Related papers: Marginal Structured SVM with Hidden Variables
Observational longitudinal data on treatments and covariates are increasingly used to investigate treatment effects, but are often subject to time-dependent confounding. Marginal structural models (MSMs), estimated using inverse probability…
While much work on deep latent variable models of text uses continuous latent variables, discrete latent variables are interesting because they are more interpretable and typically more space efficient. We consider several approaches to…
We introduce a modification of Random Forests to estimate functions when unobserved confounding variables are present. The technique is tailored for high-dimensional settings with many observed covariates. We use spectral deconfounding…
The marginal structure quantile model (MSQM) provides a unique lens to understand the causal effect of a time-varying treatment on the full distribution of potential outcomes. Under the semiparametric framework, we derive the efficiency…
Semi-implicit variational inference (SIVI) greatly enriches the expressiveness of variational families by considering implicit variational distributions defined in a hierarchical manner. However, due to the intractable densities of…
As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…
Hidden Markov models (HMMs) are powerful tools for analysing time series data that depend on discrete underlying but unobserved states. As such, they have gained prominence across numerous empirical disciplines, in particular ecology,…
Probability density models based on deep networks have achieved remarkable success in modeling complex high-dimensional datasets. However, unlike kernel density estimators, modern neural models do not yield marginals or conditionals in…
Max-margin methods for binary classification such as the support vector machine (SVM) have been extended to the structured prediction setting under the name of max-margin Markov networks ($M^3N$), or more generally structural SVMs.…
We propose learning discrete structured representations from unlabeled data by maximizing the mutual information between a structured latent variable and a target variable. Calculating mutual information is intractable in this setting. Our…
The forecasting and computation of the stability of chaotic systems from partial observations are tasks for which traditional equation-based methods may not be suitable. In this computational paper, we propose data-driven methods to (i)…
We formulate a new inference task in the domain of multivariate time series forecasting (MTSF), called Variable Subset Forecast (VSF), where only a small subset of the variables is available during inference. Variables are absent during…
State-space models (SSMs) are a popular tool for modeling animal abundances. Inference difficulties for simple linear SSMs are well known, particularly in relation to simultaneous estimation of process and observation variances. Several…
Real-world relations among entities can often be observed and determined by different perspectives/views. For example, the decision made by a user on whether to adopt an item relies on multiple aspects such as the contextual information of…
The goal of optimization-based meta-learning is to find a single initialization shared across a distribution of tasks to speed up the process of learning new tasks. Conditional meta-learning seeks task-specific initialization to better…
With the increasing intelligence and integration, a great number of two-valued variables (generally stored in the form of 0 or 1 value) often exist in large-scale industrial processes. However, these variables cannot be effectively handled…
Marginal Structural Models (MSM) are the most popular models for causal inference from time-series observational data. However, they have two main drawbacks: (a) they do not capture subject heterogeneity, and (b) they only consider fixed…
Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a…
This work proposes a semantic segmentation network that produces high-quality uncertainty estimates in a single forward pass. We exploit general representations from foundation models and unlabelled datasets through a Masked Image Modeling…
Support Vector Machine (SVM) is a powerful tool in binary classification, known to attain excellent misclassification rates. On the other hand, many realworld classification problems, such as those found in medical diagnosis, churn or fraud…