tool in the quantitative sciences to understand the behaviour of complex systems that evolve in time. However, they often contain a potentially large number of free parameters whose values cannot be obtained from theory but need to be inferred from data. This is especially the case for models in the social sciences, economics, or computational epidemiology. Yet many current parameter estimation methods are mathematically involved and computationally slow to run. In this paper we present a computationally simple and fast method to retrieve accurate probability densities for model parameters using neural differential equations. We present a pipeline comprising multi-agent models acting as forward solvers for systems of ordinary or stochastic differential equations, and a neural network to then extract parameters from the data generated by the model. The two combined create a powerful tool that can quickly estimate densities on model parameters, even for very large systems. We demonstrate the method on synthetic time series data of the SIR model of the spread of infection, and perform an in-depth analysis of the Harris-Wilson model of economic activity on a network, representing a non-convex problem. For the latter, we apply our method both to synthetic data and to data of economic activity across Greater London. We find that our method calibrates the model orders of magnitude more accurately than a previous study of the same dataset using classical techniques, while running between 195 and 390 times faster.

Maximum mean discrepancies (MMDs) like the kernel Stein discrepancy (KSD) have grown central to a wide range of applications, including hypothesis testing, sampler selection, distribution approximation, and variational inference. In each setting, these kernel-based discrepancy measures are required to (i) separate a target P from other probability measures or even (ii) control weak convergence to P. In this article we derive new sufficient and necessary conditions to ensure (i) and (ii). For MMDs on separable metric spaces, we characterize those kernels that separate Bochner embeddable measures and introduce simple conditions for separating all measures with unbounded kernels and for controlling convergence with bounded kernels. We use these results on $\mathbb{R}^d$ to substantially broaden the known conditions for KSD separation and convergence control and to develop the first KSDs known to exactly metrize weak convergence to P. Along the way, we highlight the implications of our results for hypothesis testing, measuring and improving sample quality, and sampling with Stein variational gradient descent.

We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation leverages conventional PDE discretization techniques, deep neural networks, probabilistic modelling, and variational inference to assemble a fully probabilistic coherent framework. In the posited probabilistic model, both the forward and inverse maps are approximated as Gaussian distributions with a mean and covariance parameterized by deep neural networks. The PDE residual is assumed to be an observed random vector of value zero, hence we model it as a random vector with a zero mean and a user-prescribed covariance. The model is trained by maximizing the probability, that is the evidence or marginal likelihood, of observing a residual of zero by maximizing the evidence lower bound (ELBO). Consequently, the proposed methodology does not require any independent PDE solves and is physics-informed at training time, allowing the real-time solution of PDE forward and inverse problems after training. The proposed framework can be easily extended to seamlessly integrate observed data to solve inverse problems and to build generative models. We demonstrate the efficiency and robustness of our method on finite element discretized parametric PDE problems such as linear and nonlinear Poisson problems, elastic shells with complex 3D geometries, and time-dependent nonlinear and inhomogeneous PDEs using a physics-informed neural network (PINN) discretization. We achieve up to three orders of magnitude speed-up after training compared to traditional finite element method (FEM), while outputting coherent uncertainty estimates.

A population-level analysis is proposed to address data sparsity when building predictive models for engineering infrastructure. Utilising an interpretable hierarchical Bayesian approach and operational fleet data, domain expertise is naturally encoded (and appropriately shared) between different sub-groups, representing (i) use-type, (ii) component, or (iii) operating condition. Specifically, domain expertise is exploited to constrain the model via assumptions (and prior distributions) allowing the methodology to automatically share information between similar assets, improving the survival analysis of a truck fleet and power prediction in a wind farm. In each asset management example, a set of correlated functions is learnt over the fleet, in a combined inference, to learn a population model. Parameter estimation is improved when sub-fleets share correlated information at different levels of the hierarchy. In turn, groups with incomplete data automatically borrow statistical strength from those that are data-rich. The statistical correlations enable knowledge transfer via Bayesian transfer learning, and the correlations can be inspected to inform which assets share information for which effect (i.e. parameter). Both case studies demonstrate the wide applicability to practical infrastructure monitoring, since the approach is naturally adapted between interpretable fleet models of different in situ examples.

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., Comment: 30 pages, 4 figures; 42 pages including table of contents and references