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 Uncertainty


Targeted Maximum Likelihood Learning: An Optimization Perspective

Neural Information Processing Systems

Targeted maximum likelihood estimation (TMLE) is a widely used debiasing algorithm for plug-in estimation. While its statistical guarantees, such as double robustness and asymptotic efficiency, are well-studied, the convergence properties of TMLE as an iterative optimization scheme have remained underexplored. To bridge this gap, we study TMLE's iterative updates through an optimization-theoretic lens, establishing global convergence under standard assumptions and regularity conditions. We begin by providing the first complete characterization of different stopping criteria and their relationship to convergence in TMLE. Next, we provide geometric insights.


Distributed mediation analysis with communication-efficiency

Neural Information Processing Systems

We study the mediation analysis under the distributed framework, where data are stored and processed across different worker machines due to storage limitations or privacy concerns. Building upon the classic Sobel's test and MaxP test, we introduce the distributed Sobel's test and distributed MaxP test, respectively. These tests are both communication-efficient and easy to implement. Theoretical analysis and numerical experiments show that, compared to the global test obtained by pooling all data together, the proposed tests achieve nearly identical power, independent of the number of machines. Furthermore, based on these two distributed test statistics, many enhanced mediation tests derived from the Sobel's or MaxP tests can be easily adapted to the distributed system. We apply our method to an educational study, testing whether the effect of high school mathematics on college-level Probability and Mathematical Statistics courses is mediated by Calculus. Our method successfully detects the mediation effect, which would not be identifiable using data from only the first or second class, highlighting the advantage of our approach.


DSCS: Fast CPDAG-Based Verification of Collapsible Submodels in High-Dimensional Bayesian Networks

Neural Information Processing Systems

Bayesian networks (BNs), represented by directed acyclic graphs (DAGs), provide a principled framework for modeling complex dependencies among random variables. As data dimensionality increases into the tens of thousands, fitting and marginalizing a full BN becomes computationally prohibitive--particularly when inference is only needed for a small subset of variables. Estimation-collapsibility addresses this challenge by ensuring that directly fitting a submodel, obtained by ignoring non-essential variables, still yields exact inference on target variables. However, current DAG-based criterion for checking estimation-collapsibility is computationally intensive, involving exhaustive vertex searches and iterative removals. Additionally, practical applications typically identify the underlying DAG only up to its Markov equivalence class, represented by a completed partially directed acyclic graph (CPDAG). To bridge this gap, we introduce sequential c-simplicial sets--a novel graphical characterization of estimation-collapsibility directly applicable to CPDAGs. We further propose DSCS, a computationally efficient algorithm for verifying estimation-collapsibility within CPDAG framework that scales effectively to high-dimensional BNs. Extensive numerical experiments demonstrate the practicality, scalability, and efficiency of our proposed approach.


Learning Personalized Ad Impact via Contextual Reinforcement Learning under Delayed Rewards

Neural Information Processing Systems

Online advertising platforms use automated auctions to connect advertisers with potential customers, requiring effective bidding strategies to maximize profits. Accurate ad impact estimation requires considering three key factors: delayed and long-term effects, cumulative ad impacts such as reinforcement or fatigue, and customer heterogeneity. However, these effects are often not jointly addressed in previous studies. To capture these factors, we model ad bidding as a Contextual Markov Decision Process (CMDP) with delayed Poisson rewards. For efficient estimation, we propose a two-stage maximum likelihood estimator combined with data-splitting strategies, ensuring controlled estimation error based on the first-stage estimator's (in)accuracy. Building on this, we design a reinforcement learning algorithm to derive efficient personalized bidding strategies. This approach achieves a near-optimal regret bound of O(dH2 T), where d is the contextual dimension, H is the number of rounds, and T is the number of customers. Our theoretical findings are validated by simulation experiments.


Integral Imprecise Probability Metrics

Neural Information Processing Systems

Quantifying differences between probability distributions is fundamental to statistics and machine learning, primarily for comparing statistical uncertainty. In contrast, epistemic uncertainty--due to incomplete knowledge--requires richer representations than those offered by classical probability. Imprecise probability (IP) theory offers such models, capturing ambiguity and partial belief. This has driven growing interest in imprecise probabilistic machine learning (IPML), where inference and decision-making rely on broader uncertainty models--highlighting the need for metrics beyond classical probability. This work introduces the Integral Imprecise Probability Metric (IIPM) framework, a Choquet integral-based generalisation of classical Integral Probability Metrics (IPMs) to the setting of capacities--a broad class of IP models encompassing many existing ones, including lower probabilities, probability intervals, belief functions, and more. Theoretically, we establish conditions under which IIPM serves as a valid metric and metrises a form of weak convergence of capacities. Practically, IIPM not only enables comparison across different IP models but also supports the quantification of epistemic uncertainty (EU) within a single IP model. In particular, by comparing an IP model with its conjugate, IIPM gives rise to a new class of EU measures--Maximum Mean Imprecisions (MMIs)--which satisfy key axiomatic properties proposed in the uncertainty quantification literature. We validate MMI through selective classification experiments, demonstrating strong empirical performance against established EU measures, and outperforming them when classical methods struggle to scale to a large number of classes.


Role-aware Multi-agent Reinforcement Learning for Coordinated Emergency Traffic Control

Neural Information Processing Systems

Emergency traffic control presents an increasingly critical challenge, requiring seamless coordination among emergency vehicles, regular vehicles, and traffic lights to ensure efficient passage for all vehicles. Existing models primarily only focus on traffic light control, leaving emergency and regular vehicles prone to delay due to the lack of navigation strategies. To address this issue, we propose the Role-aware Multi-agent Traffic Control (RMTC) framework, which dynamically assigns appropriate roles to traffic components for better cooperation by considering their relations with emergency vehicles and adaptively adjusting their policies. Specifically, RMTC introduces a Heterogeneous Temporal Traffic Graph (HTTG) to model the spatial and temporal relationships among all traffic components (traffic lights, regular and emergency vehicles) at each time step. Furthermore, we develop a Dynamic Role Learning model to infer the evolving roles of traffic lights and regular vehicles based on HTTG. Finally, we present a Role-aware Multi-agent Reinforcement Learning approach that learns traffic policies conditioned on the dynamically roles. Extensive experiments across four public traffic scenarios show that RMTC outperforms existing traffic light control methods by significantly reducing emergency vehicle travel time, while effectively preserving traffic efficiency for regular vehicles.


DeCaFlow: A deconfounding causal generative model

Neural Information Processing Systems

We introduce DeCaFlow, a deconfounding causal generative model. Training once per dataset using just observational data and the underlying causal graph, DeCaFlow enables accurate causal inference on continuous variables under the presence of hidden confounders. Specifically, we extend previous results on causal estimation under hidden confounding to show that a single instance of DeCaFlow provides correct estimates for all causal queries identifiable with do-calculus, leveraging proxy variables to adjust for the causal effects when do-calculus alone is insufficient. Moreover, we show that counterfactual queries are identifiable as long as their interventional counterparts are identifiable, and thus are also correctly estimated by DeCaFlow. Our empirical results on diverse settings--including the Ecoli70 dataset, with 3 independent hidden confounders, tens of observed variables and hundreds of causal queries--show that DeCaFlow outperforms existing approaches, while demonstrating its out-of-the-box applicability to any given causal graph.


PUATE: Efficient ATEEstimation from Treated (Positive)and Unlabeled Units

Neural Information Processing Systems

The estimation of average treatment effects (ATEs), defined as the difference in expected outcomes between treatment and control groups, is a central topic in causal inference. This study develops semiparametric efficient estimators for ATE in a setting where only a treatment group and an unlabeled group--consisting of units whose treatment status is unknown--are observed. This scenario constitutes a variant of learning from positive and unlabeled data (PU learning) and can be viewed as a special case of ATE estimation with missing data. For this setting, we derive the semiparametric efficiency bounds, which characterize the lowest achievable asymptotic variance for regular estimators. We then construct semiparametric efficient ATE estimators that attain these bounds. Our results contribute to the literature on causal inference with missing data and weakly supervised learning.


Neurosymbolic Diffusion Models

Neural Information Processing Systems

Neurosymbolic (NeSy) predictors combine neural perception with symbolic reasoning to solve tasks like visual reasoning. However, standard NeSy predictors assume conditional independence between the symbols they extract, thus limiting their ability to model interactions and uncertainty -- often leading to overconfident predictions and poor out-of-distribution generalisation. To overcome the limitations of the independence assumption, we introduce neurosymbolic diffusion models (NESYDMS), a new class of NeSy predictors that use discrete diffusion to model dependencies between symbols.


Reducing the Probability of Undesirable Outputs in Language Models Using Probabilistic Inference

Neural Information Processing Systems

Reinforcement learning (RL) has become a predominant technique to align language models (LMs) with human preferences or promote outputs which are deemed to be desirable by a given reward function. Standard RL approaches optimize average reward, while methods explicitly focused on reducing the probability of undesired outputs typically come at a cost to average-case performance. To improve this tradeoff, we introduce RePULSe, a new training method that augments the standard RL loss with an additional loss that uses learned proposals to guide sampling low-reward outputs, and then reduces those outputs' probability. We run experiments demonstrating that RePULSe produces a better tradeoff of expected reward versus the probability of undesired outputs and is more adversarially robust, compared to standard RL alignment approaches and alternatives.