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 Uncertainty








Federated Causal Discovery Across Heterogeneous Datasets under Latent Confounding

arXiv.org Machine Learning

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.


Fairness under Graph Uncertainty: Achieving Interventional Fairness with Partially Known Causal Graphs over Clusters of Variables

arXiv.org Machine Learning

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.


Beyond NNGP: Large Deviations and Feature Learning in Bayesian Neural Networks

arXiv.org Machine Learning

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.


Sampling from Constrained Gibbs Measures: with Applications to High-Dimensional Bayesian Inference

arXiv.org Machine Learning

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.