Related papers: Gaussian linear approximation for the estimation o…
Predominately in explainable artificial intelligence (XAI) research, the Shapley value (SV) is applied to determine feature attributions for any black box model. Shapley interaction indices extend the SV to define any-order feature…
Several strategies have been developed recently to ensure valid inference after model selection; some of these are easy to compute, while others fare better in terms of inferential power. In this paper, we consider a selective inference…
We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…
Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…
Gaussian processes (GPs) are flexible distributions over functions that enable high-level assumptions about unknown functions to be encoded in a parsimonious, flexible and general way. Although elegant, the application of GPs is limited by…
Root causal analysis seeks to identify the set of initial perturbations that induce an unwanted outcome. In prior work, we defined sample-specific root causes of disease using exogenous error terms that predict a diagnosis in a structural…
Causal inference from observational data often rests on the unverifiable assumption of no unmeasured confounding. Recently, Tchetgen Tchetgen and colleagues have introduced proximal inference to leverage negative control outcomes and…
In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…
In this paper we develop non-asymptotic Gaussian approximation results for the sampling distribution of suprema of empirical processes when the indexing function class $\mathcal{F}_n$ varies with the sample size $n$ and may not be Donsker.…
Shapley values are model-agnostic methods for explaining model predictions. Many commonly used methods of computing Shapley values, known as off-manifold methods, rely on model evaluations on out-of-distribution input samples. Consequently,…
Near-Gaussian probability densities are common in many important physical applications. Here we develop an asymptotic expansion methodology for computing entropic functionals for such densities. The expansion proposed is a close relative of…
In classification tasks, softmax functions are ubiquitously used as output activations to produce predictive probabilities. Such outputs only capture aleatoric uncertainty. To capture epistemic uncertainty, approximate Gaussian inference…
The attribution problem, that is the problem of attributing a model's prediction to its base features, is well-studied. We extend the notion of attribution to also apply to feature interactions. The Shapley value is a commonly used method…
This paper proposes a novel method for testing observability in Gaussian models using discrete density approximations (deterministic samples) of (multivariate) Gaussians. Our notion of observability is defined by the existence of the…
It is often convenient to use Gaussian blur in studying image quality or in data augmentation pipelines for training convoluional neural networks. Because of their convenience, Guassians are sometimes used as first order approximations of…
Shapley-related techniques have gained attention as both global and local interpretation tools because of their desirable properties. However, their computation using conditional expectations is computationally expensive. Approximation…
Additive feature explanations using Shapley values have become popular for providing transparency into the relative importance of each feature to an individual prediction of a machine learning model. While Shapley values provide a unique…
Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…
Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…
The estimation of linear causal models (also known as structural equation models) from data is a well-known problem which has received much attention in the past. Most previous work has, however, made an explicit or implicit assumption of…