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Bivariate Causal Discovery Using Rate-Distortion MDL: An Information Dimension Approach

Brogueira, Tiago, Figueiredo, Mário A. T.

arXiv.org Machine Learning

Approaches to bivariate causal discovery based on the minimum description length (MDL) principle approximate the (uncomputable) Kolmogorov complexity of the models in each causal direction, selecting the one with the lower total complexity. The premise is that nature's mechanisms are simpler in their true causal order. Inherently, the description length (complexity) in each direction includes the description of the cause variable and that of the causal mechanism. In this work, we argue that current state-of-the-art MDL-based methods do not correctly address the problem of estimating the description length of the cause variable, effectively leaving the decision to the description length of the causal mechanism. Based on rate-distortion theory, we propose a new way to measure the description length of the cause, corresponding to the minimum rate required to achieve a distortion level representative of the underlying distribution. This distortion level is deduced using rules from histogram-based density estimation, while the rate is computed using the related concept of information dimension, based on an asymptotic approximation. Combining it with a traditional approach for the causal mechanism, we introduce a new bivariate causal discovery method, termed rate-distortion MDL (RDMDL). We show experimentally that RDMDL achieves competitive performance on the Tübingen dataset. All the code and experiments are publicly available at github.com/tiagobrogueira/Causal-Discovery-In-Exchangeable-Data.


The Generalised Kernel Covariance Measure

Bergen, Luca, Sejdinovic, Dino, Didelez, Vanessa

arXiv.org Machine Learning

We consider the problem of conditional independence (CI) testing and adopt a kernel-based approach. Kernel-based CI tests embed variables in reproducing kernel Hilbert spaces, regress their embeddings on the conditioning variables, and test the resulting residuals for marginal independence. This approach yields tests that are sensitive to a broad range of conditional dependencies. Existing methods, however, rely heavily on kernel ridge regression, which is computationally expensive when properly tuned and yields poorly calibrated tests when left untuned, which limits their practical usefulness. We propose the Generalised Kernel Covariance Measure (GKCM), a regression-model-agnostic kernel-based CI test that accommodates a broad class of regression estimators. Building on the Generalised Hilbertian Covariance Measure framework (Lundborg et al., 2022), we characterise conditions under which GKCM satisfies uniform asymptotic level guarantees. In simulations, GKCM paired with tree-based regression models frequently outperforms state-of-the-art CI tests across a diverse range of data-generating processes, achieving better type I error control and competitive or superior power.


Bridging the Gap Between Climate Science and Machine Learning in Climate Model Emulation

Schmidt, Luca, Effenberger, Nina

arXiv.org Machine Learning

While climate models provide insights for climate decision-making, their use is constrained by significant computational and technical demands. Although machine learning (ML) emulators offer a way to bypass the high computational costs, their effective use remains challenging. The hurdles are diverse, ranging from limited accessibility and a lack of specialized knowledge to a general mistrust of ML methods that are perceived as insufficiently physical. Here, we introduce a framework to overcome these barriers by integrating both climate science and machine learning perspectives. We find that designing easy-to-adopt emulators that address a clearly defined task and demonstrating their reliability offers a promising path for bridging the gap between our two fields.


Predictive Uncertainty in Short-Term PV Forecasting under Missing Data: A Multiple Imputation Approach

Pashmchi, Parastoo, Benoit, Jérôme, Kanagawa, Motonobu

arXiv.org Machine Learning

Missing values are common in photovoltaic (PV) power data, yet the uncertainty they induce is not propagated into predictive distributions. We develop a framework that incorporates missing-data uncertainty into short-term PV forecasting by combining stochastic multiple imputation with Rubin's rule. The approach is model-agnostic and can be integrated with standard machine-learning predictors. Empirical results show that ignoring missing-data uncertainty leads to overly narrow prediction intervals. Accounting for this uncertainty improves interval calibration while maintaining comparable point prediction accuracy. These results demonstrate the importance of propagating imputation uncertainty in data-driven PV forecasting.


Scalable Simulation-Based Model Inference with Test-Time Complexity Control

Gloeckler, Manuel, Manzano-Patrón, J. P., Sotiropoulos, Stamatios N., Schröder, Cornelius, Macke, Jakob H.

arXiv.org Machine Learning

Simulation plays a central role in scientific discovery. In many applications, the bottleneck is no longer running a simulator; it is choosing among large families of plausible simulators, each corresponding to different forward models/hypotheses consistent with observations. Over large model families, classical Bayesian workflows for model selection are impractical. Furthermore, amortized model selection methods typically hard-code a fixed model prior or complexity penalty at training time, requiring users to commit to a particular parsimony assumption before seeing the data. We introduce PRISM, a simulation-based encoder-decoder that infers a joint posterior over both discrete model structures and associated continuous parameters, while enabling test-time control of model complexity via a tunable model prior that the network is conditioned on. We show that PRISM scales to families with combinatorially many (up to billions) of model instantiations on a synthetic symbolic regression task. As a scientific application, we evaluate PRISM on biophysical modeling for diffusion MRI data, showing the ability to perform model selection across several multi-compartment models, on both synthetic and in vivo neuroimaging data.




Bayesian Quadrature: Gaussian Processes for Integration

Mahsereci, Maren, Karvonen, Toni

arXiv.org Machine Learning

Bayesian quadrature is a probabilistic, model-based approach to numerical integration, the estimation of intractable integrals, or expectations. Although Bayesian quadrature was popularised already in the 1980s, no systematic and comprehensive treatment has been published. The purpose of this survey is to fill this gap. We review the mathematical foundations of Bayesian quadrature from different points of view; present a systematic taxonomy for classifying different Bayesian quadrature methods along the three axes of modelling, inference, and sampling; collect general theoretical guarantees; and provide a controlled numerical study that explores and illustrates the effect of different choices along the axes of the taxonomy. We also provide a realistic assessment of practical challenges and limitations to application of Bayesian quadrature methods and include an up-to-date and nearly exhaustive bibliography that covers not only machine learning and statistics literature but all areas of mathematics and engineering in which Bayesian quadrature or equivalent methods have seen use.



Neural Localizer Fields for Continuous 3D Human Pose and Shape Estimation

Neural Information Processing Systems

T o this end, we propose a simple yet powerful paradigm for seamlessly unifying different human pose and shape-related tasks and datasets. Our formulation is centered on the ability - both at training and test time - to query any arbitrary point of the human volume, and obtain its estimated location in 3D. We achieve this by learning a continuous neural field of body point localizer functions, each of which is a differently parameterized 3D heatmap-based convolutional point localizer (detector).