English
Related papers

Related papers: Generalized Score Matching for Regression

200 papers

G-computation has become a widely used robust method for estimating unconditional (marginal) treatment effects with covariate adjustment in the analysis of randomized clinical trials. Statistical inference in this context typically relies…

Methodology · Statistics 2025-03-18 Xin Zhang , Haitao Chu , Lin Liu , Satrajit Roychoudhury

We propose a one-to-many matching estimator of the average treatment effect based on propensity scores estimated by isotonic regression. This approach is predicated on the assumption of monotonicity in the propensity score function, a…

Econometrics · Economics 2025-01-27 Mengshan Xu , Taisuke Otsu

Unnormalized (or energy-based) models provide a flexible framework for capturing the characteristics of data with complex dependency structures. However, the application of standard Bayesian inference methods has been severely limited…

Methodology · Statistics 2026-03-11 Naruki Sonobe , Shonosuke Sugasawa , Daichi Mochihashi , Takeru Matsuda

We examine theoretical properties of the denoising score matching estimate. We model the density of observations with a nonparametric Gaussian mixture. We significantly relax the standard manifold assumption allowing the samples step away…

Machine Learning · Computer Science 2026-01-01 Konstantin Yakovlev , Nikita Puchkin

The success of denoising diffusion models raises important questions regarding their generalisation behaviour, particularly in high-dimensional settings. Notably, it has been shown that when training and sampling are performed perfectly,…

Machine Learning · Statistics 2025-07-08 Tyler Farghly , Patrick Rebeschini , George Deligiannidis , Arnaud Doucet

In many statistical problems, the data distribution is specified through a generative process for which the likelihood function is analytically intractable, yet inference on the associated model parameters remains of primary interest. We…

Methodology · Statistics 2026-04-01 Haoyu Jiang , Yuexi Wang , Yun Yang

Many important problems in psychology and biomedical studies require testing for overdispersion, correlation and heterogeneity in mixed effects and latent variable models, and score tests are particularly useful for this purpose. But the…

Statistics Theory · Mathematics 2007-06-13 Hongtu Zhu , Heping Zhang

Autoregressive models use chain rule to define a joint probability distribution as a product of conditionals. These conditionals need to be normalized, imposing constraints on the functional families that can be used. To increase…

Machine Learning · Computer Science 2020-10-27 Chenlin Meng , Lantao Yu , Yang Song , Jiaming Song , Stefano Ermon

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Scientists frequently generalize population level causal quantities such as average treatment effect from a source population to a target population. When the causal effects are heterogeneous, differences in subject characteristics between…

Methodology · Statistics 2023-06-16 Rui Chen , Guanhua Chen , Menggang Yu

Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…

Machine Learning · Computer Science 2023-07-11 Tomas Geffner , George Papamakarios , Andriy Mnih

This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special…

Econometrics · Economics 2024-07-23 Max Cytrynbaum

Many statistical models are given in the form of non-normalized densities with an intractable normalization constant. Since maximum likelihood estimation is computationally intensive for these models, several estimation methods have been…

Statistics Theory · Mathematics 2021-09-01 Takeru Matsuda , Masatoshi Uehara , Aapo Hyvarinen

Statistical tasks such as density estimation and approximate Bayesian inference often involve densities with unknown normalising constants. Score-based methods, including score matching, are popular techniques as they are free of…

Machine Learning · Statistics 2021-12-22 Li K. Wenliang , Heishiro Kanagawa

To estimate casual treatment effects, we propose a new matching approach based on the reduced covariates obtained from sufficient dimension reduction. Compared to the original covariates and the propensity score, which are commonly used for…

Methodology · Statistics 2017-02-03 Wei Luo , Yeying Zhu

Relative Fisher information, also known as score matching, is a recently introduced learning method for parameter estimation. Fundamental relations between relative entropy and score matching have been established in the literature for…

Information Theory · Computer Science 2025-04-29 Yirong Shen , Lu Gan , Cong Ling

Flow matching models effectively represent complex distributions, yet estimating expectations of functions of their outputs remains challenging under limited sampling budgets. Independent sampling often yields high-variance estimates,…

Computer Vision and Pattern Recognition · Computer Science 2026-03-02 Xinshuang Liu , Runfa Blark Li , Shaoxiu Wei , Truong Nguyen

A class of discrete probability distributions contains distributions with limited support, i.e. possible argument values are limited to a set of numbers (typically consecutive). Examples of such data are results from subjective experiments…

Methodology · Statistics 2019-09-11 Lucjan Janowski , Bogdan Ćmiel , Krzysztof Rusek , Jakub Nawała , Zhi Li

An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang

Record matching models typically output a real-valued matching score that is later consumed through thresholding, ranking, or human review. While fairness in record matching has mostly been assessed using binary decisions at a fixed…

Machine Learning · Computer Science 2026-02-24 Mohammad Hossein Moslemi , Mostafa Milani