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版本更新 · v3arXiv:2410.04655

Graph Fourier Neural Kernels: Learning Full PDE Trajectories Across Geometries and Anisotropic Parameter Fields

Shane E. Loeffler, Zan Ahmad, Shiyi Chen, Syed Yusuf Ali, Carolyna Yamamoto, Kensuke Sakata, Dan M. Popescu, Alana Yee 等 11 位作者

原文摘要

High-fidelity simulations of time-dependent nonlinear partial differential equations (PDEs) are expensive to repeat across families of domains and parameter fields, a cost that recurs in design optimization, uncertainty quantification, and computational medicine. Most neural-operator surrogates require each domain to be mapped onto a common grid or reference shape, and few predict the full time course. We introduce Graph Fourier Neural Kernels (G-FuNK), a neural operator for second-order semilinear PDEs with a diffusive principal part that transfers across geometries and anisotropic diffusion tensors without coordinate maps or diffeomorphisms. A weighted graph and its Laplacian supply a spectral basis that encodes geometry and anisotropy. Shared layers act in this basis, at a cost linear in mesh size after one partial eigendecomposition per geometry, and a neural ODE integrator propagates the learned generator to full spatiotemporal trajectories on unseen domains. Across anisotropic heat flow, stiff reaction-diffusion, FitzHugh-Nagumo, and patient-specific left-atrial electrophysiology on CT-derived surfaces, G-FuNK reproduces held-out trajectories with relative $L^2$ error between 0.046 and 0.160. Its accuracy is comparable to that of a geometry-aware Fourier neural operator on regular domains, and its predictions are unchanged when a rectangular domain is rotated. On left atria, whose venous and valvular openings prevent mapping onto a reference shape, it predicts an 85-ms trajectory in under half a second, against about 5 minutes for finite elements, with a mean activation-time error of 1.73 ms. Accuracy depends on graph construction and is highest when the learned generator is integrated at its training time step.

cs.LG · cs.AI · math.SP · stat.ME · stat.ML

版本更新 · v2arXiv:2607.26346

Toward a Unified Statistical Theory of Multi-View Pretraining for Neural Knowledge Graph Learning

Jifan Zhang, Miklos Racz, Suqi Liu

原文摘要

Knowledge graph learning offers a powerful framework for representing and inferring structured knowledge, with broad practical applications. Two obstacles limit current methods: labeled triples are scarce for each entity and relation, which makes expressive models hard to train, and scoring functions are designed ad hoc, which limits their generalizability and leaves them without theoretical grounding. We address both obstacles with a theoretically grounded framework, with end-to-end guarantees, that extends and subsumes existing methods. The framework proceeds in two stages: multi-view unsupervised pretraining that integrates heterogeneous sources of entity side information into a shared representation, followed by supervised learning across multiple relation types. We establish a unified nonasymptotic risk bound that combines the subspace recovery error of pretraining and the sample complexity of the labeled data in a single guarantee, quantifying formally how large-scale unlabeled data from multiple views benefits downstream knowledge prediction. Synthetic experiments validate each component of the theory, and experiments on large-scale real-world knowledge graph benchmarks confirm the effectiveness of our approach.

math.ST · cs.SI · stat.ME · stat.ML

版本更新 · v4arXiv:2606.10944

Express Language Modeling

Albert Gong, Annabelle Michael Carrell, Raaz Dwivedi, Lester Mackey

原文摘要

We introduce a new tool, Express, for converting a non-causal attention approximation into a causal approximation with matching approximation guarantees. When combined with the state-of-the-art Thinformer approximation, Express improves upon the best known causal attention guarantees, delivering $\log^{3/2}(n)/s$ approximation error with only $O(s)$ memory and $O(s^2 \log^2(n))$ compression overhead for a sequence of length $n$. We pair these developments with an efficient I/O-aware Triton implementation, demonstrate substantial speedups over FlashAttention 2, and use Express to overcome four resource bottlenecks in the language modeling pipeline: long-context prefill, KV cache compression, long-form memory-constrained decoding, and long-form compute-constrained decoding.

cs.LG · cs.DS · math.ST · stat.ME · stat.ML

版本更新 · v2arXiv:2302.12670

Personalized Pricing with Invalid Instrumental Variables: Identification, Estimation, and Policy Learning

Rui Miao, Zhengling Qi, Cong Shi, Lin Lin

原文摘要

Pricing based on individual customer characteristics is widely used to maximize sellers' revenues. We study how a firm can learn such a personalized pricing policy from historical transactions when unobserved factors affect both the prices it charged and the revenue it earned. Standard instrumental variable (IV) methods either focus on a discrete treatment space or require that the IV affect revenue only through price. This exclusion restriction is difficult to justify in pricing, where the most natural candidate IVs are price-setting levers that may also affect revenue directly. We propose PRINT (Personalized pRicing using Invalid iNsTrumental variables), a policy learning method for continuous prices that uses such candidate IVs. Relying on structural models of revenue and price, we show that the optimal pricing policy can be identified with invalid IV that shifts higher moments of historical prices, when the unobserved factors that drive customers' price sensitivity are separated from those used by the historical pricing rule. Based on this identification, which leads to conditional moment restrictions with generalized residual functions, we construct an adversarial min-max estimator that accommodates flexible machine learning models and establish regret bounds for the learned pricing policy. Simulation studies and an application to a U.S. online auto lender illustrate the method's performance. Our results give a principled way to learn personalized prices from observational data using imperfect price-setting levers, and clarify when doing so is justified.

stat.ME · cs.LG · econ.EM · stat.ML

新论文 · v1arXiv:2611.11460

Identifiable alignment of unpaired representations

Stas Syrota, Albert Lopez I Serrano, Johanne Franck, Søren Hauberg

原文摘要

Aligning two models without paired data requires a distance that both share, yet existing methods use Euclidean or spherical geometry. This is either an arbitrary choice or imposed by their loss function. We show that, under a precise form of the manifold hypothesis, the pullback of the data metric gives such a distance for any two models of one data-generating process. This holds whether the models are encoders, decoders or both, and whatever their architecture, loss, prior or training data. The alignment map preserves this distance and the distribution of representations, and is identifiable if and only if the data distribution breaks every symmetry of the data manifold. We show that this symmetry breaking holds generically. Identifiability makes the alignment coupling the unique optimum of Gromov--Wasserstein and of its weighted combinations with a linear program. The linear program alone has the same optimum if almost every data point has a distinct distribution of distances. The coupling, and with it the alignment map, is recovered exactly from permuted samples, even without identifiability, and consistently from independent ones. Our method, Neural Gromov--Monge Alignment (NGMA), uses no pairs or labels and outperforms every unpaired and label-informed baseline. It relies on pullback distances to align image models with different priors and single-cell models trained on disjoint cells, where Euclidean distances fail.

stat.ML · cs.AI · cs.LG · stat.ME

新论文 · v1arXiv:2611.11381

Does Predictive Performance Translate to Causal Performance? Evaluating tabular foundation models as nuisance learners for causal effect estimation

Andrew R Weckstein, Issa J Dahabreh, Marinka Zitnik, Sonia Hernández-Díaz, Sebastian Schneeweiss

原文摘要

Tabular foundation models based on prior-data fitted networks (PFNs) achieve strong predictive performance, but their value for causal inference is unclear. We evaluated whether PFNs, which predict through in-context learning, could match or outperform conventional nuisance learners in supporting accurate causal estimation and reliable uncertainty quantification (inference). Learners modeled propensity scores and outcome regressions within doubly robust estimators of average causal effects, with and without cross-fitting, across synthetic and semi-synthetic settings with varying confounding complexity and effect heterogeneity. Under simple parametric data-generating processes, the PFNs were competitive with correctly specified parametric regressions and ensembles containing them. In more complex settings, they outperformed all conventional learners evaluated, including richly specified Super Learner ensembles, for both accuracy and uncertainty quantification. As sample size increased, only the two PFN models (TabPFN and Mitra) consistently approached nominal confidence interval coverage, whereas under-coverage persisted for conventional learners. In some settings, PFNs achieved near-nominal coverage and well-calibrated standard errors even without cross-fitting. At the smallest sample size (n=200) and in the higher-dimensional semi-synthetic settings, PFNs and other flexible learners exhibited poor coverage without cross-fitting. For PFNs, this appeared to be driven by propensity score overfitting consistent with in-sample memorization of treatment labels. These findings highlight the promise of prior-data fitted networks as in-context nuisance learners for causal estimation, while underscoring the need for further evaluation in challenging settings.

stat.AP · cs.AI · cs.LG · stat.ME · stat.ML

版本更新 · v3arXiv:2603.14094

Maximin Robust Bayesian Experimental Design

Hany Abdulsamad, Sahel Iqbal, Christian A. Naesseth, Takuo Matsubara, Adrien Corenflos

原文摘要

We address the brittleness of Bayesian experimental design under model misspecification by formulating the problem as a max--min game between the experimenter and an adversarial nature subject to information-theoretic constraints. We demonstrate that this approach yields a robust objective governed by Sibson's $α$-mutual information~(MI), which identifies the $α$-tilted posterior as the robust belief update and establishes the Rényi divergence as the appropriate measure of conditional information gain. To mitigate the bias and variance of nested Monte Carlo estimators needed to estimate Sibson's $α$-MI, we adopt a PAC-Bayes framework to search over stochastic design policies, yielding rigorous high-probability lower bounds on the robust expected information gain that explicitly control finite-sample error.

stat.ML · cs.LG · math.ST · stat.CO · stat.ME

版本更新 · v2arXiv:2610.36617

Balanced State Subspaces with Spectral Rank Allocation for Mamba-2 State Compression

Shang Tingyu, Cao Wenfei, Han Zhi

原文摘要

Mamba-2 compresses all context into a fixed-size recurrent state that dominates decoding memory and bandwidth. Existing compressors quantize state values or prune coordinates with per-channel scores. Trained states are nearly rank-one and bias-like, aligned with the mean write; but the output's energy spans an order of magnitude more directions. Per-channel scores see only the diagonal of the write--read operator, so they cannot select the subspace that governs the input--output map, which is a rotation of the coordinates. We therefore propose \method{}, which keeps that subspace by applying balanced truncation exactly via Mamba-2's scalar-identity transition. Layers differ just as sharply: most are bias-dominated, while the few that carry long-range associations are the flattest and need most of their state. We therefore introduce \spar{}, which redistributes a fixed total rank budget across layers according to the Hankel spectrum. On Mamba-2 checkpoints from 130M to 2.7B, \method{}+\spar{} halves the state at an average cost of $0.3$ WikiText-2 perplexity points, against $1.6$ for GHOST, while retaining $97\%$ of the dense model's five-digit in-context recall. At a quarter of the state, giving every layer the same rank keeps $5\%$ of that recall and \spar{} $77\%$, for a $7\%$ perplexity cost.

cs.LG · cs.AI · cs.CL · stat.AP · stat.ME

版本更新 · v2arXiv:2610.39070

When the Same Prompt Gives Different Answers (and the Same Answer Isn't Always Right): A Taxonomy of Failure Mechanisms, Testing, and Mitigation Strategies for LLM-Assisted Evidence Synthesis Read-and-Evaluate Tasks

Carole Lunny, Ian Goodman, Stefano Berrone, Connor TA Brenna, Emma K Reid, Ivan Perez-Neri, Shailesh Kolekar, Nityanand Jain 等 15 位作者

原文摘要

LLM read-and-evaluate tasks include study screening, data extraction, risk-of-bias assessment, and critical appraisal in the evidence synthesis field. These task differ in the amount of LLM interpretation they require. Some tasks involve retrieving relatively simple information, such as an author name, sample size, or publication year. Others require the LLM to read source material, interpret it against predefined criteria, and make a judgement. Researchers should assess whether LLM judgements are accurate, supported by appropriate source evidence, and reproducible under specified conditions. A correct judgement does not necessarily indicate that the underlying evaluation process is reliable. We developed a taxonomy for identifying mechanisms that may compromise these properties and for informing the selection and reporting of appropriate evaluation methods. The taxonomy outlines potential ways that LLM judgments from read-and-evaluate tasks can fail, called TRAILS (Taxonomy of Reliability And Instability in LLM-assisted evidence Synthesis). The TRAILS taxonomy addresses two complementary questions. First, what mechanisms can cause the same read-and-evaluate task to produce different judgements across repeated LLM runs? Second, what mechanisms can systematically affect the judgement or required output in a way that is not apparent from the judgement itself? This study presents 38 mechanisms and identifies the deployment settings in which each can operate, approaches for testing them, and mitigation strategies. We also show why repeatability or accuracy does not rule out a hidden judgement failure and why human evaluation should assess whether a judgement is grounded in the supplied evidence, independent of inappropriate external influence, and produced through a process that can be examined and verified.

cs.AI · cs.PF · stat.ME

版本更新 · v2arXiv:2510.00569

Guaranteed Noisy CP Tensor Recovery via Riemannian Optimization on the Segre Manifold

Ke Xu, Yuefeng Han

原文摘要

Recovering a low-CP-rank tensor from noisy linear measurements is a central challenge in high-dimensional data analysis, with applications spanning tensor PCA, scalar-on-tensor regression, tensor-on-tensor regression, and beyond. We exploit the intrinsic geometry of rank-one tensors by casting the recovery task as an optimization problem over the Segre manifold, the smooth Riemannian manifold of rank-one tensors. This geometric viewpoint yields two powerful algorithms: Riemannian Gradient Descent (RGD) and Riemannian Gauss-Newton (RGN), each of which preserves feasibility at every iteration. Under mild noise assumptions, we prove that RGD converges at a local linear rate, while RGN exhibits an initial local quadratic phase followed by linear refinement to the statistical error. Extensive synthetic experiments validate these convergence guarantees and demonstrate the practical effectiveness of our methods.

stat.ML · cs.LG · math.OC · math.ST · stat.ME

版本更新 · v2arXiv:2505.20536

Covariate-Adjusted Deep Causal Learning for Heterogeneous Panel Data Models

Guanhao Zhou, Yuefeng Han, Xiufan Yu

原文摘要

This paper studies the task of estimating heterogeneous treatment effects in causal panel data models with covariate effects. We propose a novel Covariate-Adjusted Deep Causal Learning (CoDEAL) framework that cohesively deals with the underlying heterogeneity and nonlinearity of both panel units and covariate effects. CoDEAL integrates nonlinear covariate effect components (parameterized by a feed-forward neural network) with nonlinear factor structures (modeled by a multi-output autoencoder) to form a heterogeneous causal panel model. The nonlinear covariate component flexibly captures complex covariate influences on outcomes, and the nonlinear factor decomposition enables CoDEAL to effectively capture both cross-sectional and temporal dependencies inherent in the data panel. This latent structural information is subsequently integrated into a customized matrix completion algorithm, thereby facilitating more accurate counterfactual imputation. Moreover, the use of a multi-output autoencoder explicitly accounts for heterogeneity across units and enhances the model interpretability of the latent factors. We establish theoretical guarantees on the convergence of the estimated counterfactuals and demonstrate the compelling performance of the proposed method using extensive simulation studies and real-world data applications.

stat.ML · cs.LG · econ.EM · stat.ME

版本更新 · v2arXiv:2607.09645

Deep Gaussian Processes on Directed Acyclic Graphs

Federico L. Perlino, Oliver Hamelijnck, Adam M. Johansen, Theodoros Damoulas

原文摘要

Many real-world processes can be represented as compositions of functions along a directed acyclic graph (DAG). In causal modelling, these correspond to the underlying mechanisms; in engineering, to multiple fidelity levels; and in gene-regulatory networks, to transcription factors. These functions are partially observed across the DAG, with noisy and heterogeneously sampled measurements, posing significant challenges for reconstruction, uncertainty propagation, and inference. To tackle these challenges, we place priors over functions and naturally arrive at Deep Gaussian Processes over DAGs. We theoretically study their prior-collapse behaviour and the effect of graph topology and intermediate observations on the preservation of information. We obtain almost-sure lower bounds on the asymptotic frequency of depths at which the distinction between inputs is preserved, identify broad kernel classes for which these hold, and prove an observation by \citep{dunlop2018} on the role of input connections. We offer a structured variational approximation that retains graph dependencies, preserves compositional uncertainty, and captures the explaining-away behaviour of colliders. Finally, we empirically validate our theory and methodology at scale and under DAG misspecification. We then model a latent-collider DAG, a protein signalling network, and a multi-fidelity \mbox{heavy-ion} collision emulation task, attaining state-of-the-art performance while recovering low-fidelity contributions and yielding interpretability over the simulator hierarchy.

stat.ML · cs.LG · math.ST · stat.CO · stat.ME

版本更新 · v2arXiv:2501.00087

High-Dimensional Markov-Switching Ordinary Differential Processes

Katherine Tsai, Mladen Kolar, Sanmi Koyejo

原文摘要

Complex systems often evolve in continuous time but are observed only at discrete time points with measurement noise. When the interactions can change across unobserved states, recovering both the state transitions and the differential equations is important for mechanistic insight and for identifying time-varying directed graphs. However, this recovery is challenging in high dimensions. In this paper, we study estimation and graph recovery for high-dimensional Markov-switching ordinary differential equation models from noisy discrete observations. We model the switching between states by a latent continuous-time Markov chain, and within each state the drift is a sparse additive function with unknown nonlinear components. We approximate each component by a finite basis expansion and estimate the parameters under group sparsity. Our procedure estimates the latent trajectories by wavelet smoothing and then runs a penalized surrogate expectation-maximization algorithm. Under stationarity and geometric $β$-mixing, given a sufficiently accurate estimated trajectory and other local regularity conditions, we show that the algorithm converges geometrically to a neighborhood of the true parameters. Finally, in an application to resting-state fMRI data, the procedure identifies multiple connectivity states, whose occupation times we compare descriptively between the children with combined-type ADHD and the typically developing children used in the fit.

stat.ME · cs.LG · math.ST · stat.AP

新论文 · v1arXiv:2611.10787

Trustworthy Recursive Self-Improvement with Statistical Guarantees

Zihe Gao, Zhengling Qi, Yifan Cui

原文摘要

Recursive self-improvement offers a promising path toward AI agents that improve through experience by refining their own harnesses without retraining their underlying large language models (LLMs). Making this self-improvement process reliable, however, requires more than generating new updates: agents must decide which changes are worth keeping. A greedy gate that accepts updates based solely on higher validation scores can mistake an observed gain for genuine progress and lead to performance degeneration, whereas overly conservative statistical gates may reject beneficial updates and hinder performance improvement. We introduce Trustworthy Recursive Updates with Statistical Testing (TRUST), a framework that adapts an online multiple hypothesis testing procedure to control the rate of false evolution across rounds, with an LLM analyzing historical context to help determine how much evidence is required to update the incumbent. Under interpretable assumptions, we prove that TRUST limits the proportion of accepted updates that result in unacceptable performance loss. We further derive a lower bound on the final performance gain. Across the benchmarks HotpotQA, DROP, and APPS with the models DeepSeek-V4-Flash and Qwen-3.8-Flash, TRUST reduces the average ratio of accepted inferior updates from the greedy gate's 45.59% to 2.78%, while achieving higher final scores than the state-of-the-art statistical gate baselines for recursive self-improvement. These findings demonstrate that TRUST strikes a balance between statistical reliability and performance gain in recursive self-improvement.

stat.ML · cs.AI · cs.LG · stat.ME

新论文 · v1arXiv:2611.10738

Matchability-Aware Conformal Prediction for Open-Ended Language Model Generation

Ilia Azizi

原文摘要

Large language models (LLMs) often do not produce calibrated uncertainty estimates for their answers. We propose CAELUM, a framework that builds semantic prediction sets while separating aleatoric from epistemic uncertainty. CAELUM samples answers using an ensemble of clarification prompts, clusters them by semantic equivalence, and estimates the aleatoric and epistemic components via kernel-based von Neumann entropy before calibrating nonconformity scores with split conformal prediction. We use a weight $w_λ(x)=1+U_{\mathrm{ale}}(x)+λ\,U_{\mathrm{epi}}(x)$ to control for the contribution of the epistemic uncertainty of each instance and fit a coefficient $λ^\star$ to minimize prediction set size. When the objective is nonflat and selection is stable across splits, $λ^\star$ could be a diagnostic, where large values may indicate epistemic dominance (retrieve, abstain) and $λ^\star\to 0$ aleatoric dominance (clarify). For individual queries, a log ratio $R(x)$ compares the weighted epistemic component with the aleatoric component. Theoretically, we demonstrate that the coverage is capped by matchability, the fraction of items whose reference answer appears in any sampled cluster. Empirically, this matchability can be predicted from the original question features using a lightweight classifier. We use those predictions to define a stratum and derive a conformal coverage bound within it. Across 30 LLM and dataset combinations (4-32B), mean coverage is 0.74 in the learned stratum versus 0.65 overall, averaged over the 78 evaluations using the learned classifier. Project page: https://unco3892.github.io/caelum/

stat.ML · cs.CL · cs.LG · stat.ME

版本更新 · v3arXiv:2604.20568

Amortized Vine Copulas for High-Dimensional Density and Information Estimation

Houman Safaai

原文摘要

Modeling high-dimensional dependencies while keeping likelihoods tractable re- mains challenging. Classical vine copulas provide an explicit dependence structure but require repeated, costly bivariate fitting. We propose Vine Denoising Copula (VDC)1, an amortized estimator for simplified vines on continuous data. VDC trains a single bivariate denoising network on simulated copulas and reuses it across all vine edges. For each edge, the network maps an empirical histogram to a density grid, and iterative proportional fitting approximately enforces uniform grid marginals. The predicted densities and cached conditional transforms support stan- dard vine recursion, likelihood evaluation, sampling, and information estimation. This retains the classical vine factorization while replacing repeated per-edge fitting with reusable neural inference. Across synthetic and real-data benchmarks, VDC combines accurate bivariate density estimation, competitive information estimates, and faster high-dimensional vine fitting after pretraining. Performance varies across datasets; finite grid resolution and conditional prediction remain limitations. The explicit fitted structure supports edge- and tree-level information decomposition, making repeated dependence analysis more practical.

cs.LG · cs.IT · stat.ME

版本更新 · v3arXiv:2602.04042

Partition Tree: Conditional Density Estimation over General Outcome Spaces

Felipe Angelim, Alessandro Leite

原文摘要

We propose Partition Tree, a tree-based framework for conditional density estimation over general outcome spaces that supports both continuous and categorical variables within a unified formulation. Our approach models conditional distributions as piecewise-constant densities on data-adaptive partitions and learns trees by greedily minimizing a surrogate for conditional log-loss. This yields a scalable alternative to existing probabilistic trees that does not make parametric assumptions about the target distribution. We further introduce Partition Forest, an ensemble extension obtained by averaging conditional densities. Empirically, we demonstrate improved probabilistic prediction over CART-style trees and competitive performance compared to state-of-the-art probabilistic tree methods and Random Forests.

cs.LG · stat.ME · stat.ML

新论文 · v1arXiv:2611.10373

SAMBoost: Spatially Aware Mesh Boosting

Mulah Moriah, Franck Vermet, Pierre Ailliot, Juliette Legrand

原文摘要

We propose SAMBoost (Spatially Aware Mesh Boosting), a gradient boosting method that combines tree-based covariate modelling with a stochastic partial differential equation (SPDE) latent spatial field through a single penalised objective. At each boosting iteration, the predictor is decomposed into separate covariate and spatial components. The method is motivated by applications in which the spatial effect is not a nuisance to be removed but a quantity of interest that must be recovered alongside the covariates. In insurance, for example, practitioners need both flexible nonlinear covariate effects and an interpretable geographic risk surface that can be reported on its own. Existing approaches often involve trade-offs, offering flexible covariate modelling but no explicit spatial field, rigorous spatial inference with a fixed additive covariate structure, or a combination of both at computational costs that limit practicality for large datasets. SAMBoost addresses these goals within the boosting loop, and the underlying mesh produces a sparse precision structure whose cost is largely independent of sample size. On simulations and on an open benchmark, SAMBoost matches or improves on the predictive accuracy of joint Gaussian process and tree boosting approaches. It is also faster and recovers the spatial field and covariate effects more accurately. When covariate effects include interactions, it outperforms additive Bayesian spatial models. Applied to a flood insurance portfolio with 4.9 million records, SAMBoost trains on the full training set without subsampling and runs about sixteen times faster than a Bayesian reference, with a consistent spatial risk surface. A public Python implementation is available.

stat.ME · cs.LG · stat.ML

版本更新 · v3arXiv:2508.00110

funOCLUST: Clustering Functional Data with Outliers

Katharine M. Clark, Paul D. McNicholas

原文摘要

Functional data present unique challenges for clustering due to their infinite-dimensional nature and potential sensitivity to outliers. An extension of the OCLUST algorithm to the functional setting is proposed to address these issues. The approach leverages the OCLUST framework, creating a robust method to cluster curves and trim outliers. The methodology is evaluated on both simulated and real-world functional datasets, demonstrating strong performance in clustering and outlier identification.

stat.ML · cs.LG · stat.ME

版本更新 · v3arXiv:2601.02322

Environment-Adaptive Covariate Selection: Learning When to Use Spurious Correlations for Out-of-Distribution Prediction

Shuozhi Zuo, Yixin Wang

原文摘要

A common approach to out-of-distribution prediction restricts models to causal or invariant covariates to avoid spurious associations that may change across environments. Despite its theoretical appeal, this strategy can underperform empirical risk minimization when only a subset of the causal parents of the outcome is observed. In such settings, non-causal covariates can serve as proxies for unobserved causal parents and improve prediction when the proxy relationship is stable, but they can hurt when shifts disrupt that relationship. Thus, the optimal covariate set can depend on the specific shift encountered. Because different shifts can leave distinct signatures in the covariate distribution, we propose an environment-adaptive covariate selection algorithm that chooses which covariates to use in each environment based on summaries of its unlabeled covariates. The summaries may be hand-crafted or learned from multi-environment data, and prior causal knowledge can be incorporated as constraints. We give sufficient conditions under which such summaries are informative in linear causal models, and explain when adapting only the covariate set is preferable to letting every coefficient vary with the environment. In simulations and two applications, adapting the covariate set improves prediction over static baselines, including causal and invariant covariate selection.

stat.ME · cs.LG

版本更新 · v3arXiv:2608.14753

AuditLock:面向合成表格数据发布的预指定验证审计

AuditLock: Pre-Specified Verification Audits for Synthetic Tabular Data Releases

Jeffery Opoku, David Banahene

AI 速读 基于摘要

提出一种在打开受保护审计样本前预先锁定用途、候选、分析与容差的“锁定审计”协议,并报告两轮预指定确认性审计的证据记录。

cs.CR · stat.ME

查看原文摘要

A statistical office with a synthetic version of a protected file must decide whether it may be released for a stated purpose. We study the locked audit, a pre-specified and simultaneous form of the verification servers used in official statistics. Before a protected audit sample is opened, the custodian fixes the use, the candidates, the analyses, a tolerance for each and the schedule. The audit then reports simultaneous finite-sample bounds on paired loss gaps, and a declared negative control must fail. We correct an anytime-valid sequence that an earlier release had implemented with a variance penalty four times too small. Two confirmatory rounds were pre-specified in a hash-locked local ledger and publicly timestamped only after the audits. The control and ideal-generator outcomes were near-certain by design. A Gaussian copula certified in every cell, but only inside the rounding step of the tolerance rule. A second transparent candidate certified once, against a written prediction. Learned models, at library defaults and 4,000 training rows, certified in one of 18 fits in round 1 and in none of 12 tables in round 2. The paper is a protocol and an evidence record, not a claim that any generator is private or deployable.

版本更新 · v2arXiv:2609.22183

CleanScore:带负对照与敏感性边界的黑盒基准审计

CleanScore: Black-Box Benchmark Audits with Negative Controls and Sensitivity Bounds

Jeffery Opoku, David Banahene

AI 速读 基于摘要

提出一种仅需答题对错的黑盒审计方法,用改写题与对照题库估计公开基准题的形式优势,并通过受控实验检验其检测污染的能力与盲区。

cs.LG · stat.ME

查看原文摘要

Public benchmark scores reflect skill, prior exposure to the questions, or both, and for most models the training data are unknown. CleanScore is a black-box audit: the estimator needs only a correct-or-incorrect score for each form, not training data or weights. Each benchmark question becomes a parent item with one public form and two independently written fresh forms that keep its numbers, facts and answer. The audit reports an interval for the public-form advantage, not a verdict, and a private control bank with an explicit transport radius provides a proxy for the ordinary form gap that a rewrite alone can produce. A registered controlled-exposure experiment, a preliminary validation, detects planted exposure in one of two model families. A registered audit of five open models on 200 GSM8K and 200 ARC-Challenge items (ARC with stem-only rewrites, scored by option log probabilities) finds no exposure-consistent advantage, and two reruns declared before they were run (GSM8K at a longer token budget, ARC scored from generated letters) leave that conclusion unchanged. For four of the ten model-benchmark pairs the upper end of the interval is about five points or less, and for none is it above 21 points. The registered claim rule is much less sensitive than the primary interval: it flags a planted ten-point advantage in 5% to 11% of audits. Registered positive controls show what a null can mean. In four models, each trained under four seeds, items leaked into fine-tuning gained 25 points on average over unleaked items on the leaked wording and 19 points on paraphrases the model never saw, so a substantial share of the effect, estimated at 76% (95% interval 50% to 113%), is invisible to a paraphrase audit. A null on surface form says much less about contamination than the name suggests.

新论文 · v1arXiv:2611.09678

Calibrating demand models versus adjusting OD matrices with traffic counts: a controlled comparison

Yue Li, Shujuan Chen, Ying Jin

原文摘要

Traffic counts are routinely used to calibrate travel demand models, particularly when the origin-destination (OD) matrix is not observed directly. An important modelling decision is whether to adjust individual OD flows or the parameters of the demand model that generates them. The latter approach uses fewer parameters and preserves a relationship between zonal characteristics and demand, but its accuracy depends on the assumed model structure. We compare three established approaches using the same prior information, traffic counts and equilibrium assignment. They estimate five production-gravity coefficients, origin and destination adjustment factors, or individual OD flows. Synthetic experiments on the Eastern Massachusetts and Chicago Sketch networks allow recovery to be assessed against known demand under different forms of model misspecification. Calibrating the five-coefficient model gives better OD recovery and held-out link-flow prediction when demand follows its assumptions or a two-purpose gravity process. Its advantage declines or reverses when destination choice or production relationships vary across zones. Cellwise adjustment achieves the closest fit to calibration counts in 65 of 66 evaluated conditions, yet it recovers OD demand least accurately of the three approaches in 45 of them. These findings show that model parameterisation matters beyond calibration fit. For transport planning, traffic counts should be used alongside independent evidence on trip production and distribution when selecting and validating a demand model.

cs.CE · stat.ME

版本更新 · v2arXiv:2310.07801

Stay on the Manifold: Hierarchical Bayesian Trajectory-Family Transfer for Sparse-Target Reconstruction and Sampling

Elvis Han Cui, Yuhan Pan, Xin-Ya Zhang, Bingbin Li, Yanan Li, Donghui Wang, Weng Kee Wong

原文摘要

Where should reconstructions and new samples lie when a few observations reveal only fragments of a trajectory? We propose hierarchical Bayesian trajectory principal-manifold sampling (HB-TPM), which learns a family of smooth curves from ordered source tasks and adapts it to sparse targets. For unordered vectors, alternating progression assignments and coefficient updates estimate trajectory structure between and beyond the observed shots under the learned source family. Observation-aware extensions connect the trajectory prior to photon arrivals and image-encoded cardiac cycles. Our analysis characterizes the coefficient directions supplied by the prior and bounds sampling error conditional on curve recovery. Across 30 held-out vector tasks, HB-TPM reduces mean sliced-Wasserstein distance by 21.0-41.8% relative to a source-adapted VAE. Prior-strength and sampling ablations identify coefficient shrinkage as the main supported mechanism. On 100 simulated photon records, adaptation lowers mean relative trajectory RMSE by 50.2% versus target-only fitting and 23.6% versus source-mean prediction. Across three training seeds and five folds on 98 cardiac sequences, HB-TPM with latent-MSE training achieves the best mean reconstruction among the tested configurations. Together, the results demonstrate trajectory-family transfer for sparse-target reconstruction and trajectory-centered sampling when source and target tasks share comparable progression structure.

cs.CV · cs.AI · stat.ME

新论文 · v1arXiv:2611.09579

Locally Adaptive Conformal Prediction for Polynomial Chaos Expansions

Dimitrios Loukrezis, Arthur Hatstatt, Bruno Sudret, Dimitris G. Giovanis

原文摘要

This work develops a locally adaptive jackknife+ conformal prediction framework for polynomial chaos expansions. Therein, the non-conformity scores are normalized with an auxiliary polynomial chaos expansion trained on the log-transformed leave-one-out residuals of the base model. We show that the coverage guarantee of jackknife+ conformal prediction carries over to the adaptive intervals if the leave-one-out auxiliary models are trained on nested leave-one-out residuals. For fixed-basis polynomial chaos expansions fitted by ordinary least squares, all required quantities are derived in closed form and the guarantee-preserving adaptive intervals are obtained from a single model fit, without any model retraining. For sparse polynomial chaos expansions, where multiple model fits are necessary, we propose a heuristic simplification that limits the computational overhead of adaptivity at the cost of the formal coverage guarantee. Numerical experiments on an academic benchmark with known heteroscedastic noise and on an engineering simulation dataset show that the suggested method attains the target coverage while providing intervals that adapt to local prediction uncertainty, therefore being considerably more statistically efficient. These advantages are particularly prominent in high-uncertainty regions of the input space, where the performance of non-adaptive methods degrades substantially.

stat.CO · cs.CE · stat.ME · stat.ML

版本更新 · v3arXiv:2602.07915

CausalCompass: Evaluating the Robustness of Time-Series Causal Discovery in Misspecified Scenarios

Huiyang Yi, Xiaojian Shen, Yonggang Wu, Duxin Chen, He Wang, Wenwu Yu

原文摘要

Causal discovery from time series is a fundamental task in machine learning. However, its widespread adoption is hindered by a reliance on untestable causal assumptions and by the lack of robustness-oriented evaluation in existing benchmarks. To address these challenges, we propose CausalCompass, a flexible and extensible benchmark framework designed to assess the robustness of time-series causal discovery (TSCD) methods under violations of modeling assumptions. To demonstrate the practical utility of CausalCompass, we conduct extensive benchmarking of representative TSCD algorithms across eight assumption-violation scenarios. Our experimental results indicate that no single method consistently attains optimal performance across all settings. Nevertheless, in most scenarios, the methods exhibiting superior overall performance are deep learning-based approaches. We further provide hyperparameter sensitivity analyses to deepen the understanding of these findings. We additionally conduct ablation experiments to explain the strong performance of deep learning-based methods under assumption violations. We also find that NTS-NOTEARS relies on standardized preprocessing in practice, performing poorly in the vanilla setting but exhibiting strong performance after standardization. Finally, our work aims to provide a comprehensive and systematic evaluation of TSCD methods under assumption violations, thereby facilitating their broader adoption in real-world applications. The user-friendly implementation, documentation and datasets are available at https://github.com/huiyang-yi/CausalCompass.

cs.LG · cs.AI · stat.ME · stat.ML

新论文 · v1arXiv:2611.09214

Replication Certification at Publication: Checkable by Anyone, Anywhere, in Seconds, Forever

Gary King, Yiqing Xu, Leo Yang Yang

原文摘要

Authors increasingly deposit replication datasets---the data and code behind publications---in archives, and journals increasingly require them to, under progressively onerous rules. But a deposit alone proves little, so authors keep paying: months for the journal's reanalyses, years answering readers' questions, and rancor as failed replications become accusations because no record establishes what actually ran. We introduce a replication certificate: a cryptographically signed record of the deposited files and logged output. It replaces the journal's reanalyses with evidence anyone can check in seconds, which no one, including the archive, can backdate, and no one can fake without risking detection. Certification asks little of anyone and benefits everyone: The author deposits, then reruns the analysis once under a random seed the archive computes from the deposit's hash and a blockchain block; the archive signs, timestamps (in that blockchain), and stores the record---confidential data included---without rerunning anything; the journal merely checks a website for the certificate; and anyone can check or replay any step decades later.

cs.DL · cs.CR · stat.ME

版本更新 · v2arXiv:2605.05024

Hypergraph Generation via Structured Stochastic Diffusion

Christopher Nemeth

原文摘要

Hypergraphs model higher-order interactions, but realistic hypergraph generation remains difficult because incidence, hyperedge-size heterogeneity, and overlap structure are not faithfully captured by pairwise reductions. We propose \HEDGE, a generative model defined directly on relaxed incidence matrices via a structured stochastic diffusion. The forward process combines a hypergraph-specific two-sided heat operator with an Ornstein--Uhlenbeck component, preserving structure-aware noising near the data while yielding an explicit Gaussian terminal law. Conditional on an observed hypergraph, this forward process is linear-Gaussian, so conditional means, covariances, scores, and reverse-drift targets are available in closed form. We therefore learn a permutation-equivariant state-only reverse-drift field in incidence space by regressing onto exact conditional targets, and generate samples by simulating a learned reverse-time SDE from the Gaussian base law. We establish exactness in the ideal state-only setting together with finite-horizon stability guarantees, and empirically show improved hypergraph generation quality relative to strong baselines.

stat.ML · cs.LG · stat.CO · stat.ME

版本更新 · v2arXiv:2608.21729

Guidance for Prior Change via Density Ratio Estimation

Yichen Zang, Jiun-Yi Lin, Song Liu

原文摘要

Simulation-Based Inference (SBI) serves as a vital framework for parameter inference in scientific fields where simulators involve intractable likelihoods, yet while amortized generative models offer rapid posterior estimation, they are often restricted by the specific priors used during training, thereby limiting their flexibility as prior knowledge evolves. To address this prior dependency, PriorGuide was introduced as an inference-time guidance method, but due to its intractable formulation, it relies on Gaussian approximations of the reverse transition kernel and Gaussian mixture model fitting for the prior ratio, both of which introduce systematic bias. Motivated by these limitations, we propose an unbiased test-time guidance framework that leverages Density Ratio Estimation (DRE) to learn a score guidance term, effectively decoupling the inference process from the prior training. Moreover, our framework remains agnostic to the specific density ratio estimators, making it a general and flexible framework for handling prior changes. Experimental results across multiple tasks demonstrate that our method matches or outperforms PriorGuide on C2ST and MMD in most tasks while maintaining robustness even under limited overlap between the training and target priors. Furthermore, we apply our method to Bayesian updating for parameter inference from planetary light-curve data, where it also demonstrates strong effectiveness and robustness. Code is available at https://github.com/a-chenchen/dre-based-prior-guidance .

stat.ML · cs.LG · stat.ME

版本更新 · v2arXiv:2509.17228

Causal Representation Learning from Multimodal Clinical Records under Non-Random Modality Missingness

Zihan Liang, Ziwen Pan, Ruoxuan Xiong

原文摘要

Clinical notes contain rich patient information, such as diagnoses or medications, making them valuable for patient representation learning. Recent advances in large language models have further improved the ability to extract meaningful representations from clinical texts. However, clinical notes are often missing. For example, in our MIMIC-IV cohort, 35.15% of patients have no eligible discharge summaries. In such cases, representations can be learned from other modalities such as structured data, chest X-rays, or radiology reports. Yet the availability of these modalities is influenced by clinical decision-making and varies across patients, potentially producing modality missing-not-at-random (MMNAR) patterns. We propose a causal representation learning framework that leverages observed data and informative missingness in multimodal clinical records. It consists of: (1) an MMNAR-aware modality fusion component that integrates structured data, imaging, and text while conditioning on missingness patterns to capture patient health and clinician-driven assignment; (2) a modality reconstruction component with latent alignment to preserve modality information in the learned representation; and (3) a multitask outcome prediction model with a rectifier that corrects for residual bias from specific modality observation patterns. Comprehensive evaluations across MIMIC-IV and eICU show consistent gains over the strongest baselines, achieving relative AUC improvements of up to 4.3% for hospital readmission and 2.7% for ICU admission.

cs.LG · cs.CL · stat.ME