Estimating causal effects from observational data is central to science and policy, but the effects are not identified when confounders are unmeasured. Proximal causal inference addresses this problem with proxies of the unmeasured confounders. However, existing proxy-based approaches either designate proxy roles and s...
We develop a general method for amortized Bayesian inference on multilevel models of arbitrary structure. Given a generative model specified as a directed acyclic graph, our method automatically derives valid factorizations of the joint posterior and matching neural network architectures. The key steps, graph expansion...
Daniel Habermann, Andreas Bulling, Stefan T. Radev et al.· 0 citations
Modern machine learning depends heavily on massive datasets, but obtaining high-quality annotations at scale is often expensive. As a result, learning from noisily-labeled data has become common, making accurate estimation of the label-noise transition matrix crucial. However, existing transition matrix estimators rely...
Xabier de Juan, Santiago Mazuelas, Yilun Zhu et al.· 0 citations
Casting Bayesian inference as a neural network optimization problem targeting an amortized posterior is attractive, as it extends to otherwise intractable statistical models and offers near instantaneous inference for new datasets after prepaying the training cost. Although theory guarantees faithfulness under ideal co...
Hans Olischl\"ager, Svenja Jedhoff, \v{S}imon Kucharsk\'y et al.· 0 citations
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Distributionally robust optimization (DRO) studies parameter estimation under uncertainty in the underlying probability distribution and has emerged as a principled framework for analyzing robustness and generalization. In particular, Wasserstein DRO, with distributional uncertainty induced by the Wasserstein distance,...
Elis Stefansson, David Vävinggren, Antônio H. Ribeiro· 0 citations
We compare the instance-wise, finite-sample risks of monotone spectral filters for linear regression, a broad class of estimators including principal component regression (PCR), gradient descent (GD), and ridge regression. We show that PCR dominates all monotone spectral filters: compared to any such filter, the risk o...
Juno Kim, Heng-Yu Fu, Peter L. Bartlett et al.· 1 citation
We study data-driven multi-period lost-sales inventory control under censored demand, where a stockout reveals only that demand exceeded the stocking level. We develop a unified, model-based framework for policy learning from censored data, built on a new cost decomposition for base-stock policies and a biased sample-a...
Yuxuan Han, Xiaoyu Fan, Jiawei Zhang et al.· 0 citations
Despite the widespread use of Low-Rank Adaptation (LoRA), little is known about its dynamics in continual learning and the mechanisms by which low-rank updates affect catastrophic forgetting. We provide an asymptotically exact dynamical characterization of LoRA in a solvable two-task teacher-student model. In the high-...
Théo Marchetta, F. Alessandroni, Alessandro Breccia et al.· 0 citations
Count data pose a challenge for score-matching-based causal discovery: derivatives are unavailable, and simply replacing them with finite differences does not generally suffice for causal discovery. We generalize SCORE's constant-curvature criterion (Rolland et al., 2022) by conditioning on the node's value, yielding t...
Euijong Song, Hyewon Park, Gunwoong Park· 0 citations
We study additive regression under an unknown and potentially non product design distribution, allowing the number of covariates to grow with the sample size. We consider a coupled class that separately controls the smoothness of the marginal densities and of each additive component multiplied by the corresponding marg...
In this paper, we consider asymptotic properties of the support vector machine (SVM) in high-dimension, low-sample-size (HDLSS) settings under a spiked model. The existing theory of the SVM in the HDLSS context relies on the geometric representation of HDLSS data, which requires that the eigenvalues of the covariance m...
Inference-time alignment of flow and diffusion-based models is critical for achieving flexible generative modeling. Theoretically, Doob's $h$-transform provides an elegant solution to this problem, and most existing methods are based on this principle. However, in practice, estimating the optimal guidance derived from...
Shokichi Takakura, Akifumi Wachi, Rei Higuchi et al.· 0 citations
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.