Related papers: Consistency of ELBO maximization for model selecti…
We design a Universal Automatic Elbow Detector (UAED) for deciding the effective number of components in model selection problems. The relationship with the information criteria widely employed in the literature is also discussed. The…
Covariate balance is a conventional key diagnostic for methods used estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a…
Amortised inference enables scalable learning of sequential latent-variable models (LVMs) with the evidence lower bound (ELBO). In this setting, variational posteriors are often only partially conditioned. While the true posteriors depend,…
Diffusion language models (DLMs) enable parallel, order-agnostic generation with iterative refinement, offering a flexible alternative to autoregressive large language models (LLMs). However, adapting reinforcement learning (RL) fine-tuning…
We develop a model-based empirical Bayes approach to variable selection problems in which the number of predictors is very large, possibly much larger than the number of responses (the so-called 'large p, small n' problem). We consider the…
Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…
While Reinforcement Learning (RL) has advanced LLM reasoning, applying it to long-context scenarios is hindered by sparsity of outcome rewards. This limitation fails to penalize ungrounded "lucky guesses," leaving the critical process of…
Bayesian optimization (BO) is increasingly employed in critical applications such as materials design and drug discovery. An increasingly popular strategy in BO is to forgo the sole reliance on high-fidelity data and instead use an ensemble…
The shortcomings of maximum likelihood estimation in the context of model-based reinforcement learning have been highlighted by an increasing number of papers. When the model class is misspecified or has a limited representational capacity,…
Recent representation learning approaches enhance neural topic models by optimizing the weighted linear combination of the evidence lower bound (ELBO) of the log-likelihood and the contrastive learning objective that contrasts pairs of…
Computing the probability of evidence even with known error bounds is NP-hard. In this paper we address this hard problem by settling on an easier problem. We propose an approximation which provides high confidence lower bounds on…
This paper develops upper and lower bounds for the probability of Boolean expressions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. Our technique generalizes and extends the…
Multi-fidelity Bayesian Optimization (MFBO) is a promising framework to speed up materials and molecular discovery as sources of information of different accuracies are at hand at increasing cost. Despite its potential use in chemical…
We establish theoretical guarantees for the expected prediction error of the exponential weighting aggregate in the case of multivariate regression that is when the label vector is multidimensional. We consider the regression model with…
Mathematical models are invaluable for understanding and predicting how biological systems behave, although their construction requires specifying mechanisms and relationships that are often not perfectly known. In the presence of multiple…
In this paper, we study the estimation of the effective number of relativistic species from a combination of CMB and BAO data. We vary different ingredients of the analysis: the Planck high-$\ell$ likelihoods, the Boltzmann solvers, and the…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
Uncertainty quantification is crucial to assess prediction quality of a machine learning model. In the case of Extreme Learning Machines (ELM), most methods proposed in the literature make strong assumptions on the data, ignore the…
Capturing latent variations ("contexts") is key to deploying reinforcement-learning (RL) agents beyond their training regime. We recast context-based RL as a dual inference-control problem and formally characterize two properties and their…
For many important problems the quantity of interest is an unknown function of the parameters, which is a random vector with known statistics. Since the dependence of the output on this random vector is unknown, the challenge is to identify…