Related papers: Inference via low-dimensional couplings
We derive a minimalist but powerful deterministic denoising-diffusion model. While denoising diffusion has shown great success in many domains, its underlying theory remains largely inaccessible to non-expert users. Indeed, an understanding…
In this paper we propose and study a class of simple, nonparametric, yet interpretable measures of association between two random variables $X$ and $Y$ taking values in general topological spaces. These nonparametric measures -- defined…
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…
We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…
In many applications, Bayesian inverse problems can give rise to probability distributions which contain complexities due to the Hessian varying greatly across parameter space. This complexity often manifests itself as lower dimensional…
Convergence diagnosis for Markov chain Monte Carlo is a matter of fundamental importance in computational statistics: it determines the resources allocated to a particular sampling problem and influences the practitioner's view of the…
We employ techniques from optimal transport in order to prove decay of transfer operators associated to iterated functions systems and expanding maps, giving rise to a new proof without requiring a Doeblin-Fortet (or Lasota-Yorke)…
Random linear mappings are widely used in modern signal processing, compressed sensing and machine learning. These mappings may be used to embed the data into a significantly lower dimension while at the same time preserving useful…
In nature, active inference agents must learn how observations of the world represent the state of the agent. In engineering, the physics behind sensors is often known reasonably accurately and measurement functions can be incorporated into…
Expanding a lower-dimensional problem to a higher-dimensional space and then projecting back is often beneficial. This article rigorously investigates this perspective in the context of finite mixture models, namely how to improve inference…
Spatial coupling has recently emerged as a powerful paradigm to construct graphical models that work well under low-complexity message-passing algorithms. Although much progress has been made on the analysis of spatially coupled models…
Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…
Multi-domain translation seeks to learn a probabilistic coupling between marginal distributions that reflects the correspondence between different domains. We assume that data from different domains are generated from a shared latent…
Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…
To model modern large-scale datasets, we need efficient algorithms to infer a set of $P$ unknown model parameters from $N$ noisy measurements. What are fundamental limits on the accuracy of parameter inference, given finite signal-to-noise…
Statistical inference more often than not involves models which are non-linear in the parameters thus leading to non-Gaussian posteriors. Many computational and analytical tools exist that can deal with non-Gaussian distributions, and…
This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive…
Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…
Inference and prediction of routes have become of interest over the past decade owing to a dramatic increase in package delivery and ride-sharing services. Given the underlying combinatorial structure and the incorporation of probabilities,…
We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…