Goto

Collaborating Authors

 likelihood


Factorizable Normalizing Flows for parameter-dependent density morphing

arXiv.org Machine Learning

Normalizing Flows excel at modeling a single fixed density, yet many problems across the sciences, such as high energy physics, instead require modeling how that density deforms as a function of continuous parameters: the strength of a physical effect, a calibration constant, or a source of systematic uncertainty. Learning a separate flow for every parameter configuration quickly becomes intractable, since the number of joint settings grows exponentially with the number of parameters. We introduce Factorizable Normalizing Flows (FNFs), which represent the parameter-dependent density as a fixed, high-fidelity flow for a reference configuration composed with a learnable transformation that is polynomial in the parameters and factorized over them. This structure has a practical consequence: each parameter's effect is learned in isolation, from samples in which that parameter alone is varied. The combined response of many parameters is then recovered by summation at inference, without ever sampling their combinatorially large joint space. On a controlled problem with two interpretable deformations applied jointly to the data, the learned transformation reproduces the true deformations and matches the optimal likelihood, while optional interaction terms capture residual correlations when several parameters vary strongly at once. The resulting model is interpretable, scales linearly with the number of parameters, and keeps the likelihood tractable. This provides a general tool for any inference workflow requiring continuous density morphing, and directly enables the next generation of unbinned likelihood fits in high energy physics.


Beyond Global Divergences: A Local-Mass Perspective on Bayesian Inference

arXiv.org Machine Learning

Global objectives, such as KL divergence and ELBO, are widely used in Bayesian inference for measuring distributional discrepancy. This paper studies their local-mass behaviour that is not directly captured by such objectives. We introduce and use two mathematical tools: (1) Mass Index for recording the polynomial and logarithmic decay scales of local mass, and (2) regularised extended KL (RE-KL), a set-localised divergence that can be formulated in the presence of singular components. Mass Indices help characterise how Bayesian updating changes local mass: (1) power-log likelihood factors shift it explicitly, and (2) parameter-dependent supports, or their smooth softenings, may change the local scale through the amount of mass that remains near the parameter value. Using local RE-KL, we prove absolute, relative, and directional inequalities for comparing local small-ball masses under the two KL directions. Together, these results provide a local theoretical account of local mass behaviour. Experiments provide controlled illustrations of the local behaviour. Code is available at https://github.com/Forsythia0604/Local-Mass-Framework.


Hierarchical Partial-Order Models for Ranking

arXiv.org Machine Learning

Rank aggregation combines information from ordered lists ranking items by preference. Classical parametric models for such data, including the Mallows and Plackett-Luce models, assume the orders concentrate around one or more complete consensus rankings. Recent work relaxes the total-order assumption by allowing the consensus structure to be a partial order (poset), allowing for incomparabilities in preferences. However, in many applications preference data exhibit group structure. We introduce hierarchical partial order (HPO) models, which extend poset-based models to accommodate grouped data through a hierarchy of latent posets. This framework, which parallels mixture model extensions of the Mallows and Plackett-Luce models, enables principled sharing of information across groups while preserving partial-order structure. We show that the Plackett-Luce model and its hierarchical variants are special cases of HPO-models. We develop a hierarchical clustering extension (HCPO) for unsupervised clustering in settings where group labels are unknown. Bayesian inference for the latent poset hierarchy is performed using Markov chain Monte Carlo methods. Experiments on synthetic and real-world datasets, including pairwise acoustic preference data and LLM agent traces, demonstrate that the proposed HPO and HCPO models outperform existing approaches in both predictive performance and structural interpretability.


Stochastic Expectation Maximization for Robust State-Space Radio Interferometric Imaging

arXiv.org Machine Learning

State-space models provide a powerful framework for describing the evolution of hidden states in dynamical systems [3], [4], [1]. Conventionally, state-space models assume Gaussian measurement and state noise, owing to their tractability and well-characterized statistical properties. However, many real-world phenomena are subject to perturbations that deviate from the conventional Gaussian noise assumption. In radio interferometry, for instance, observational data are frequently corrupted by non-Gaussian noise sources such as radio-frequency interference (RFI) [5], [2], which originates from man-made signals and introduces significant distortions into astronomical measurements [6], [30]. Such interference produces sporadic high-power spikes in the measured visibilities, leading to heavy-tailed statistics. Many radio-interferometric reconstruction methods assume Gaussian additive noise [7], [31], [33], [35], an approximation that can lead to inaccurate reconstructions when the heavy-tailed nature of real-world measurement noise is not properly accounted for. In the realm of state-space modeling, addressing non-Gaussian noise has led to the development of various methodological approaches, notably particle filtering and non-conventional Kalman filters. Particle filters [8], or Sequential Monte Carlo methods, are designed to handle non-linear and non-Gaussian state-space models by representing the posterior distribution with a set of weighted samples [9], [10], [32].


A Censored Transformed Model for Proportional Outcomes with Boundary Mass and an Application to Loss Given Default Modeling

arXiv.org Machine Learning

We introduce the zero-one censored transformed normal (ZOC-TN) model for proportional responses with potential probability mass at the boundaries 0 and 1. The model combines a censored Gaussian variable with a two-parameter affine-logit transformation on the interior (0,1). We characterize the transformation parameters, establish large-sample properties, and relate the affine-logit specification to broader classes of interior distributions. Theoretical and experimental results demonstrate that the proposed model can capture a wider range of qualitative density shapes than several benchmark models while remaining parsimonious, computationally efficient, and numerically stable. Furthermore, the ZOC-TN model can be extended (i) to account for nonlinearities and interactions in a tree-boosting machine learning framework and (ii) to explicitly model residual spatio-temporal variability. We apply the ZOC-TN model to loss given default (LGD) modeling for a large dataset of U.S. residential mortgages and compare it to multiple benchmark models. We find that a tree-boosted ZOC-TN model with a spatio-temporal frailty Gaussian process delivers the strongest out-of-sample performance, indicating that mortgage losses are shaped by nonlinear covariate effects and by unaccounted-for space-time variation.


Two Layers of Instability in Causal Estimation

arXiv.org Machine Learning

There is a precise sense in which drawing causal inferences from observational data is hard, even when identifiability is assumed. In particular, Robins and Ritov (1997) and Robins et al. (2003) showed that causal effects can be discontinuous as a function of the data distribution: two arbitrarily close data distributions might correspond to different causal effects. This is a fact independent of the choice of estimator; however, not all estimators are equally unstable. Our contribution is to surface a second layer of instability that depends on the choice of estimator. We show that many standard point estimates can be read as point summaries of multimodal distributions over the space of structural causal models. As such, estimators can jump discontinuously in the data distribution. This defines a taxonomy of estimators that admits a decision-theoretic reading: stability depends on whether the implicit loss function an estimator optimizes is aligned with the causal effect itself. Specifically, inverse propensity weighted estimators and regression estimators are examples of discontinuous summaries, while explicit posterior means and medians are shown to be continuous.


Unifying Reconstruction and Density Estimation via Invertible Contraction Mapping in One-Class Classification

Neural Information Processing Systems

Due to the difficulty in collecting all unexpected abnormal patterns, One-Class Classification (OCC) has become the most popular approach to anomaly detection (AD). Reconstruction-based AD method relies on the discrepancy between inputs and reconstructed results to identify unobserved anomalies. However, recent methods trained only on normal samples may generalize to certain abnormal inputs, leading to well-reconstructed anomalies and degraded performance. To address this, we constrain reconstructions to remain on the normal manifold using a novel AD framework based on contraction mapping. This mapping guarantees that any input converges to a fixed point through iterations of this mapping.


From Likelihood to Fitness: Improving Variant Effect Prediction in Protein and Genome Language Models

Neural Information Processing Systems

Generative models trained on natural sequences are increasingly used to predict the effects of genetic variation, enabling progress in therapeutic design, disease risk prediction, and synthetic biology. In the zero-shot setting, variant impact is estimated by comparing the likelihoods of sequences, under the assumption that likelihood serves as a proxy for fitness. However, this assumption often breaks down in practice: sequence likelihood reflects not only evolutionary fitness constraints, but also phylogenetic structure and sampling biases, especially as model capacity increases. We introduce Likelihood-Fitness Bridging (LFB), a simple and general strategy that improves variant effect prediction by averaging model scores across sequences subject to similar selective pressures. Assuming an Ornstein-Uhlenbeck model of evolution, LFB can be viewed as a way to marginalize the effects of genetic drift, although its benefits appear to extend more broadly. LFB applies to existing protein and genomic language models without requiring retraining, and incurs only modest computational overhead. Evaluated on largescale deep mutational scans and clinical benchmarks, LFB consistently improves predictive performance across model families and sizes. Notably, it reverses the performance plateau observed in larger protein language models, making the largest models the most accurate when combined with LFB. These results suggest that accounting for phylogenetic and sampling biases is essential to realizing the full potential of large sequence models in variant effect prediction.


Flow Matching Neural Processes Hussen Abu Hamad Department of Computer Science University of Haifa Dan Rosenbaum Department of Computer Science University of Haifa

Neural Information Processing Systems

Neural processes (NPs) are a class of models that learn stochastic processes directly from data and can be used for inference, sampling and conditional sampling. We introduce a new NP model based on flow matching, a generative modeling paradigm that has demonstrated strong performance on various data modalities. Following the NP training framework, the model provides amortized predictions of conditional distributions over any arbitrary points in the data. Compared to previous NP models, our model is simple to implement and can be used to sample from conditional distributions using an ODE solver, without requiring auxiliary conditioning methods. In addition, the model provides a controllable tradeoff between accuracy and running time via the number of steps in the ODE solver. We show that our model outperforms previous state-of-the-art neural process methods on various benchmarks including synthetic 1DGaussian processes data, 2D images, and real-world weather data.


AUnified Framework for Variable Selection in Model-Based Clustering with Missing Not at Random

Neural Information Processing Systems

Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define heterogeneous subgroups and handling data that are missing not at random, a prevalent issue in fields like transcriptomics. While several notable methods have been proposed to address these problems, they typically tackle each issue in isolation, thereby limiting their flexibility and adaptability. This paper introduces a unified framework designed to address these challenges simultaneously. Our approach incorporates a data-driven penalty matrix into penalized clustering to enable more flexible variable selection, along with a mechanism that explicitly models the relationship between missingness and latent class membership. We demonstrate that, under certain regularity conditions, the proposed framework achieves both asymptotic consistency and selection consistency, even in the presence of missing data. This unified strategy significantly enhances the capability and efficiency of model-based clustering, advancing methodologies for identifying informative variables that define homogeneous subgroups in the presence of complex missing data patterns. The performance of the framework, including its computational efficiency, is evaluated through simulations and demonstrated using both synthetic and real-world transcriptomic datasets.