Related papers: Censor Dependent Variational Inference
Conformal prediction provides rigorous distribution-free finite-sample guarantees for marginal coverage under the assumption of exchangeability, but may exhibit systematic undercoverage or overcoverage for specific subpopulations. Assessing…
Amortized variational inference (AVI) replaces instance-specific local inference with a global inference network. While AVI has enabled efficient training of deep generative models such as variational autoencoders (VAE), recent empirical…
While tabular foundation models have achieved remarkable success in classification and regression, adapting them to model time-to-event outcomes for survival analysis is non-trivial due to right-censoring, where data observations may end…
Variational autoencoders (VAEs) have recently been used for unsupervised disentanglement learning of complex density distributions. Numerous variants exist to encourage disentanglement in latent space while improving reconstruction.…
Large climate-model ensembles are computationally expensive; yet many downstream analyses would benefit from additional, statistically consistent realizations of spatiotemporal climate variables. We study a generative modeling approach for…
Censored quantile regression has emerged as a prominent alternative to classical Cox's proportional hazards model or accelerated failure time model in both theoretical and applied statistics. While quantile regression has been extensively…
Unsupervised learning can leverage large-scale data sources without the need for annotations. In this context, deep learning-based autoencoders have shown great potential in detecting anomalies in medical images. However, especially…
We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…
Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…
Accurately predicting counterfactual user feedback is essential for building effective recommender systems. However, latent confounding bias can obscure the true causal relationship between user feedback and item exposure, ultimately…
Variational auto-encoders (VAEs) are deep generative latent variable models that can be used for learning the distribution of complex data. VAEs have been successfully used to learn a probabilistic prior over speech signals, which is then…
We claim that a source of severe failures for Variational Auto-Encoders is the choice of the distribution class used for the observation model.A first theoretical and experimental contribution of the paper is to establish that even in the…
We study a mean-field spike and slab variational Bayes (VB) approximation to Bayesian model selection priors in sparse high-dimensional linear regression. Under compatibility conditions on the design matrix, oracle inequalities are derived…
Despite the great promise of Transformers in many sequence modeling tasks (e.g., machine translation), their deterministic nature hinders them from generalizing to high entropy tasks such as dialogue response generation. Previous work…
Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…
When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…
Variational Autoencoders (VAE) and their variants have been widely used in a variety of applications, such as dialog generation, image generation and disentangled representation learning. However, the existing VAE models have some…
Domain adaptation and covariate shift are big issues in deep learning and they ultimately affect any causal inference algorithms that rely on deep neural networks. Causal effect variational autoencoder (CEVAE) is trained to predict the…
Conditional Value-at-Risk (CVaR) is a widely used risk metric in applications such as finance. We derive concentration bounds for CVaR estimates, considering separately the cases of light-tailed and heavy-tailed distributions. In the…
We in this paper propose a directional regression based approach for ultrahigh dimensional sufficient variable screening with censored responses. The new method is designed in a model-free manner and thus can be adapted to various complex…