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 dependence measure


Hybrid Uncertainty Sensitivity Analysis Based on the HSIC for High-Dimensional Responses with Aleatory--Epistemic Separation

arXiv.org Machine Learning

Quantifying the influence of hybrid aleatory and epistemic uncertainties on high-dimensional system responses remains a major challenge in global sensitivity analysis (GSA). Existing Hilbert--Schmidt Independence Criterion (HSIC)-based approaches are primarily restricted to single-output settings and lack a rigorous decomposition of heterogeneous uncertainty sources and their interactions. To address this limitation, a novel double-space tensor-product RKHS framework is proposed for sensitivity analysis under hybrid uncertainty. By constructing factorized kernels over both the latent input space and the multidimensional output space, a concurrent double Mรถbius inversion is derived to orthogonally decompose the global dependence measure into pure aleatory effects, pure epistemic effects, and their interaction contributions. The resulting dimension-wise sensitivity indices preserve the uncertainty attribution structure across all output dimensions. To satisfy the independence assumptions required by the decomposition, an auxiliary-variable representation based on the inverse probability integral transform is introduced, enabling the treatment of hierarchical uncertainties and Copula-induced correlations within a unified latent space. A fully vectorized single-loop implementation is further developed to avoid the computational burden of nested Monte Carlo simulation. Statistical significance and estimation uncertainty are quantified through permutation testing and Bootstrap confidence intervals. Numerical studies on a modified multi-output Ishigami function and an aerodynamic pressure-field problem demonstrate the accuracy, scalability, and practical applicability of the proposed framework.


Making Sense of Dependence: Efficient Black-box Explanations Using Dependence Measure

Neural Information Processing Systems

This paper presents a new efficient black-box attribution method built on HilbertSchmidt Independence Criterion (HSIC). Based on Reproducing Kernel Hilbert Spaces (RKHS), HSIC measures the dependence between regions of an input image and the output of a model using the kernel embedding of their distributions. It thus provides explanations enriched by RKHS representation capabilities. HSIC can be estimated very efficiently, significantly reducing the computational cost compared to other black-box attribution methods. Our experiments show that HSIC is up to 8 times faster than the previous best black-box attribution methods while being as faithful. Indeed, we improve or match the state-of-the-art of both black-box and white-box attribution methods for several fidelity metrics on Imagenet with various recent model architectures. Importantly, we show that these advances can be transposed to efficiently and faithfully explain object detection models such as YOLOv4. Finally, we extend the traditional attribution methods by proposing a new kernel enabling an ANOVA-like orthogonal decomposition of importance scores based on HSIC, allowing us to evaluate not only the importance of each image patch but also the importance of their pairwise interactions.


A two-step sequential approach for hyperparameter selection in finite context models

arXiv.org Machine Learning

Finite-context models (FCMs) are widely used for compressing symbolic sequences such as DNA, where predictive performance depends critically on the context length k and smoothing parameter ฮฑ. In practice, these hyperparameters are typically selected through exhaustive search, which is computationally expensive and scales poorly with model complexity. This paper proposes a statistically grounded two-step sequential approach for efficient hyperparameter selection in FCMs. The key idea is to decompose the joint optimization problem into two independent stages. First, the context length k is estimated using categorical serial dependence measures, including Cramรฉr's ฮฝ, Cohen's \k{appa} and partial mutual information (pami). Second, the smoothing parameter ฮฑ is estimated via maximum likelihood conditional on the selected context length k. Simulation experiments were conducted on synthetic symbolic sequences generated by FCMs across multiple (k, ฮฑ) configurations, considering a four-letter alphabet and different sample sizes. Results show that the dependence measures are substantially more sensitive to variations in k than in ฮฑ, supporting the sequential estimation strategy. As expected, the accuracy of the hyperparameter estimation improves with increasing sample size. Furthermore, the proposed method achieves compression performance comparable to exhaustive grid search in terms of average bitrate (bits per symbol), while substantially reducing computational cost. Overall, the results on simulated data show that the proposed sequential approach is a practical and computationally efficient alternative to exhaustive hyperparameter tuning in FCMs.


Learning Cortico-Muscular Dependence through Orthonormal Decomposition of Density Ratios

Neural Information Processing Systems

The cortico-spinal neural pathway is fundamental for motor control and movement execution, and in humans it is typically studied using concurrent electroen-cephalography (EEG) and electromyography (EMG) recordings.


On Slicing Optimality for Mutual Information Ammar Fayad

Neural Information Processing Systems

P and Q, respectively, is tight in P (X Y). Hero, 2004; Ghourchian et al., 2017), we present the outline of our argument into three steps: K P (X) is tight iff the closure of K is sequentially compact in P ( X) with respect to the weak convergence. Remark 1. W e could proceed differently by imposing stronger assumptions using the following W e briefly discuss the outline of the proof for the sake of completeness. (Loeve, 2017). The argument here depends on two important facts: 1.



Making Sense of Dependence: Efficient Black-box Explanations Using Dependence Measure

Neural Information Processing Systems

This paper presents a new efficient black-box attribution method built on Hilbert-Schmidt Independence Criterion (HSIC). Based on Reproducing Kernel Hilbert Spaces (RKHS), HSIC measures the dependence between regions of an input image and the output of a model using the kernel embedding of their distributions. It thus provides explanations enriched by RKHS representation capabilities. HSIC can be estimated very efficiently, significantly reducing the computational cost compared to other black-box attribution methods.Our experiments show that HSIC is up to 8 times faster than the previous best black-box attribution methods while being as faithful.Indeed, we improve or match the state-of-the-art of both black-box and white-box attribution methods for several fidelity metrics on Imagenet with various recent model architectures.Importantly, we show that these advances can be transposed to efficiently and faithfully explain object detection models such as YOLOv4. Finally, we extend the traditional attribution methods by proposing a new kernel enabling an ANOVA-like orthogonal decomposition of importance scores based on HSIC, allowing us to evaluate not only the importance of each image patch but also the importance of their pairwise interactions.


Learning Cortico-Muscular Dependence through Orthonormal Decomposition of Density Ratios

Neural Information Processing Systems

The cortico-spinal neural pathway is fundamental for motor control and movement execution, and in humans it is typically studied using concurrent electroen-cephalography (EEG) and electromyography (EMG) recordings.