Related papers: Amortised Likelihood-free Inference for Expensive …
The paper studies binary classification and aims at estimating the underlying regression function which is the conditional expectation of the class labels given the inputs. The regression function is the key component of the Bayes optimal…
We study an optimization-based approach to construct statistically accurate confidence intervals for simulation performance measures under nonparametric input uncertainty. This approach computes confidence bounds from simulation runs driven…
We show an alternative way of representing a Bayesian belief network by sensitivities and probability distributions. This representation is equivalent to the traditional representation by conditional probabilities, but makes dependencies…
We introduce a group of related methods for binary classification tasks using probes of the hidden state activations in large language models (LLMs). Performance is on par with the largest and most advanced LLMs currently available, but…
Likelihood-free inference is quickly emerging as a powerful tool to perform fast/effective parameter estimation. We demonstrate a technique of optimizing likelihood-free inference to make it even faster by marginalizing symmetries in a…
Leverage score sampling provides an appealing way to perform approximate computations for large matrices. Indeed, it allows to derive faithful approximations with a complexity adapted to the problem at hand. Yet, performing leverage scores…
In many modern machine learning applications, the outcome is expensive or time-consuming to collect while the predictor information is easy to obtain. Semi-supervised learning (SSL) aims at utilizing large amounts of `unlabeled' data along…
Methods for Bayesian simulation in the presence of computationally intractable likelihood functions are of growing interest. Termed likelihood-free samplers, standard simulation algorithms such as Markov chain Monte Carlo have been adapted…
Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. The existing methods often require correct model specifications for both outcome and response models. However, due to…
This paper introduces a probability density estimator based on Green's function identities. A density model is constructed under the sole assumption that the probability density is differentiable. The method is implemented as a binary…
Data assimilation is crucial in a wide range of applications, but it often faces challenges such as high computational costs due to data dimensionality and incomplete understanding of underlying mechanisms. To address these challenges, this…
Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…
We propose a new approach that combines multiple non-parametric likelihood-type components to build a data-driven approximation of the true likelihood function. Our approach is built on empirical likelihood, a non-parametric approximation…
Hierarchical text classification has many real-world applications. However, labeling a large number of documents is costly. In practice, we can use semi-supervised learning or weakly supervised learning (e.g., dataless classification) to…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…
We study the use of "sign $\alpha$-stable random projections" (where $0<\alpha\leq 2$) for building basic data processing tools in the context of large-scale machine learning applications (e.g., classification, regression, clustering, and…
This paper proposes a new feature screening method for the multi-response ultrahigh dimensional linear model by empirical likelihood. Through a multivariate moment condition, the empirical likelihood induced ranking statistics can exploit…
Signature kernels, inner products of path signatures, underpin several machine learning algorithms for multivariate time series analysis. For bounded variation paths, signature kernels were recently shown to solve a Goursat PDE. However,…
Quantum computing can empower machine learning models by enabling kernel machines to leverage quantum kernels for representing similarity measures between data. Quantum kernels are able to capture relationships in the data that are not…
Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…