Neural Information Processing Systems http://nips.cc/

Causal discovery across multiple datasets is often constrained by data privacy regulations and cross-site heterogeneity, limiting the use of conventional methods that require a single, centralized dataset. To address these challenges, we introduce fedCI, a federated conditional independence test that rigorously handles heterogeneous datasets with non-identical sets of variables, site-specific effects, and mixed variable types, including continuous, ordinal, binary, and categorical variables. At its core, fedCI uses a federated Iteratively Reweighted Least Squares (IRLS) procedure to estimate the parameters of generalized linear models underlying likelihood-ratio tests for conditional independence. Building on this, we develop fedCI-IOD, a federated extension of the Integration of Overlapping Datasets (IOD) algorithm, that replaces its meta-analysis strategy and enables, for the fist time, federated causal discovery under latent confounding across distributed and heterogeneous datasets. By aggregating evidence federatively, fedCI-IOD not only preserves privacy but also substantially enhances statistical power, achieving performance comparable to fully pooled analyses and mitigating artifacts from low local sample sizes. Our tools are publicly available as the fedCI Python package, a privacy-preserving R implementation of IOD, and a web application for the fedCI-IOD pipeline, providing versatile, user-friendly solutions for federated conditional independence testing and causal discovery.

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 assume access to detailed knowledge of the underlying causal graph, which is a demanding assumption in practice. We propose a learning framework that achieves interventional fairness by leveraging a causal graph over \textit{clusters of variables}, which is substantially easier to estimate than a variable-level graph. With possible \textit{adjustment cluster sets} identified from such a cluster causal graph, our framework trains a prediction model by reducing the worst-case discrepancy between interventional distributions across these sets. To this end, we develop a computationally efficient barycenter kernel maximum mean discrepancy (MMD) that scales favorably with the number of sensitive attribute values. Extensive experiments show that our framework strikes a better balance between fairness and accuracy than existing approaches, highlighting its effectiveness under limited causal graph knowledge.

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 functions-on predictors, providing an emerging notion of complexity and feature learning directly at the functional level. We show that the posterior output rate function is obtained by a joint optimization over predictors and internal kernels, in contrast with fixed-kernel (NNGP) theory. Numerical experiments demonstrate that the resulting predictions accurately describe finite-width behavior for moderately sized networks, capturing non-Gaussian tails, posterior deformation, and data-dependent kernel selection effects.

This paper considers a non-standard problem of generating samples from a low-temperature Gibbs distribution with \emph{constrained} support, when some of the coordinates of the mode lie on the boundary. These coordinates are referred to as the non-regular part of the model. We show that in a ``pre-asymptotic'' regime in which the limiting Laplace approximation is not yet valid, the low-temperature Gibbs distribution concentrates on a neighborhood of its mode. Within this region, the distribution is a bounded perturbation of a product measure: a strongly log-concave distribution in the regular part and a one-dimensional exponential-type distribution in each coordinate of the non-regular part. Leveraging this structure, we provide a non-asymptotic sampling guarantee by analyzing the spectral gap of Langevin dynamics. Key examples of low-temperature Gibbs distributions include Bayesian posteriors, and we demonstrate our results on three canonical examples: a high-dimensional logistic regression model, a Poisson linear model, and a Gaussian mixture model.

Credal predictors are models that are aware of epistemic uncertainty and produce a convex set of probabilistic predictions. They offer a principled way to quantify predictive epistemic uncertainty (EU) and have been shown to improve model robustness in various settings. However, most state-of-the-art methods mainly define EU as disagreement caused by random training initializations, which mostly reflects sensitivity to optimization randomness rather than uncertainty from deeper sources. To address this, we define EU as disagreement among models trained with varying relaxations of the i.i.d. assumption between training and test data. Based on this idea, we propose CreDRO, which learns an ensemble of plausible models through distributionally robust optimization. As a result, CreDRO captures EU not only from training randomness but also from meaningful disagreement due to potential distribution shifts between training and test data. Empirical results show that CreDRO consistently outperforms existing credal methods on tasks such as out-of-distribution detection across multiple benchmarks and selective classification in medical applications.

Bayesian inference for inverse problems involves computing expectations under posterior distributions -- e.g., posterior means, variances, or predictive quantities -- typically via Monte Carlo (MC) estimation. When the quantity of interest varies significantly under the posterior, accurate estimates demand many samples -- a cost often prohibitive for partial differential equation-constrained problems. To address this challenge, we introduce conditional neural control variates, a modular method that learns amortized control variates from joint model-data samples to reduce the variance of MC estimators. To scale to high-dimensional problems, we leverage Stein's identity to design an architecture based on an ensemble of hierarchical coupling layers with tractable Jacobian trace computation. Training requires: (i) samples from the joint distribution of unknown parameters and observed data; and (ii) the posterior score function, which can be computed from physics-based likelihood evaluations, neural operator surrogates, or learned generative models such as conditional normalizing flows. Once trained, the control variates generalize across observations without retraining. We validate our approach on stylized and partial differential equation-constrained Darcy flow inverse problems, demonstrating substantial variance reduction, even when the analytical score is replaced by a learned surrogate.

Stochastic network models play a central role across a wide range of scientific disciplines, and questions of statistical inference arise naturally in this context. In this paper we investigate goodness-of-fit and two-sample testing procedures for statistical networks based on the principle of maximum entropy (MaxEnt). Our approach formulates a constrained entropy-maximization problem on the space of networks, subject to prescribed structural constraints. The resulting test statistics are defined through the Lagrange multipliers associated with the constrained optimization problem, which, to our knowledge, is novel in the statistical networks literature. We establish consistency in the classical regime where the number of vertices is fixed. We then consider asymptotic regimes in which the graph size grows with the sample size, developing tests for both dense and sparse settings. In the dense case, we analyze exponential random graph models (ERGM) (including the Erdös-Rènyi models), while in the sparse regime our theory applies to Erd{ö}s-R{è}nyi graphs. Our analysis leverages recent advances in nonlinear large deviation theory for random graphs. We further show that the proposed Lagrange-multiplier framework connects naturally to classical score tests for constrained maximum likelihood estimation. The results provide a unified entropy-based framework for network model assessment across diverse growth regimes.

Mobile data technologies use ``actigraphs'' to furnish information on health variables as a function of a subject's movement. The advent of wearable devices and related technologies has propelled the creation of health databases consisting of human movement data to conduct research on mobility patterns and health outcomes. Statistical methods for analyzing high-resolution actigraph data depend on the specific inferential context, but the advent of Artificial Intelligence (AI) frameworks require that the methods be congruent to transfer learning and amortization. This article devises amortized Bayesian inference for actigraph time sheets. We pursue a Bayesian approach to ensure full propagation of uncertainty and its quantification using a hierarchical dynamic linear model. We build our analysis around actigraph data from the Physical Activity through Sustainable Transport Approaches in Los Angeles (PASTA-LA) study conducted by the Fielding School of Public Health in the University of California, Los Angeles. Apart from achieving probabilistic imputation of actigraph time sheets, we are also able to statistically learn about the time-varying impact of explanatory variables on the magnitude of acceleration (MAG) for a cohort of subjects.

We develop a Coordinate Ascent Variational Inference (CAVI) algorithm for Bayesian Mixed Data Sampling (MIDAS) regression with linear weight parameterizations. The model separates impact coeffcients from weighting function parameters through a normalization constraint, creating a bilinear structure that renders generic Hamiltonian Monte Carlo samplers unreliable while preserving conditional conjugacy exploitable by CAVI. Each variational update admits a closed-form solution: Gaussian for regression coefficients and weight parameters, Inverse-Gamma for the error variance. The algorithm propagates uncertainty across blocks through second moments, distinguishing it from naive plug-in approximations. In a Monte Carlo study spanning 21 data-generating configurations with up to 50 predictors, CAVI produces posterior means nearly identical to a block Gibbs sampler benchmark while achieving speedups of 107x to 1,772x (Table 9). Generic automatic differentiation VI (ADVI), by contrast, produces bias 714 times larger while being orders of magnitude slower, confirming the value of model-specific derivations. Weight function parameters maintain excellent calibration (coverage above 92%) across all configurations. Impact coefficient credible intervals exhibit the underdispersion characteristic of mean-field approximations, with coverage declining from 89% to 55% as the number of predictors grows a documented trade-off between speed and interval calibration that structured variational methods can address. An empirical application to realized volatility forecasting on S&P 500 daily returns cofirms that CAVI and Gibbs sampling yield virtually identical point forecasts, with CAVI completing each monthly estimation in under 10 milliseconds.