New spectral clustering method handles discrete covariates for better community detection.
problem Community detection in networks with discrete covariates.
method Spectral algorithm that separates latent network structure from observed covariates.
result Achieves perfect clustering with high probability in large, sparse networks.
This paper uses random Fourier features to simplify latent force models and convolved Gaussian processes.
problem Expensive covariance matrix calculation in latent force models due to double integrals.
method Approximates double integrals using random Fourier features to obtain simpler analytical expressions.
result Simplified analytical expressions for covariance functions, leading to faster computation.
Tightens analysis for inferring latent community structure with node covariates.
problem Inferring latent community structure from graphs with node covariates.
method Information theoretic analysis combining graph and node covariates.
result Necessity of combining graph and node covariates for accurate inference.
New model learns continuous disease progression from RNA-seq data.
problem Continuous disease progression not captured by discrete categories.
method Covariate latent variable models for learning a low-dimensional data representation.
result Identifies genes stratifying patients on an immune-response trajectory.
A new model integrates covariates with grade of membership analysis for better latent structure recovery.
problem Improving latent structure recovery in multivariate categorical data analysis.
method Covariate-assisted grade of membership model exploiting shared low-rank simplex geometry.
result Auxiliary covariates can provably improve latent structure recovery, leading to faster convergence rates.
A new model uses firm characteristics to predict asset covariances.
problem Risk models are noisy and dependent on historical returns.
method Characteristic-Driven Dynamic Factor Model (CD-DFM) that learns latent representations from firm characteristics.
result CD-DFM produces interpretable factor portfolios and competitive covariance forecasts.
Extends IBP for non-diagonal latent covariance structures, improving feature recovery and denoising.
problem Modeling latent features with smoothness characteristics.
method Extend Indian Buffet Process to include non-diagonal latent covariance structures.
result Smoothness prior improves feature recovery and denoising under appropriate conditions.
Local learning method selects covariates for causal effect estimation in the presence of latent variables.
problem Estimating causal effects from nonexperimental data with latent variables.
method Local learning approach that identifies valid adjustment sets for causal relationships.
result Ensures soundness and completeness of causal effect estimation under standard assumptions.
Proposes a new approach to MSDA by introducing latent covariate shift to handle varying label distributions.
problem Challenges of conventional MSDA approaches in real-world settings where label distributions vary across domains.
method Introduces latent covariate shift (LCS) and a causal generative model with latent noises, latent content variable, and latent style variable.
result Identifies latent content variable up to block identifiability, enabling more nuanced label distribution recovery.
New algorithms fit large networks with covariates quickly and broadly.
problem Modeling and exploring large networks with covariate information.
method Two universal fitting algorithms: nuclear norm penalization and projected gradient descent.
result Fast and scalable fitting methods for various latent space models.
GP-LVM improves covariance estimation in finance.
problem Stability of covariance estimates in small sample sizes.
method Gaussian Process Latent Variable Model (GP-LVM) for non-linear covariance estimation.
result GP-LVM reduces estimation errors and provides interpretable parameters.
Improved covariate shift handling with node-based Bayesian neural networks.
problem Improving generalization under covariate shift in neural networks.
method Introduced node-based Bayesian neural networks that learn latent noise variables to represent input corruptions.
result Node-based BNNs perform well under covariate shift due to input perturbations, improving uncertainty estimation and robustness.
GWIB improves counterfactual regression by balancing latent distributions and reducing selection bias.
problem Selection bias between control and treatment groups negatively impacts counterfactual regression performance.
method GWIB uses Gromov-Wasserstein information bottleneck to maximize mutual information between covariates and outcomes while penalizing kernelized mutual information between latent representations and covariates.
result GWIB consistently outperforms state-of-the-art CFR methods in ITE estimation tasks.
A novel kernel models latent variable couplings across multiple processes.
problem Modeling latent variable couplings across multiple processes.
method Mutually-dependent Hadamard kernel and latent correlation Gaussian process (LCGP) model.
result The LCGP model recovers latent signal correlations and achieves state-of-the-art performance.
New GP model discovers shared latent kernels for multiple time series.
problem Analyzing multivariate time series data for complex systems.
method Indian Buffet Process (IBP) prior on shared kernels, selective covariance structure decomposition.
result New model outperforms existing methods in structure discovery and predictive performance.
Proposes a method to recover sparse tensors with covariate info.
problem Sparse tensor with high missing entries and many zeros.
method Covariate-assisted Sparse Tensor Completion (COSTCO) using latent components.
result 23% accuracy improvement over baseline in advertisement dataset.
BGM-IV uses AI to estimate causal effects in complex data.
problem Estimating causal effects in high-dimensional, nonlinear settings with endogeneity.
method Structured latent generative modeling for posterior inference in a causally structured latent space.
result BGM-IV outperforms existing methods in high-dimensional covariate regimes.
StepMix estimates mixture models with covariates for social science applications.
problem Estimating latent classes with covariates in social science models.
method Pseudo-likelihood estimation using one-, two-, and three-step approaches.
result Unified framework for expectation-maximization subroutines.
Proxy methods adapt to distribution shifts without explicitly modeling latent confounders.
problem Adapting to distribution shifts under latent variable confounding.
method Proximal causal learning, two-stage kernel estimation.
result Proxy methods outperform other methods in adapting to complex distribution shifts.
We describe a probabilistic PARAFAC/CANDECOMP (CP) factorization for multiway (i.e., tensor) data that incorporates auxiliary covariates, SupCP. SupCP generalizes the supervised singular value decomposition (SupSVD) for vector-valued observations, to allow for observations that have the form of a matrix or higher-order…
Paper proposes a fast algorithm to recover causal DAGs with latent variables.
problem Discovering causal relationships in the presence of latent variables.
method Cholesky factorization of covariance matrix with optimization for latent variables.
result The algorithm significantly outperforms previous methods in synthetic and real-world datasets.
New methods test correlation between network structure and node features.
problem Assessing correlation between network structure and node-level covariates.
method Four novel methods based on linear models and canonical correlation analysis.
result Theoretical guarantees and computational efficiency for testing network dependency.
Bayesian model fuses diverse microbiome data types.
problem Challenges in fusing different types of microbiome data.
method Flexible multinomial-Gaussian generative model with variational EM algorithm.
result Inferred latent variables provide common dimensionality reduction and predictive posterior distribution.
Semidefinite tests detect latent causal structures efficiently.
problem Testing causal relations in the presence of latent variables.
method Semidefinite programming to test the signature of latent structures in observable covariance matrices.
result Semidefinite tests are computationally efficient and can detect latent causal structures.
We solve continuous-time latent SDE identifiability using diffusion shifts.
problem Identifiability of latent SDEs in continuous-time time series.
method Environment-induced shifts in diffusion covariance for additive-noise latent SDEs.
result Two diagonal diffusion regimes with distinct variance ratios identify latent coordinates up to permutation and scaling.
Multi-output Gaussian processes have received increasing attention during the last few years as a natural mechanism to extend the powerful flexibility of Gaussian processes to the setup of multiple output variables. The key point here is the ability to design kernel functions that allow exploiting the correlations betw…
MPVAE learns latent embeddings and label correlations for multi-label classification.
problem Challenging task of predicting multiple targets with label correlations.
method Proposes MPVAE, a novel framework that learns latent embedding spaces and label correlations using a Multivariate Probit model.
result MPVAE outperforms state-of-the-art methods on various application domains and is robust under noisy settings.
VED framework learns low-dimensional latent representations of physical systems.
problem Learning latent representations of complex physical systems.
method Variational Encoder-Decoder (VED) framework with KL divergence and covariance regularization.
result VED achieves lower-dimensional latent representations with improved feature disentanglement.
Enhanced VAE with DT improves flexibility in latent variable modeling.
problem Limitations of VAE's diagonal covariance matrix in matching true posterior distribution.
method Proposes dyadic transformation (DT) to model multivariate normal distributions.
result DT enhances posterior flexibility and achieves competitive results.
DAG models with hidden variables present many difficulties that are not present when all nodes are observed. In particular, fully observed DAG models are identified and correspond to well-defined sets ofdistributions, whereas this is not true if nodes are unobserved. Inthis paper we characterize exactly the set of dist…
Paper proposes CARE model for ranking with covariates, improving MLE accuracy.
problem Statistical estimation and inference for ranking with covariate information.
method Covariate-Assisted Ranking Estimation (CARE) model, extending Bradley-Terry-Luce (BTL) model.
result Derives optimal rates and asymptotic distributions for MLE of latent scores and covariates.
Proposes FarmHazard model for hazard regression with correlated covariates.
problem Model selection challenges in high-dimensional data with correlated covariates.
method Factor-Augmented Regularized Model for Hazard Regression (FarmHazard) that learns latent factors and idiosyncratic components.
result Proves model selection and estimation consistency under mild conditions.
New method prevents posterior collapse in iVAE models.
problem Posterior collapse in iVAE models where observations and ICs are independent given covariates.
method Developed CI-iVAE by considering a mixture of encoder and posterior distributions in the objective function.
result Prevents posterior collapse, resulting in latent representations with more information of the observations.
DFI maps covariates to latent representations for feature importance.
problem Feature importance when predictors are statistically dependent.
method Disentangled Feature Importance (DFI) using entropic optimal transport.
result DFI yields stable, interpretable, uncertainty-quantified attributions of shared predictive signal.
Adapts to shifts in latent subgroup distributions without labeled target data.
problem Adapting to domain shifts when latent subgroup distributions differ.
method Uses concept and proxy variables from source domain, and unlabeled target data.
result Optimal target predictor can be identified and estimated.
A scalable MOGP model with stochastic variational inference for many outputs.
problem Efficiently modeling data from multiple sources with many outputs.
method Stochastic variational inference for Latent Variable MOGP (LV-MOGP).
result Computational complexity per iteration is independent of the number of outputs.
Lasso performs poorly with correlated covariates, but a rescaled approach fixes this.
problem Lasso's performance degrades with correlated covariates, leading to inefficiency.
method Proposes a rescaling method for Lasso to handle correlated covariates effectively.
result Rescaled Lasso provides strong provable guarantees for estimation with quadratic sample complexity.
Temporal aggregation reveals latent default correlation from monthly data.
problem Understanding effective default correlation from monthly default data.
method Temporal coarse-graining of latent default-probability paths.
result Temporal coarse-graining improves identifiability and reduces over-allocation of long-horizon fluctuations.
We consider the problem of covariance matrix estimation in the presence of latent variables. Under suitable conditions, it is possible to learn the marginal covariance matrix of the observed variables via a tractable convex program, where the concentration matrix of the observed variables is decomposed into a sparse ma…
Proposes a model to decompose feature-level variation in high-dimensional data.
problem Interpreting complex high-dimensional data for understanding feature-level variability.
method Covariate Gaussian Process Latent Variable Model (c-GPLVM) for structured kernel decomposition.
result Extracts low-dimensional structures from high-dimensional data sets while explaining feature-level variability.
Framework explains how dual deep networks learn features from unlabeled data.
problem Understanding self-supervised learning with dual deep networks.
method Theoretical framework and hierarchical latent tree model.
result Deep ReLU networks learn latent variables through contrastive SSL.
Algorithm learns RBMs with arbitrary external fields, improving on previous constraints.
problem Learning RBMs with arbitrary external fields, improving on previous constraints.
method Greedy algorithm that maximizes covariance between observed nodes sharing latent neighbors.
result Algorithm can learn RBMs with arbitrary external fields, improving on previous constraints.
Proposes CoDEAL for estimating heterogeneous treatment effects in panel data models.
problem Estimating heterogeneous treatment effects in causal panel data models with covariate effects.
method Covariate-Adjusted Deep Causal Learning (CoDEAL) integrating neural networks and autoencoders.
result Establishes theoretical guarantees and demonstrates compelling performance in simulations and real data.
Model improves surgical complication prediction using latent factor learning.
problem Tackles prediction of surgical complications.
method Transfer learning via latent factor modeling.
result Improves risk assessment model for surgery patients.
Improves causal graph learning on dependent binary data.
problem Challenges in learning causal graphical models from dependent binary data.
method Decorrelation-based approach using latent utility model and EM-like algorithm.
result Significant improvement in accuracy of causal graph learning.
CBGP boosts GP covariance to model spatiotemporal irregularities.
problem Overfitting and overconfident uncertainty in nonstationary GP models.
method Boosting covariance priors, partially-whitened observations, gradient descent-like procedure.
result Accurate and reliable SBAS ionospheric corrections in challenging space weather.
A new framework estimates causal effects for ordinal variables.
problem Existing causal inference methods fail for ordinal data.
method Presumes a latent Gaussian DAG model with constrained covariance matrix.
result Closed-form function for ordinal causal effects in latent space.
Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.
problem Understanding effective default correlation in corporate defaults.
method Temporal coarse-graining of latent default-probability paths, applied to corporate default-count data.
result Temporal coarse-graining provides a scale-consistent baseline that improves identifiability and reduces over-allocation of long-horizon fluctuations.