Statistical inference is considered for variables of interest, called primary variables, when auxiliary variables are observed along with the primary variables. We consider the setting of incomplete data analysis, where some primary variables are not observed. Utilizing a parametric model of joint distribution of prima…
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48 results for “Auxiliary Variables”
We propose a technique for increasing the efficiency of gradient-based inference and learning in Bayesian networks with multiple layers of continuous latent vari- ables. We show that, in many cases, it is possible to express such models in an auxiliary form, where continuous latent variables are conditionally determini…
Deep generative models parameterized by neural networks have recently achieved state-of-the-art performance in unsupervised and semi-supervised learning. We extend deep generative models with auxiliary variables which improves the variational approximation. The auxiliary variables leave the generative model unchanged b…
Variational inference for latent variable models is prevalent in various machine learning problems, typically solved by maximizing the Evidence Lower Bound (ELBO) of the true data likelihood with respect to a variational distribution. However, freely enriching the family of variational distribution is challenging since…
We show that the auxiliary variable method (Møller et al., 2006; Murray et al., 2006) for inference of Markov random fields can be viewed as an approximate Bayesian computation method for likelihood estimation.
EXOC framework uses auxiliary variables for counterfactual fairness in machine learning.
problem Balancing fairness and predictive accuracy in models with sensitive attributes.
method EXOC framework uses auxiliary variables to define an auxiliary node and a control node for counterfactual fairness.
result EXOC framework outperforms state-of-the-art approaches in achieving counterfactual fairness.
Paper models graph edge dependencies using latent variables for community detection.
problem Graphs' edge dependencies not fully explained by community membership.
method Introduces auxiliary latent variables to model edge dependencies and analyzes conditions for exact recovery.
result Exact recovery possible by semidefinite programming down to maximum likelihood threshold.
Paper extends ICA to ISA with auxiliary variables for better speech representation learning.
problem Learning unsupervised speech representations with independent subspaces.
method Theoretical framework of nonlinear ISA with auxiliary variables.
result Proposes an algorithm to learn speech representations with independent subspaces.
Study improves interpretability in generative models by disentangling latent variables in scientific datasets.
problem Extracting generative factors from complex, high-dimensional datasets in unsupervised or semi-supervised settings.
method Introducing Aux-VAE, a novel architecture within the VAE framework, which disentangles latent variables by guiding them with auxiliary variables.
result Aux-VAE achieves disentanglement with minimal modifications to the standard VAE loss function, validated on multiple datasets.
New MCMC methods use auxiliary variables to sample from intractable distributions.
problem Sampling from distributions with unknown normalizing constants.
method Unified Markov chain Monte Carlo framework with auxiliary variables.
result New algorithms outperform existing methods on synthetic and real datasets.
We introduce a new family of MCMC samplers that combine auxiliary variables, Gibbs sampling and Taylor expansions of the target density. Our approach permits the marginalisation over the auxiliary variables yielding marginal samplers, or the augmentation of the auxiliary variables, yielding auxiliary samplers. The well…
Pseudo-marginal Metropolis-Hastings (pmMH) is a powerful method for Bayesian inference in models where the posterior distribution is analytical intractable or computationally costly to evaluate directly. It operates by introducing additional auxiliary variables into the model and form an extended target distribution, w…
Note on the equivalence of hierarchical variational models and auxiliary deep generative modelsstat.ML
This note compares two recently published machine learning methods for constructing flexible, but tractable families of variational hidden-variable posteriors. The first method, called "hierarchical variational models" enriches the inference model with an extra variable, while the other, called "auxiliary deep generati…
Bayesian deep learning improves geostatistical mapping with auxiliary data.
problem Traditional geostatistical methods are limited in feature learning and uncertainty estimation.
method Deep neural networks learn complex relationships from auxiliary data for probabilistic mapping.
result Deep learning produces detailed, probabilistic maps with uncertainty estimates.
Generative model disentangles dark matter halo properties.
problem Entangling physical factors in generative model latent spaces.
method Auxiliary-variable-guided framework with halo mass and concentration.
result Reveals mass-concentration scaling relation and identifies unusual halo formation.
We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations for Hawkes processes with differing exponentially decaying intensities. We demonstrate that inter-arrival times can be decomposed into simpler…
Defending Diffusion Models Against Membership Inference Attacks via Higher-Order Langevin Dynamicscs.LG
Paper defends diffusion models from membership inference attacks using Langevin dynamics.
problem Defending diffusion models against membership inference attacks.
method Uses critically-damped higher-order Langevin dynamics with auxiliary variables.
result Demonstrates improved resistance to membership inference attacks through theoretical investigation and validation.
Bayesian models that mix multiple Dirichlet prior parameters, called Multi-Dirichlet priors (MD) in this paper, are gaining popularity. Inferring mixing weights and parameters of mixed prior distributions seems tricky, as sums over Dirichlet parameters complicate the joint distribution of model parameters. This paper s…
Nonlinear ICA is a fundamental problem for unsupervised representation learning, emphasizing the capacity to recover the underlying latent variables generating the data (i.e., identifiability). Recently, the very first identifiability proofs for nonlinear ICA have been proposed, leveraging the temporal structure of the…
VAV method optimizes learning rate for faster, stable SGD convergence.
problem Optimizing learning rate for efficient and stable machine learning models.
method Energy-based self-adaptive learning rate with auxiliary variable .
result VAV method achieves faster convergence and superior stability with larger learning rates.
CATS enhances MTSF by generating ATS from OTS to improve forecasting accuracy.
problem Recent deep learning models often outperform multivariate ones in MTSF.
method CATS constructs ATS from OTS using a 2D temporal-contextual attention mechanism.
result CATS achieves state-of-the-art performance with reduced complexity.
New method identifies latent sources from nonlinear mixtures without auxiliary variables.
problem Identifying latent sources from nonlinear mixtures without additional information.
method Structural Sparsity assumptions on the mixing process.
result Latent sources can be identified up to permutation and transformation.
New framework IIA identifies innovations in general nonlinear vector autoregressive processes.
problem Limited generality of NVAR models due to additive innovation assumption.
method Independent Innovation Analysis (IIA) framework, assuming mutual independence and modulation by an auxiliary variable.
result Guarantees identifiability of innovations with arbitrary nonlinearities, up to permutation and component-wise invertible nonlinearities.
Automated decision making systems are increasingly being used in real-world applications. In these systems for the most part, the decision rules are derived by minimizing the training error on the available historical data. Therefore, if there is a bias related to a sensitive attribute such as gender, race, religion, e…
We consider an important class of signal processing problems where the signal of interest is known to be sparse, and can be recovered from data given auxiliary information about how the data was generated. For example, a sparse Green's function may be recovered from seismic experimental data using sparsity optimization…
Refining Coarse-grained Spatial Data using Auxiliary Spatial Data Sets with Various Granularitiesstat.ML
We propose a probabilistic model for refining coarse-grained spatial data by utilizing auxiliary spatial data sets. Existing methods require that the spatial granularities of the auxiliary data sets are the same as the desired granularity of target data. The proposed model can effectively make use of auxiliary data set…
LDF combines neural networks with probabilistic models for data fusion.
problem Combining limited primary data with readily available auxiliary data.
method Neural networks as conjugate mappings of auxiliary data for posterior analysis.
result Efficient inference and compact latent variable posterior distributions.
A new optimization algorithm improves convergence in unconstrained problems.
problem Unconstrained optimization problems.
method Element-wise relaxed scalar auxiliary variable (E-RSAV) algorithm.
result Improved convergence and alignment of modified and original energy.
New method improves understanding of machine learning model performance.
problem Understanding how well machine learning models generalize from training data to unseen data.
method Auxiliary Distribution Method to derive new generalization error bounds.
result Upper bounds on generalization errors are tighter and more applicable.
Paper proposes a transfer learning framework for tensor Gaussian graphical models.
problem Pooling heterogeneous tensor data for improved estimation and variable selection.
method Transfer learning framework that uses data-adaptive weights from auxiliary domains.
result Significant improvement in estimation errors and variable selection consistency.
Supervised Convex Clusteringstat.ME
SCC clusters data with supervising variables for better interpretation.
problem Challenging interpretations in unsupervised clustering.
method Joint convex fusion penalty using supervising and unlabeled data.
result Discover new genes and subtypes of Alzheimer's Disease.
New algorithm samples neural network posteriors efficiently.
problem Challenges of sampling multimodal Bayesian posteriors for neural networks.
method Greedy Bayes method using log-concave coupling of posterior and auxiliary random variable.
result Log-concave coupling facilitates efficient sampling of neuron weights.
FFT-Accelerated Auxiliary Variable MCMC for Fermionic Lattice Models: A Determinant-Free Approach with Complexitycond-mat.str-el
New MCMC method speeds up quantum physics simulations by a factor of 100.
problem Simulating quantum many-body systems with high computational complexity.
method FFT-accelerated MCMC with coupled particle and auxiliary variables.
result Achieves scaling, significantly faster than traditional methods.
Study market-to-book ratios using Stochastic Portfolio Theory.
problem Identify the value factor in stock returns.
method Develop functionally generated portfolios using book values and analyze their relative returns.
result The value factor (market-to-book ratio) affects portfolio performance.
Random forests and LASSO methods improve small area estimation using auxiliary data.
problem Estimating household consumption in small areas with limited sampled data.
method Model-based small area estimation using random forests and LASSO with auxiliary information.
result Bayesian shrinkage performed best in terms of bias, MSE, and prediction interval coverages.
Optimizes decision-making with uncertain variables using auxiliary observations.
problem Contextual stochastic optimization problems with uncertain variables and rich auxiliary observations.
method Trains forest decision policies by growing trees that optimize downstream decision quality, using optimization perturbation analysis for efficient approximations.
result Proves asymptotic optimality and empirical validation of the method's performance and efficiency.
The paper reviews identifiability in linear and nonlinear models, from Gaussian to non-Gaussian.
problem Identifiability issues in latent-variable and structural-equation models, especially in nonlinear cases.
method Review of identifiability theory for linear and nonlinear models, including factor analysis and structural equation models.
result Even nonparametric nonlinear models can be estimated with additional assumptions.
New method disentangles latent variables in nonstationary data.
problem Disentangling latent variables in nonstationary sequential data.
method NCTRL framework exploiting Markov assumption and temporal structure.
result Independent latent components can be recovered from nonlinear mixture without auxiliary variables.
New method combines domain changes and sparse mixing for better latent variable learning.
problem Challenges in identifying latent variables due to insufficient domain changes and violated sparsity constraints.
method Combines sufficient changes and sparse mixing constraints, using domain encoding networks and variational autoencoders.
result Identifiability of latent variables achieved with less restrictive constraints.
Many popular first-order optimization methods (e.g., Momentum, AdaGrad, Adam) accelerate the convergence rate of deep learning models. However, these algorithms require auxiliary parameters, which cost additional memory proportional to the number of parameters in the model. The problem is becoming more severe as deep l…
Kernel methods identify treatment effects with unobserved confounding using negative controls.
problem Learning causal relationships with unmeasured confounding.
method Kernel ridge regression algorithms for nonparametric treatment effects.
result Uniform consistency and finite sample rates of convergence proved.
Many efforts have been devoted to training generative latent variable models with autoregressive decoders, such as recurrent neural networks (RNN). Stochastic recurrent models have been successful in capturing the variability observed in natural sequential data such as speech. We unify successful ideas from recently pr…
New HMC method uses asymmetrical momentum distributions and improves performance.
problem Rigorous convergence guarantees for HMC with Gaussian momentum distributions.
method New convergence analysis for HMC with general asymmetrical momentum distributions, proposing AD-HMC.
result AD-HMC exhibits geometric convergence in Wasserstein distance under certain conditions.
Paper develops a method to estimate value of a policy in confounded MDPs.
problem Estimating value of a policy in the presence of unmeasured confounders.
method Uses auxiliary variables to identify target policy's value in a confounded MDP.
result Develops an off-policy value estimator robust to model misspecification.
As a general-purpose generative model architecture, VAE has been widely used in the field of image and natural language processing. VAE maps high dimensional sample data into continuous latent variables with unsupervised learning. Sampling in the latent variable space of the feature, VAE can construct new image or text…
Data augmentation, by the introduction of auxiliary variables, has become an ubiquitous technique to improve convergence properties, simplify the implementation or reduce the computational time of inference methods such as Markov chain Monte Carlo ones. Nonetheless, introducing appropriate auxiliary variables while pre…
A new training method speeds up ResNet training by 3x with minimal accuracy loss.
problem Training ResNets is slow due to dependencies between modules.
method Serial-parallel hybrid training strategy with data augmentation and downsampling.
result Significant speedup over traditional methods with comparable accuracy.
HiSS sampling overcomes local mode traps in rugged discrete spaces.
problem Sampling multimodal discrete distributions with gradient-based methods.
method Integrates Metropolis-within-Gibbs framework with logistic convolution.
result HiSS outperforms alternatives on various tasks, including Ising models and binary neural networks.