Related papers: SymmPI: Predictive Inference for Data with Group S…
Diffusion models have recently shown promise in time series forecasting, particularly for probabilistic predictions. However, they often fail to achieve state-of-the-art point estimation performance compared to regression-based methods.…
We propose SymDiff, a method for constructing equivariant diffusion models using the framework of stochastic symmetrisation. SymDiff resembles a learned data augmentation that is deployed at sampling time, and is lightweight,…
We present a novel framework to overcome the limitations of equivariant architectures in learning functions with group symmetries. In contrary to equivariant architectures, we use an arbitrary base model such as an MLP or a transformer and…
Group equivariance can overly constrain models if the symmetries in the group differ from those observed in data. While common methods address this by determining the appropriate level of symmetry at the dataset level, they are limited to…
We propose probabilistic Shapley inference (PSI), a novel probabilistic framework to model and infer sufficient statistics of feature attributions in flexible predictive models, via latent random variables whose mean recovers Shapley…
Computational image reconstruction algorithms generally produce a single image without any measure of uncertainty or confidence. Regularized Maximum Likelihood (RML) and feed-forward deep learning approaches for inverse problems typically…
Generative modeling of physical systems, such as molecules, requires learning distributions that are invariant under global symmetries, such as rotations in three-dimensional space. Equivariant diffusion and flow matching models can…
This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…
Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…
Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…
Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyclostationary processes in engineering. We formalize the…
This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…
Simulation-based inference (SBI) is emerging as a new statistical paradigm for addressing complex scientific inference problems. By leveraging the representational power of deep neural networks, SBI can extract the most informative…
Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…
This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…
Treating neural network inputs and outputs as random variables, we characterize the structure of neural networks that can be used to model data that are invariant or equivariant under the action of a compact group. Much recent research has…
In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…
In the partially-observed outcome setting, a recent set of proposals known as "prediction-powered inference" (PPI) involve (i) applying a pre-trained machine learning model to predict the response, and then (ii) using these predictions to…
We introduce Longitudinal Predictive Conformal Inference (LPCI), a novel distribution-free conformal prediction algorithm for longitudinal data. Current conformal prediction approaches for time series data predominantly focus on the…
Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…