Sparse Gaussian processes achieve $O(N)$ inference by replacing the kernel with an appropriate expansion in a fixed basis $\{\phi_j\}$ on the input space. Given a compute budget $M \ll N$, practitioners conventionally truncate the basis to its first $M$ entries. Nothing in the formalism, however, prevents one from sele...
This manuscript formalizes the most popular model validation tools used in general insurance actuarial modeling. These include graphical tools like calibration plots, actual-vs-expected plots, lift charts, Murphy diagrams, as well as classical statistical tools such as Bregman losses, deviance losses, elementary losses...
Principal component analysis (PCA) is a fundamental tool to reduce the dimensionality of the data in many applications. PCA finds a few signal directions that contain most of the variability of the data by computing the eigenvectors of the sample covariance matrix. In this work, we focus on the spiked covariance model,...
Irina-Beatrice Haas, Maike Meier, Yuji Nakatsukasa et al.· 0 citations
We study preference elicitation under the Bradley-Terry-Luce (BTL) model where the true partworth vector is unknown and has to be estimated as a parameter with elicited preference information. The set of selected pairwise queries is non-uniform, deterministic, and arbitrary over a collection of alternatives, provided t...
Yi-Chen Li, Hui-Fu Xu· 1 citation
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Causal tabular foundation models amortize effect estimation across synthetic mechanisms, but latent-effect supervision rewards posterior shrinkage rather than encoding the repeated-sample response needed in a fixed deployment population. We introduce fluctuation-supervised pretraining (FSP): each synthetic table is lab...
Counterfactual Tucker Diffusion (CFTDiff), which integrates the treatment mask and latent Tucker structure into conditional diffusion to recover this distribution given observed control outcomes through efficient nonlinear score learning in a low-dimensional core, and establishes high-probability error bounds.
Xin-Bing Kong, Ze-Yu Li, Jun-Fa Mao et al.· 0 citations
This work studies looping, which repeatedly composes one update function with shared parameters; each output becomes the next input, and establishes an upper squared Hellinger risk bound for looped sieve maximum likelihood and a minimax lower bound for the jointly tuned untied family.
The statistical accuracy of neural networks depends on both their approximation power and the complexity of the class fitted from data. While increasing network size is a natural way to improve approximation, parameter magnitude provides another resource whose role must be quantified in both respects. We establish a sh...
Bai-Chen Li, Zuo-Wei Shen, Hai-Zhao Yang et al.· 0 citations
Federated learning (FL) is intrinsically heterogeneous: honest clients may have different data-generating models. On top of that, adversarial clients can make heterogeneity even more pronounced by sharing arbitrary updates. Existing analyses typically control the interaction between statistical heterogeneity and advers...
Leonardo F. Toso, James Anderson, Nirupam Gupta et al.· 0 citations
This paper studies the estimation of a marginal regression function from independent units with repeated binary, count, or continuous responses using ReLU deep neural networks, and derives an oracle inequality for unequal cluster sizes and a rate for compositionally smooth functions.
We study the estimation of a $K$-dimensional simplex from $N$ i.i.d.\ points sampled uniformly from its interior; the observations are convex combinations of $K+1$ unknown prototypes. Existing polynomial-time estimators need cubic per-sample work or $O(NK)$ storage and are impractical at $N\sim 10^6$--$10^8$. We propos...
We propose penalized nonreversible Langevin algorithms for sampling from $\pi(x)\propto e^{-f(x)}\mathbf 1_{\mathcal C}(x)$, where $\mathcal C\subset\mathbb R^d$ is a compact convex set. The algorithms combine a squared distance penalty with constant or compatible state dependent skew symmetric perturbations that prese...
Jennifer Neville did not want to go into computer science—but that’s exactly where she landed. Neville discusses the starts and stops that led to her professional sweet spot and her work identifying “surprising failures” making it hard for AI to handle complexity. The post What AI gets wrong and what failure teaches us appeared first on Microsoft Research.