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Generative neural samplers offer a complementary approach to Monte Carlo methods for problems in statistical physics and quantum field theory. This work tests the ability of generative neural samplers to estimate observables for real-world…

Statistical Mechanics · Physics 2021-06-16 Johanna Vielhaben , Nils Strodthoff

It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…

Methodology · Statistics 2022-06-02 Yoshikazu Terada , Hidetoshi Shimodaira

In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…

Methodology · Statistics 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

Generative modeling has recently seen many exciting developments with the advent of deep generative architectures such as Variational Auto-Encoders (VAE) or Generative Adversarial Networks (GAN). The ability to draw synthetic i.i.d.…

Machine Learning · Computer Science 2021-02-19 Johan Leduc , Nicolas Grislain

Bootstrap is a useful tool for making statistical inference, but it may provide erroneous results under complex survey sampling. Most studies about bootstrap-based inference are developed under simple random sampling and stratified random…

Statistics Theory · Mathematics 2019-01-08 Zhonglei Wang , Jae Kwang Kim , Liuhua Peng

A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a…

Machine Learning · Statistics 2019-10-31 Victor Garcia Satorras , Zeynep Akata , Max Welling

We consider the issue of performing accurate small sample inference in beta autoregressive moving average model, which is useful for modeling and forecasting continuous variables that assumes values in the interval $(0,1)$. The inferences…

Computation · Statistics 2017-02-16 Bruna Gregory Palm , Fábio M. Bayer

For discrete-valued time series, predictive inference cannot be implemented through the construction of prediction intervals to some predetermined coverage level, as this is the case for real-valued time series. To address this problem, we…

Methodology · Statistics 2025-07-23 Maxime Faymonville , Carsten Jentsch , Efstathios Paparoditis

Generative models have recently achieved remarkable success and widespread adoption in society, yet they often struggle to generate realistic and accurate outputs. This challenge extends beyond language and vision into fields like…

Machine Learning · Computer Science 2024-12-03 Lyle Regenwetter , Giorgio Giannone , Akash Srivastava , Dan Gutfreund , Faez Ahmed

After learning a concept, humans are also able to continually generalize their learned concepts to new domains by observing only a few labeled instances without any interference with the past learned knowledge. In contrast, learning…

Machine Learning · Computer Science 2019-09-10 Mohammad Rostami , Soheil Kolouri , James McClelland , Praveen Pilly

Counterfactual instances offer human-interpretable insight into the local behaviour of machine learning models. We propose a general framework to generate sparse, in-distribution counterfactual model explanations which match a desired…

Machine Learning · Computer Science 2021-01-26 Arnaud Van Looveren , Janis Klaise , Giovanni Vacanti , Oliver Cobb

Humans rely on effective representations to learn from few examples and abstract useful information from sensory data. Inducing such representations in machine learning models has been shown to improve their performance on various…

Machine Learning · Computer Science 2025-02-03 Raja Marjieh , Sreejan Kumar , Declan Campbell , Liyi Zhang , Gianluca Bencomo , Jake Snell , Thomas L. Griffiths

Generative neural samplers are probabilistic models that implement sampling using feedforward neural networks: they take a random input vector and produce a sample from a probability distribution defined by the network weights. These models…

Machine Learning · Statistics 2016-06-03 Sebastian Nowozin , Botond Cseke , Ryota Tomioka

Modeling lies at the core of both the financial and the insurance industry for a wide variety of tasks. The rise and development of machine learning and deep learning models have created many opportunities to improve our modeling toolbox.…

Machine Learning · Computer Science 2023-01-04 Yves-Cédric Bauwelinckx , Jan Dhaene , Tim Verdonck , Milan van den Heuvel

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Methodology · Statistics 2025-11-07 Edoardo Marcelli , Sean O'Hagan , Veronika Rockova

We establish the validity of bootstrap methods for empirical likelihood (EL) inference under the density ratio model (DRM). In particular, we prove that the bootstrap maximum EL estimators share the same limiting distribution as their…

Statistics Theory · Mathematics 2025-10-24 Weiwei Zhuang , Weiqi Yang , Jiahua Chen

The problem of model collapse has presented new challenges in iterative training of generative models, where such training with synthetic data leads to an overall degradation of performance. This paper looks at the problem from a…

Machine Learning · Statistics 2026-02-19 Soham Bakshi , Sunrit Chakraborty

Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…

Machine Learning · Computer Science 2024-12-17 Giorgio Morales , John Sheppard

This paper introduces new methods for constructing prediction intervals using quantile-based techniques. The procedures are developed for both classical (homoscedastic) autoregressive models and modern quantile autoregressive models. They…

Methodology · Statistics 2025-12-29 Silvia Novo , César Sánchez-Sellero

With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…

Methodology · Statistics 2022-04-08 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan
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