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Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…

Learning the distribution of a continuous or categorical response variable $\boldsymbol y$ given its covariates $\boldsymbol x$ is a fundamental problem in statistics and machine learning. Deep neural network-based supervised learning…

Machine Learning · Statistics 2022-12-07 Xizewen Han , Huangjie Zheng , Mingyuan Zhou

Conditional density estimation (CDE) is the task of estimating the probability of an event conditioned on some inputs. A neural network (NN) can also be used to compute the output distribution for continuous-domain, which can be viewed as…

Machine Learning · Computer Science 2021-12-30 Bing Chen , Mazharul Islam , Jisuo Gao , Lin Wang

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

Aleatoric uncertainty quantification seeks for distributional knowledge of random responses, which is important for reliability analysis and robustness improvement in machine learning applications. Previous research on aleatoric uncertainty…

Machine Learning · Computer Science 2022-06-10 Ziyi Huang , Henry Lam , Haofeng Zhang

Flow-based generative models have recently shown impressive performance for conditional generation tasks, such as text-to-image generation. However, current methods transform a general unimodal noise distribution to a specific mode of the…

Machine Learning · Computer Science 2025-02-14 Noam Issachar , Mohammad Salama , Raanan Fattal , Sagie Benaim

Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…

Machine Learning · Computer Science 2023-06-14 Marc Finzi , Anudhyan Boral , Andrew Gordon Wilson , Fei Sha , Leonardo Zepeda-Núñez

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

Many real-world optimization problems involve uncertain parameters with probability distributions that can be estimated using contextual feature information. In contrast to the standard approach of first estimating the distribution of…

Machine Learning · Statistics 2023-08-03 Meng Qi , Paul Grigas , Zuo-Jun Max Shen

We propose a deep generative approach to nonparametric estimation of conditional survival and hazard functions with right-censored data. The key idea of the proposed method is to first learn a conditional generator for the joint conditional…

Statistics Theory · Mathematics 2022-05-20 Xingyu Zhou , Wen Su , Changyu Liu , Yuling Jiao , Xingqiu Zhao , Jian Huang

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…

Machine Learning · Statistics 2015-03-19 Tianqi Zhao , Mladen Kolar , Han Liu

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…

Methodology · Statistics 2024-12-25 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

Statistics Theory · Mathematics 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni

The success of large generative models has driven a paradigm shift, leveraging massive multi-source data to enhance model capabilities. However, the interaction among these sources remains theoretically underexplored. This paper takes the…

Machine Learning · Computer Science 2025-07-09 Rongzhen Wang , Yan Zhang , Chenyu Zheng , Chongxuan Li , Guoqiang Wu

Many data-driven decision problems are formulated using a nominal distribution estimated from historical data, while performance is ultimately determined by a deployment distribution that may be shifted, context-dependent, partially…

Machine Learning · Computer Science 2026-04-07 Xiuyuan Cheng , Yunqin Zhu , Yao Xie

Weighting methods are essential tools for estimating causal effects in observational studies, with the goal of balancing pre-treatment covariates across treatment groups. Traditional approaches pursue this objective indirectly, for example,…

Methodology · Statistics 2026-02-09 Diptanil Santra , Guanhua Chen , Chan Park

We present an approach to deep estimation of discrete conditional probability distributions. Such models have several applications, including generative modeling of audio, image, and video data. Our approach combines two main techniques:…

Machine Learning · Statistics 2017-03-01 Wesley Tansey , Karl Pichotta , James G. Scott

In this paper, we consider the problem of estimating a conditional density in moderately large dimensions. Much more informative than regression functions, conditional densities are of main interest in recent methods, particularly in the…

Methodology · Statistics 2018-01-22 Minh-Lien Jeanne Nguyen