Related papers: A Likelihood Based Approach to Distribution Regres…
We link conditional generative modelling to quantile regression. We propose a suitable loss function and derive minimax convergence rates for the associated risk under smoothness assumptions imposed on the conditional distribution. To…
Deep generative neural networks have proven effective at both conditional and unconditional modeling of complex data distributions. Conditional generation enables interactive control, but creating new controls often requires expensive…
It has been argued that in supervised classification tasks, in practice it may be more sensible to perform model selection with respect to some more focused model selection score, like the supervised (conditional) marginal likelihood, than…
Deep latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of…
We introduce the Locally Linear Latent Variable Model (LL-LVM), a probabilistic model for non-linear manifold discovery that describes a joint distribution over observations, their manifold coordinates and locally linear maps conditioned on…
A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…
Machine-Learned Likelihoods (MLL) combines machine-learning classification techniques with likelihood-based inference tests to estimate the experimental sensitivity of high-dimensional data sets. We extend the MLL method by including Kernel…
We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted…
Deep generative models such as diffusion and flow matching are powerful machine learning tools capable of learning and sampling from high-dimensional distributions. They are particularly useful when the training data appears to be…
We explore the methodology and theory of reward-directed generation via conditional diffusion models. Directed generation aims to generate samples with desired properties as measured by a reward function, which has broad applications in…
This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the…
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
Like mean, quantile and variance, mode is also an important measure of central tendency and data summary. Many practical questions often focus on "Which element (gene or file or signal) occurs most often or is the most typical among all…
The aim of this note is to state a couple of general results about the properties of the penalized maximum likelihood estimators (pMLE) and of the posterior distribution for parametric models in a non-asymptotic setup and for possibly large…
Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…
Climate downscaling is a crucial technique within climate research, serving to project low-resolution (LR) climate data to higher resolutions (HR). Previous research has demonstrated the effectiveness of deep learning for downscaling tasks.…
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…
In this paper we describe the implementation of semi-structured deep distributional regression, a flexible framework to learn conditional distributions based on the combination of additive regression models and deep networks. Our…
Wide accessibility of imaging and profile sensors in modern industrial systems created an abundance of high-dimensional sensing variables. This led to a a growing interest in the research of high-dimensional process monitoring. However,…
The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…