机器学习
This study proposes the General Bayes framework for policy learning. We consider decision problems in which a decision-maker chooses an action from an action set to maximize its expected welfare. Typical examples include treatment choice…
Algorithmic decisions about individuals require predictions that are not only accurate but also fair with respect to sensitive attributes such as gender and race. Causal notions of fairness align with legal requirements, yet many methods…
We study the statistical complexity of estimating partition functions given sample access to a proposal distribution and an unnormalized density ratio for a target distribution. While partition function estimation is a classical problem,…
Deep generative models (DGMs) compress high-dimensional data but often entangle distinct physical factors in their latent spaces. We present an auxiliary-variable-guided framework for disentangling representations of thermal…
We investigate Stochastic Mirror Descent (SMD) with matrix parameters and vector-valued predictions, a framework relevant to multi-class classification and matrix completion problems. Focusing on the overparameterized regime, where the…
Wasserstein-Fisher-Rao (WFR) gradient flows have been recently proposed as a powerful sampling tool that combines the advantages of pure Wasserstein (W) and pure Fisher-Rao (FR) gradient flows. Existing algorithmic developments implicitly…
We present FLOP (Fast Learning of Order and Parents), a score-based causal discovery algorithm for linear models. It pairs fast parent selection with iterative Cholesky-based score updates, cutting run-times over prior algorithms. This…
Independent Component Analysis (ICA) uses a measure of non-Gaussianity to identify latent sources from data and estimate their mixing coefficients (Shimizu et al., 2006). Meanwhile, higher-order Orthogonal Machine Learning (OML) exploits…
Many real-world classification problems, such as plant identification, have extremely long-tailed class distributions. In order for prediction sets to be useful in such settings, they should (i) provide good class-conditional coverage,…
Integrative analysis of multiple heterogeneous datasets has become standard practice in many research fields, especially in single-cell genomics and medical informatics. Existing approaches oftentimes suffer from limited power in capturing…
Deep learning methods achieve remarkable predictive performance in modeling complex, large-scale data. However, assessing the quality of derived models has become increasingly challenging, as more classical statistical assumptions may no…
Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…
We introduce kernel integrated $R^2$, a new measure of statistical dependence that combines the local normalization principle of the recently introduced integrated $R^2$ with the flexibility of reproducing kernel Hilbert spaces (RKHSs). The…
We study wide Bayesian neural networks focusing on the rare but statistically dominant fluctuations that govern posterior concentration, beyond Gaussian-process limits. Large-deviation theory provides explicit variational objectives-rate…
Amortized Bayesian Inference (ABI) enables efficient posterior estimation using generative neural networks trained on simulated data, but often suffers from performance degradation under model misspecification. While self-consistency (SC)…
In this work, we study scaling limits of shallow Bayesian neural networks (BNNs) via their connection to Gaussian processes (GPs), with an emphasis on statistical modeling, identifiability, and scalable inference. We first establish a…
Gradient-boosted decision trees are among the strongest off-the-shelf predictors for tabular regression, but point predictions alone do not quantify uncertainty. Conformal prediction provides distribution-free marginal coverage, yet split…
In safety-critical classification, the cost of failure is often asymmetric, yet Bayesian deep learning summarises epistemic uncertainty with a single scalar, mutual information (MI), that cannot distinguish whether a model's ignorance…
Low-precision training is critical for optimizing the trade-off between model quality and training costs, necessitating the joint allocation of model size, dataset size, and numerical precision. While empirical scaling laws suggest that…
Sampling from unnormalized target distributions is a fundamental yet challenging task in machine learning and statistics. Existing sampling algorithms typically require many iterative steps to produce high-quality samples, leading to high…