Related papers: Optimal Transport on Categorical Data for Counterf…
Statistical algorithms are usually helping in making decisions in many aspects of our lives. But, how do we know if these algorithms are biased and commit unfair discrimination of a particular group of people, typically a minority?…
Transporting causal information across populations is a critical challenge in clinical decision-making. Causal modeling provides criteria for identifiability and transportability, but these require knowledge of the causal graph, which…
In past work on fairness in machine learning, the focus has been on forcing the prediction of classifiers to have similar statistical properties for people of different demographics. To reduce the violation of these properties, fairness…
We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…
Predictive models can fail to generalize from training to deployment environments because of dataset shift, posing a threat to model reliability and the safety of downstream decisions made in practice. Instead of using samples from the…
We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical…
Matching on covariates is a well-established framework for estimating causal effects in observational studies. The principal challenge stems from the often high-dimensional structure of the problem. Many methods have been introduced to…
We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional distribution from the joint distribution of parameters and…
In Bayesian applications, there is a huge interest in rapid and accurate estimation of the posterior distribution, particularly for high dimensional or hierarchical models. In this article, we propose to use optimization to solve for a…
We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport. Our method integrates favorable features from mainstream imputation approaches: optimal…
In compositional data analysis an observation is a vector containing non-negative values, only the relative sizes of which are considered to be of interest. Without loss of generality, a compositional vector can be taken to be a vector of…
We study decision-making problems where data comprises points from a collection of binary polytopes, capturing aggregate information stemming from various combinatorial selection environments. We propose a nonparametric approach for…
A novel algorithm is proposed to solve the sample-based optimal transport problem. An adversarial formulation of the push-forward condition uses a test function built as a convolution between an adaptive kernel and an evolving probability…
We introduce the Sinkhorn treatment effect, an entropic optimal transport measure of divergence between counterfactual distributions. Unlike classical quantities such as the average treatment effect, this measure captures differences across…
Data assimilation is the task of combining mathematical models with observational data. From a mathematical perspective data assimilation leads to Bayesian inference problems which can be formulated in terms of Feynman-Kac formulae. In this…
Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…
Counterfactual explanations, and their associated algorithmic recourse, are typically leveraged to understand, explain, and potentially alter a prediction coming from a black-box classifier. In this paper, we propose to extend the use of…
Complex, high-dimensional data is used in a wide range of domains to explore problems and make decisions. Analysis of high-dimensional data, however, is vulnerable to the hidden influence of confounding variables, especially as users apply…
Being able to decorrelate a feature space from protected attributes is an area of active research and study in ethics, fairness, and also natural sciences. We introduce a novel decorrelation method using Convex Neural Optimal Transport…
Transporting findings from a study population to a target population is central to evidence-based decision-making in real-world settings. Most existing methods require individual-level data from both populations to account for covariate…