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 Bayesian Inference


Shared Keyboard: An improved Bayesian design for phase I clinical trials via Beta kernel process

arXiv.org Machine Learning

Model-assisted interval designs such as the Keyboard design are transparent and easy to implement in phase I oncology trials. However, interim decisions based solely on data from the current dose may overlook informative signals from neighbouring doses, leading to unnecessary escalation or de-escalation. We propose the shared Keyboard design, a Bayesian model-assisted design that replaces the independent beta--binomial updating scheme at each dose with a posterior induced by a Beta kernel process using kernel-weighted pseudo-counts. The design preserves the decision structure of the Keyboard design while enabling controlled borrowing across nearby doses. To prioritise overdose control, we propose an asymmetric kernel that assigns greater weight to toxicities observed at higher doses during escalation. We further extend the proposed design to accommodate adaptive dose insertion when the initial dose grid is inadequate and time-to-event outcomes when late-onset toxicities are present. Extensive simulation studies demonstrate substantial improvements in both accuracy and safety for identifying the maximum tolerated dose. In settings involving dose insertion, the proposed design identifies inserted target doses more effectively than adaptive dose modification while maintaining a comparable modification rate.


On the Epistemic Uncertainty of Overparametrized Neural Networks

arXiv.org Machine Learning

Epistemic uncertainty is often viewed as a reducible uncertainty that vanishes with increasing data. This perspective implicitly assumes parameter identifiability and equates epistemic uncertainty with predictive variability. In overparametrized neural networks, however, model parameters are typically non-identifiable due to symmetries and redundant representations. As a consequence, substantial parameter uncertainty can persist even when the underlying function is fully identified. In this work, we analyze epistemic uncertainty through the lens of non-identifiability and characterize both discrete and continuous sources of residual uncertainty. Focusing on one-hidden-layer ReLU networks, we thoroughly analyze the resulting posterior structure and validate our theoretical insights through empirical studies.


Diffusion-based Denoising Beats Vanilla Score Matching in Parameter Estimation: A Theoretical Explanation

arXiv.org Machine Learning

Score matching is an alternative to maximum likelihood estimation when the normalizing constant is unknown or too costly to evaluate. However, vanilla score matching has shown to be inefficient relative to maximum likelihood estimation for multimodal distributions with well-separated modes, which are commonly encountered in practical applications. We compare a novel diffusion-based denoising score matching estimator (DDSME) to the vanilla score matching estimator (SME) in this scenario. In particular, we prove statistical guarantees for both estimators, showing that the error bound for the vanilla SME worsens when the separation between the modes increases, which can be avoided in case of the DDSME with suitable hyperparameter tuning. This provides a novel theoretical explanation for the superior behavior of diffusion-based score matching over the vanilla version.


Uncertainty-aware classification and triage of structural heart disease using electrocardiography and echocardiography metrics

arXiv.org Machine Learning

Machine learning methods provide a methodological innovation that can help screen for cardiovascular disease through noninvasive and readily available measurement modalities. Recent investments in using electrocardiogram (ECG) data to screen for structural heart disease (SHD) are one example, where ECGs provide a low-cost, available modality for screening. This has led to the EchoNext dataset, a paired ECG-echocardiogram data repository for testing new methods of SHD detection. However, relatively few studies have investigated how more probabilistic classification through Bayesian inference may improve uncertainty quantification in this setting. Moreover, few studies have considered how triage systems can be developed to alleviate healthcare bottlenecks, such as the review of data from underserved, rural clinics by expert sonographers for SHD assessment. In this study, we leverage existing ECG-echocardiogram data to compare frequentist and Bayesian neural network classifiers. We show that the Bayesian approach is comparable or better than frequentist methods in SHD classification, and that they have a more robust uncertainty quantification attached to them. We provide an example of how this uncertainty-aware classification scheme can be used for screening SHD, providing a proof-of-concept for how machine learning can help with triage in getting individuals expert sonographer input when SHD is highly likely or measurements are highly uncertain.


LLM Sparsity Prior for Robust Feature Selection

arXiv.org Machine Learning

Large language models (LLMs) offer a scalable mechanism to elicit domain-informed prior information for high-dimensional variable selection. However, existing methods such as LLM-Lasso are sensitive to weight quality, with performance degrading substantially when LLM-generated weights are inaccurate. To address this challenge, we first introduce a framework for quantifying the quality of LLM-generated weights, enabling rigorous evaluation of LLM-informed methods across varying weight regimes. We then propose the LLM Sparsity Prior (LSP), which integrates LLM-generated weights into the prior inclusion probabilities of Spike-and-Slab and Spike-and-Slab Lasso models via two interpretable hyperparameters governing global sparsity and weight concentration. Hierarchical hyperpriors on these parameters allow the model to dynamically discount uninformative or misleading weights, improving robustness without sacrificing gains when weights are accurate. Finally, we develop principled prompt engineering strategies and validate the method on a private medical dataset studying Acute Kidney Injury. LSP improves prediction accuracy and identifies clinically relevant features missed by the baselines, with robustness to prompt variation and particular effectiveness in low-data regimes.


Dirichlet-Based Monte Carlo Dropout for Uncertainty Estimation in Neural Networks

arXiv.org Machine Learning

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits scalability. Monte Carlo (MC) Dropout, initially introduced as a regularization technique, has been shown to approximate Bayesian inference by enabling probabilistic modeling through multiple stochastic forward passes. In this work, we enhance uncertainty estimation in deep learning by integrating a Dirichlet-based framework within MC Dropout. Specifically, we leverage the formulation proposed by Sensoy et al. (2018), where class probabilities are modeled using a Dirichlet distribution, allowing for a more informative uncertainty representation. The proposed approach maintains the computational efficiency of MC Dropout while improving the quality of uncertainty estimates. We discuss the theoretical foundations of our method and compare it with existing uncertainty quantification techniques. The results highlight the effectiveness of the proposed method in producing well-calibrated uncertainty estimates, offering a practical solution for uncertainty-aware deep learning models.


Entrywise Error Bounds for Spectral Ranking with Semi-Random Adversaries

arXiv.org Machine Learning

Bradley-Terry-Luce (BTL) model estimation is a well-established strategy to rank a collection of items given a dataset of pairwise comparisons. Although the theoretical performance of BTL estimation methods, such as spectral and maximum likelihood estimation, is well studied in the regime of uniformly sampled graphs, generalizing such results to a wider class of random graphs has proved challenging. In this work, we investigate the entry-wise error of spectral algorithms against a semi-random adversary that can arbitrarily boost the sampling probabilities of certain edges. We find that the performance of the unweighted spectral method is heavily dependent on the spectral properties of the generated graph. Furthermore, we show that asymptotic performance approaching that of uniformly sampled graphs can be recovered by appropriately reweighting the observed edges to counteract the adversary and restore the spectral gap. Finally, we provide numerical simulations that support our theoretical findings.


On the Stability of Spherical Hellinger-Kantorovich Flows and Their Implications for Differential Privacy

arXiv.org Machine Learning

We consider the problem of sampling from an unnormalized Boltzmann/ Gibbs density, ฯ€(ฮธ) exp V(ฮธ),ฮธ ฮ˜ Rd, where the normalization constant is unknown (and/or intractable) and only the potential function V (and typically its derivatives) can be evaluated. This problem arises across various domains in Bayesian inference, statistical physics, and modern machine learning. A common variational perspective on sampling is to characterize the target distribution ฯ€ as the unique minimizer of a functional (typically a divergence functional) over the space of probability measures. From this viewpoint, sampling can be formulated as evolving an initial distribution ฯ0 toward ฯ€ via the gradient flow of this functional under a suitable geometric structure on the space of probability measures. In this paper, we focus on a gradient flow based sampling methodology built from the spherical Hellinger Kantorovich (SHK), also known as the Wasserstein Fisher Rao (WFR), geometry on the space of probability measures (Kondratyev and Vorotnikov, 2019; Liero et al., 2018; Chizat et al., 2015). When the variational objective is the exclusive KL divergence ฯ 7 KL(ฯ ฯ€), the SHK gradient flow generates a time-indexed family of marginals {ฯt}t 0 (initialized at ฯ0 P2(ฮ˜)) that evolves according to the continuity reaction equation (4). This evolution is equivalent to the birth-death Langevin dynamics introduced in Lu et al. (2019) .


MMD-Balls as Credal Sets: A PAC-Bayesian Framework for Epistemic Uncertainty in Test-Time Adaptation

arXiv.org Machine Learning

Reliable deployment of machine learning models requires reasoning under epistemic uncertainty--the ability to recognize when the operating distribution has shifted beyond the scope of what was encountered during training. This challenge is central to test-time adaptation (TTA), a paradigm in which a model pretrained on source distribution Ps receives unlabeled data from a target distribution Pt = Ps at deployment time. Existing TTA methods (Wang et al., 2021; Niu et al., 2023; Zhang et al., 2022a; Yuan et al., 2023; Su et al., 2022) improve accuracy under distribution shift by adapting model parameters using statistics computed from test batches, but they provide no formal guarantees about when predictions should be trusted or how much risk degrades as a function of shift magnitude. This gap is particularly concerning in safety-critical applications such as autonomous driving, medical imaging, and financial risk assessment, where a model that silently degrades under distribution shift can cause significant harm. The inability to quantify how wrong a model's predictions might be in an unseen environment fundamentally limits its trustworthy deployment.


Targeted maximum likelihood estimation of vaccine effectiveness and immune correlates in test-negative design studies with missing data

arXiv.org Machine Learning

The test-negative design (TND) is a resource-efficient observational study design that can assess vaccine effectiveness and exposure-proximal immune correlates of disease. The TND enrolls symptomatic individuals seeking diagnostic testing and compares case status by an exposure variable, such as vaccination status or immune marker level, that is measured at testing. While the TND reduces confounding by healthcare-seeking behavior, other sources of confounding may remain. TND studies may also have missing data in the exposure variable due to incomplete records or two-phase sampling designs. We present a targeted maximum likelihood estimation approach involving a semiparametric logistic regression model that targets a causal conditional risk ratio of symptomatic disease in the healthcare-seeking population. Under causal and missing at random assumptions, our method produces an efficient, asymptotically linear estimator that provides flexible, data-driven confounding control and valid causal inference when analyzing TND studies with missing exposure variable data. We evaluate our method's finite sample properties using plasmode simulations of a two-phase TND immune correlates study. We also apply our method to assess COVID-19 vaccine effectiveness and antibody marker correlates of COVID-19 from TND study cohorts derived from the Moderna Coronavirus Efficacy phase 3 trial.