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 Bayesian Inference


Robust low-rank estimation with multiple binary responses using pairwise AUC loss

arXiv.org Machine Learning

Multiple binary responses arise in many modern data-analytic problems. Although fitting separate logistic regressions for each response is computationally attractive, it ignores shared structure and can be statistically inefficient, especially in high-dimensional and class-imbalanced regimes. Low-rank models offer a natural way to encode latent dependence across tasks, but existing methods for binary data are largely likelihood-based and focus on pointwise classification rather than ranking performance. In this work, we propose a unified framework for learning with multiple binary responses that directly targets discrimination by minimizing a surrogate loss for the area under the ROC curve (AUC). The method aggregates pairwise AUC surrogate losses across responses while imposing a low-rank constraint on the coefficient matrix to exploit shared structure. We develop a scalable projected gradient descent algorithm based on truncated singular value decomposition. Exploiting the fact that the pairwise loss depends only on differences of linear predictors, we simplify computation and analysis. We establish non-asymptotic convergence guarantees, showing that under suitable regularity conditions, leading to linear convergence up to the minimax-optimal statistical precision. Extensive simulation studies demonstrate that the proposed method is robust in challenging settings such as label switching and data contamination and consistently outperforms likelihood-based approaches.


Sampling via Stochastic Interpolants by Langevin-based Velocity and Initialization Estimation in Flow ODEs

arXiv.org Machine Learning

We propose a novel method for sampling from unnormalized Boltzmann densities based on a probability-flow ordinary differential equation (ODE) derived from linear stochastic interpolants. The key innovation of our approach is the use of a sequence of Langevin samplers to enable efficient simulation of the flow. Specifically, these Langevin samplers are employed (i) to generate samples from the interpolant distribution at intermediate times and (ii) to construct, starting from these intermediate times, a robust estimator of the velocity field governing the flow ODE. For both applications of the Langevin diffusions, we establish convergence guarantees. Extensive numerical experiments demonstrate the efficiency of the proposed method on challenging multimodal distributions across a range of dimensions, as well as its effectiveness in Bayesian inference tasks.


Structural Dimension Reduction in Bayesian Networks

arXiv.org Machine Learning

This work introduces a novel technique, named structural dimension reduction, to collapse a Bayesian network onto a minimum and localized one while ensuring that probabilistic inferences between the original and reduced networks remain consistent. To this end, we propose a new combinatorial structure in directed acyclic graphs called the directed convex hull, which has turned out to be equivalent to their minimum localized Bayesian networks. An efficient polynomial-time algorithm is devised to identify them by determining the unique directed convex hulls containing the variables of interest from the original networks. Experiments demonstrate that the proposed technique has high dimension reduction capability in real networks, and the efficiency of probabilistic inference based on directed convex hulls can be significantly improved compared with traditional methods such as variable elimination and belief propagation algorithms. The code of this study is open at \href{https://github.com/Balance-H/Algorithms}{https://github.com/Balance-H/Algorithms} and the proofs of the results in the main body are postponed to the appendix.


Variational Approximations for Robust Bayesian Inference via Rho-Posteriors

arXiv.org Machine Learning

The $ฯ$-posterior framework provides universal Bayesian estimation with explicit contamination rates and optimal convergence guarantees, but has remained computationally difficult due to an optimization over reference distributions that precludes intractable posterior computation. We develop a PAC-Bayesian framework that recovers these theoretical guarantees through temperature-dependent Gibbs posteriors, deriving finite-sample oracle inequalities with explicit rates and introducing tractable variational approximations that inherit the robustness properties of exact $ฯ$-posteriors. Numerical experiments demonstrate that this approach achieves theoretical contamination rates while remaining computationally feasible, providing the first practical implementation of $ฯ$-posterior inference with rigorous finite-sample guarantees.


Inference-Time Alignment for Diffusion Models via Doob's Matching

arXiv.org Machine Learning

Inference-time alignment for diffusion models aims to adapt a pre-trained diffusion model toward a target distribution without retraining the base score network, thereby preserving the generative capacity of the base model while enforcing desired properties at the inference time. A central mechanism for achieving such alignment is guidance, which modifies the sampling dynamics through an additional drift term. In this work, we introduce Doob's matching, a novel framework for guidance estimation grounded in Doob's $h$-transform. Our approach formulates guidance as the gradient of logarithm of an underlying Doob's $h$-function and employs gradient-penalized regression to simultaneously estimate both the $h$-function and its gradient, resulting in a consistent estimator of the guidance. Theoretically, we establish non-asymptotic convergence rates for the estimated guidance. Moreover, we analyze the resulting controllable diffusion processes and prove non-asymptotic convergence guarantees for the generated distributions in the 2-Wasserstein distance.


LLM Flow Processes for Text-Conditioned Regression

arXiv.org Machine Learning

Meta-learning methods for regression like Neural (Diffusion) Processes achieve impressive results, but with these models it can be difficult to incorporate expert prior knowledge and information contained in metadata. Large Language Models (LLMs) are trained on giant corpora including varied real-world regression datasets alongside their descriptions and metadata, leading to impressive performance on a range of downstream tasks. Recent work has extended this to regression tasks and is able to leverage such prior knowledge and metadata, achieving surprisingly good performance, but this still rarely matches dedicated meta-learning methods. Here we introduce a general method for sampling from a product-of-experts of a diffusion or flow matching model and an `expert' with binned probability density; we apply this to combine neural diffusion processes with LLM token probabilities for regression (which may incorporate textual knowledge), exceeding the empirical performance of either alone.


Poisson Hyperplane Processes with Rectified Linear Units

arXiv.org Machine Learning

Neural networks have shown state-of-the-art performances in various classification and regression tasks. Rectified linear units (ReLU) are often used as activation functions for the hidden layers in a neural network model. In this article, we establish the connection between the Poisson hyperplane processes (PHP) and two-layer ReLU neural networks. We show that the PHP with a Gaussian prior is an alternative probabilistic representation to a two-layer ReLU neural network. In addition, we show that a two-layer neural network constructed by PHP is scalable to large-scale problems via the decomposition propositions. Finally, we propose an annealed sequential Monte Carlo algorithm for Bayesian inference. Our numerical experiments demonstrate that our proposed method outperforms the classic two-layer ReLU neural network. The implementation of our proposed model is available at https://github.com/ShufeiGe/Pois_Relu.git.


A Theoretical and Empirical Taxonomy of Imbalance in Binary Classification

arXiv.org Machine Learning

Class imbalance significantly degrades classification performance, yet its effects are rarely analyzed from a unified theoretical perspective. We propose a principled framework based on three fundamental scales: the imbalance coefficient $ฮท$, the sample--dimension ratio $ฮบ$, and the intrinsic separability $ฮ”$. Starting from the Gaussian Bayes classifier, we derive closed-form Bayes errors and show how imbalance shifts the discriminant boundary, yielding a deterioration slope that predicts four regimes: Normal, Mild, Extreme, and Catastrophic. Using a balanced high-dimensional genomic dataset, we vary only $ฮท$ while keeping $ฮบ$ and $ฮ”$ fixed. Across parametric and non-parametric models, empirical degradation closely follows theoretical predictions: minority Recall collapses once $\log(ฮท)$ exceeds $ฮ”\sqrtฮบ$, Precision increases asymmetrically, and F1-score and PR-AUC decline in line with the predicted regimes. These results show that the triplet $(ฮท,ฮบ,ฮ”)$ provides a model-agnostic, geometrically grounded explanation of imbalance-induced deterioration.


From Mice to Trains: Amortized Bayesian Inference on Graph Data

arXiv.org Machine Learning

Graphs arise across diverse domains, from biology and chemistry to social and information networks, as well as in transportation and logistics. Inference on graph-structured data requires methods that are permutation-invariant, scalable across varying sizes and sparsities, and capable of capturing complex long-range dependencies, making posterior estimation on graph parameters particularly challenging. Amortized Bayesian Inference (ABI) is a simulation-based framework that employs generative neural networks to enable fast, likelihood-free posterior inference. We adapt ABI to graph data to address these challenges to perform inference on node-, edge-, and graph-level parameters. Our approach couples permutation-invariant graph encoders with flexible neural posterior estimators in a two-module pipeline: a summary network maps attributed graphs to fixed-length representations, and an inference network approximates the posterior over parameters. In this setting, several neural architectures can serve as the summary network. In this work we evaluate multiple architectures and assess their performance on controlled synthetic settings and two real-world domains -- biology and logistics -- in terms of recovery and calibration.


Varying-Coefficient Mixture of Experts Model

arXiv.org Machine Learning

Mixture-of-Experts (MoE) is a flexible framework that combines multiple specialized submodels (``experts''), by assigning covariate-dependent weights (``gating functions'') to each expert, and have been commonly used for analyzing heterogeneous data. Existing statistical MoE formulations typically assume constant coefficients, for covariate effects within the expert or gating models, which can be inadequate for longitudinal, spatial, or other dynamic settings where covariate influences and latent subpopulation structure evolve across a known dimension. We propose a Varying-Coefficient Mixture of Experts (VCMoE) model that allows all coefficient effects in both the gating functions and expert models to vary along an indexing variable. We establish identifiability and consistency of the proposed model, and develop an estimation procedure, label-consistent EM algorithm, for both fully functional and hybrid specifications, along with the corresponding asymptotic distributions of the resulting estimators. For inference, simultaneous confidence bands are constructed using both asymptotic theory for the maximum discrepancy between the estimated functional coefficients and their true counterparts, and with bootstrap methods. In addition, a generalized likelihood ratio test is developed to examine whether a coefficient function is genuinely varying across the index variable. Simulation studies demonstrate good finite-sample performance, with acceptable bias and satisfactory coverage rates. We illustrate the proposed VCMoE model using a dataset of single nucleus gene expression in embryonic mice to characterize the temporal dynamics of the associations between the expression levels of genes Satb2 and Bcl11b across two latent cell subpopulations of neurons, yielding results that are consistent with prior findings.