Related papers: Provable Algorithms for Inference in Topic Models
Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…
Causal inference is a key research area in machine learning, yet confusion reigns over the tools needed to tackle it. There are prevalent claims in the machine learning literature that you need a bespoke causal framework or notation to…
The ability to predict the future in a given domain can be acquired by discovering empirically from experience certain temporal patterns that tend to repeat unerringly. Previous works in time series analysis allow one to make quantitative…
With machine learning models being increasingly used to aid decision making even in high-stakes domains, there has been a growing interest in developing interpretable models. Although many supposedly interpretable models have been proposed,…
Topic models are Bayesian models that are frequently used to capture the latent structure of certain corpora of documents or images. Each data element in such a corpus (for instance each item in a collection of scientific articles) is…
Variational inference is a very efficient and popular heuristic used in various forms in the context of latent variable models. It's closely related to Expectation Maximization (EM), and is applied when exact EM is computationally…
When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…
Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…
Many real-world decision processes are modeled by optimization problems whose defining parameters are unknown and must be inferred from observable data. The Predict-Then-Optimize framework uses machine learning models to predict unknown…
Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase…
We propose a topic modeling approach to the prediction of preferences in pairwise comparisons. We develop a new generative model for pairwise comparisons that accounts for multiple shared latent rankings that are prevalent in a population…
Predicting the future is an important component of decision making. In most situations, however, there is not enough information to make accurate predictions. In this paper, we develop a theory of causal reasoning for predictive inference…
When quantitative models are used to support decision-making on complex and important topics, understanding a model's ``reasoning'' can increase trust in its predictions, expose hidden biases, or reduce vulnerability to adversarial attacks.…
Non-convex optimization problems often arise from probabilistic modeling, such as estimation of posterior distributions. Non-convexity makes the problems intractable, and poses various obstacles for us to design efficient algorithms. In…
We consider interactive learning in the realizable setting and develop a general framework to handle problems ranging from best arm identification to active classification. We begin our investigation with the observation that agnostic…
This paper discusses predictive inference and feature selection for generalized linear models with scarce but high-dimensional data. We argue that in many cases one can benefit from a decision theoretically justified two-stage approach:…
Interpreting data with mathematical models is an important aspect of real-world industrial and applied mathematical modeling. Often we are interested to understand the extent to which a particular set of data informs and constrains model…
We present a method to prove the decidability of provability in several well-known inference systems. This method generalizes both cut-elimination and the construction of an automaton recognizing the provable propositions.
The inferential models (IM) framework provides prior-free, frequency-calibrated, posterior probabilistic inference. The key is the use of random sets to predict unobservable auxiliary variables connected to the observable data and unknown…
In this paper, we focus on regression estimation in both the inductive and the transductive case. We assume that we are given a set of features (which can be a base of functions, but not necessarily). We begin by giving a deviation…