Unified approach for non-stationary linear bandits with dynamic regret.
problem Non-stationary linear bandits with round-specific feasible actions and drifting reward models.
method Unified misspecification-reduction viewpoint, restarting algorithms with misspecification-dependent regret guarantees.
result Optimal \(T^{2/3}P_T^{1/3}\) dynamic-regret dependence for both linear bandits and contextual linear bandits.
Unified framework for corruption-robust linear bandits with optimal gap-dependent misspecification bounds.
problem Effective learning in linear bandits with corrupted rewards across different corruption models.
method Unified framework for analyzing strong and weak corruption, connection to gap-dependent misspecification, and specialized algorithm.
result Optimal bounds for gap-dependent misspecification in linear bandits.
New algorithms adapt to model misspecification in contextual bandits.
problem Design efficient algorithms for contextual bandits that handle model misspecification gracefully.
method Oracle-efficient algorithms for ε-misspecified contextual bandits using square loss regression.
result First algorithm achieving optimal regret bound for unknown misspecification level in linear contextual bandits.
The study addresses biases in evaluating molecular optimization methods and proposes methods to reduce these biases.
problem Biases in in silico evaluation of molecular optimization methods.
method Discussion and empirical investigation of bias reduction methods for predictor misspecification and sample reuse.
result Empirical investigation of bias reduction methods for predictor misspecification and sample reuse.
Misspecification-Aware Simulation-Based Inference via Side-Channel Guidance
problem Simulation-based inference (SBI) of latent parameters is hindered by simulator misspecification.
method Misspecification-Aware Simulation-Based Inference (MA-SBI) turns side-channel text into a posterior correction.
result MA-SBI matches the oracle posterior across 10 seeds and two backbones.
This paper compares VaR estimation methods under tail misspecification, finding importance sampling underestimates VaR.
problem Tail misspecification in VaR estimation.
method Importance sampling and moment-based VaR bracketing.
result Importance sampling underestimates VaR under heavy-tailed returns, while moment-based methods are robust.
We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is remarkably robust to misspecifications of this number. The method is applied to…
New method improves robustness of double robust estimators under complete misspecification.
problem Improper performance of double robust estimators when all nuisance functions are misspecified.
method DR+ACC, an adaptive correction clipping method.
result DR+ACC ensures bounded error and maintains semiparametric efficiency.
Study pure exploration in high-dimensional feature spaces using adaptive embeddings.
problem Overcoming the curse of dimensionality in pure exploration bandits.
method Adaptive embedding of feature representations into lower-dimensional spaces, carefully dealing with model misspecification.
result Sample complexity guarantees that depend on the effective dimension of feature spaces in kernel or neural representations.
The paper highlights the importance of model misspecification in uncertainty estimation.
problem The reliability of uncertainty estimates in machine learning models under model misspecification.
method Thought experiments and literature review.
result Model misspecification should be given more attention in uncertainty estimation.
Optimized α \alpha α -posteriors reduce KL divergence from true posterior in parametric misspecification.
problem Reduction of KL divergence from true posterior in parametric model misspecification.
method Derivation of Bernstein-von Mises theorem and optimization of α \alpha α -posteriors. result Optimized α \alpha α -posteriors minimize KL divergence from true posterior, especially in severe misspecification. Paper tackles SBI under model misspecification, presenting robust strategies.
problem Challenges in SBI under model misspecification.
method Three key strategies: robust summary statistics, generalised Bayesian inference, and error modelling.
result Empirical results show vulnerabilities of SBI and effectiveness of misspecification-robust alternatives.
Adapts to misspecification in contextual bandits using offline regression.
problem Unexpected regret due to misspecified reward models.
method Adapts to misspecification by reverting to a safe policy when necessary.
result Regret guarantees degrade gracefully with misspecification level.
Study reveals model misspecification significantly impacts neural SBI algorithms.
problem Impact of model misspecification on neural SBI algorithms.
method Comprehensive study of neural SBI algorithms under various forms of model misspecification.
result Misspecification profoundly deleterious to performance of neural SBI algorithms.
New algorithm estimates treatment effects for more efficient contextual bandits.
problem Contextual bandits struggle with action-independent reward redundancies.
method Reduces contextual bandits to heterogeneous treatment effect estimation.
result Heterogeneous treatment effect estimation leads to more efficient model estimation.
The paper investigates model misspecification in Bayesian inference using neural networks.
problem Detecting model misspecification in Bayesian inference with neural networks.
method Conceptualized types of model misspecification and proposed an augmented optimization objective with MMD.
result MMD can detect potentially catastrophic misspecifications in Bayesian inference.
New algorithm mitigates misspecification amplification in regression models with covariate shift.
problem Distribution shift and model misspecification in regression models.
method Developed a new algorithm inspired by robust optimization to avoid misspecification amplification.
result No misspecification amplification while still achieving optimal statistical rates.
FedGVI improves FL robustness to model misspecification.
problem Limited robustness in FL approaches to model misspecification.
method Probabilistic Federated Learning framework that generalizes previous methods.
result FedGVI provides robust and calibrated predictions under model misspecification.
Detects model misspecifications in causal models using observational data.
problem Identifying predictor variables with causal effects in misspecified models.
method Develops a general framework based on observational data distribution and proposes an algorithm for finite sample data.
result Identifies predictor variables for causal effects even in misspecified models.
Study improves convergence rates for GVI under prior misspecification.
problem Improving convergence rates for GVI under prior misspecification.
method Proves rates of convergence and robustness to prior misspecification in GVI framework.
result Establishes sufficient conditions for existence and uniqueness of GVI posteriors.
The paper tackles misspecification in contextual bandits by incorporating arm-specific variables.
problem Misspecification in contextual bandits due to unexplained inter-arm heterogeneity.
method Develops robust contextual bandit algorithms (RoLinUCB and RoLinTS) that incorporate arm-specific variables to address misspecification.
result The developed algorithms bound the n n n -round Bayes regret and show superior performance in various misspecification scenarios. New insights into bias-variance tradeoff for data-driven optimization under local misspecification.
problem Understanding the relative performance of SAA, IEO, and ETO under local misspecification.
method Developed a local misspecification perspective using contiguity theory in statistics.
result Explicit expressions for decision bias and geometric understanding of variance.
The paper improves SBI for BHMs by diagnosing misspecification and inferring parameters.
problem Model misspecification in Bayesian hierarchical models.
method Two-step framework: latent function diagnosis followed by SBI of target parameters.
result Improved simulation-based inference for complex models without explicit model checking.
RoPE framework calibrates misspecified simulators for reliable inference.
problem Misspecification compromises reliability of simulation-based inference.
method Data-driven calibration using optimal transport and a small calibration set.
result RoPE framework improves inference accuracy and uncertainty calibration.
Improved guarantees for misspecified kernelized bandit optimization.
problem Misspecification in kernelized bandit optimization.
method Localization and domain splitting techniques.
result Logarithmic or polylogarithmic growth of misspecification amplification.
Algorithm mitigates performance loss in constrained reinforcement learning with model misspecification.
problem Performance loss in reinforcement learning policies due to model misspecification in constrained control systems.
method Proposes an algorithm to handle constrained model misspecification in continuous control systems.
result Algorithm successfully mitigates performance loss in real-world reinforcement learning tasks.
Enhances predictive models against misspecification and outliers.
problem Suboptimal generalization under misspecification and outliers.
method Combines PAC m ^m m ensemble bounds with a generalized logarithm score function. result Produces predictive distributions resistant to both misspecification and outliers.
Model misspecification is a long-standing enigma of the Bayesian inference framework as posteriors tend to get overly concentrated on ill-informed parameter values towards the large sample limit. Tempering of the likelihood has been established as a safer way to do updates from prior to posterior in the presence of mod…
Proposes a method to improve SBI under model misspecification.
problem Unreliable inference from SBI methods under model misspecification.
method Introduces a regularized loss function to penalize statistics that increase model-data mismatch.
result Demonstrates superior performance and robust inference in misspecified scenarios.
SBI provides more accurate pole positions than chi-squared minimization in model misspecification.
problem Accurate pole position estimation in pi-pi scattering models.
method Simulation Based Inference (SBI) method compared to chi-squared minimization.
result SBI leads to more robust predictions of pole positions in models of pi-pi scattering.
Paper introduces RVNP to improve SBI in misspecified models.
problem Misspecification in simulation-based inference leads to unreliable posterior estimation.
method RVNP uses variational inference and error modeling to bridge the simulation-to-reality gap.
result RVNP can recover robust posterior inference without hyperparameters or priors.
Variational Bayes (VB) is a scalable alternative to Markov chain Monte Carlo (MCMC) for Bayesian posterior inference. Though popular, VB comes with few theoretical guarantees, most of which focus on well-specified models. However, models are rarely well-specified in practice. In this work, we study VB under model missp…
New method improves experimental design under model misspecification.
problem Improving experimental design under time and budget constraints with model misspecification.
method Developed a new acquisition function (R-IDeA) that targets representativeness, informativeness, and de-amplification.
result The new method outperforms methods focusing on representativeness or informativeness alone.
New method improves simulation-based inference by avoiding model misspecification.
problem Inefficient parameter estimation for models with intractable likelihoods.
method Proposes a robust SNL method with additional adjustment parameters.
result Demonstrates more accurate point estimates and uncertainty quantification.
The paper examines how kernel approximations affect Gaussian process regression in large data applications.
problem Effect of kernel approximations on Gaussian process regression in large data applications.
method Unified framework to analyze Gaussian process regression under computational and epistemic misspecification.
result Theoretical analysis of Gaussian process regression under various misspecifications.
Paper proposes efficient method for evaluating Bayesian models in imaging.
problem Evaluation of Bayesian models in imaging when ground truth is unavailable.
method Novel combination of Bayesian cross-validation and data fission for unsupervised model selection and misspecification detection.
result Achieved excellent selection and detection accuracy with low computational cost.
Improves estimation under model misspecification with fake features.
problem Model misspecification with fake features.
method Proposes a framework to decompose output error into underlying, fake, and missing features.
result Fake features can significantly improve estimation performance, even when not correlated with underlying features.
UDA improves ABI robustness but fails under certain prior misspecifications.
problem Robustness of ABI in noisy real-world data.
method Systematic evaluation of UDA across various misspecification scenarios.
result UDA aligns summary spaces but can fail under prior misspecifications.
BayesBag improves reproducibility of Bayesian inference under model misspecification.
problem Bayesian posteriors can be unreliable and inconsistent under model misspecification.
method Apply bagging to the Bayesian posterior to improve reproducibility.
result Bagged posteriors typically satisfy reproducibility criteria under misspecification.
Paper solves stochastic contextual linear bandits using linear bandit algorithms.
problem Stochastic contextual linear bandits with unknown context distribution.
method Establishes a reduction framework to convert to linear bandit problems.
result Achieves nearly optimal regret bound of O ( d T log T ) O(d\sqrt{T\log T}) O ( d T log T ) . New framework improves robust inference in HMMs under model misspecification.
problem Inference in general state-space HMMs under likelihood misspecification.
method Generalized Bayesian Inference (GBI) and Sequential Monte Carlo (SMC) methods.
result Improved performance in object tracking and Gaussian process regression.
Improves DRO with Bayesian Ambiguity Sets for model misspecification.
problem Overly conservative decisions due to misspecified models in DRO.
method Introduces DRO-RoBAS with robust posterior predictive distribution.
result Outperforms other Bayesian and empirical DRO approaches in out-of-sample performance.
Study EM and GD for clustering with penalties for misspecification and high dimensions.
problem Clustering with misspecification and high-dimensional data.
method Model-based Gaussian Mixture Models, EM algorithm, GD optimization with AD, penalized likelihood.
result GD outperforms EM on high-dimensional data but both have poor cluster interpretation.
Reinforcement Learning (RL) agents require the specification of a reward signal for learning behaviours. However, introduction of corrupt or stochastic rewards can yield high variance in learning. Such corruption may be a direct result of goal misspecification, randomness in the reward signal, or correlation of the rew…
Synthetic data augmentation can improve imbalanced classification metrics.
problem Improving imbalanced classification metrics
method Developing a framework for analyzing the effects of synthetic data augmentation on score-based classification
result Augmentation can improve AUROC, AUPRC, balanced accuracy, and F1 score
FMCPE improves SBI accuracy by correcting posterior estimators with flow matching.
problem Model misspecification in SBI leads to biased or overconfident posteriors.
method Flow Matching Corrected Posterior Estimation (FMCPE) trains a posterior approximator and corrects it using calibration samples.
result FMCPE consistently mitigates misspecification effects, improving inference accuracy and uncertainty quantification.
Unified framework for robust A/B testing under model misspecification.
problem Improving sample efficiency in A/B testing with model misspecification.
method Unified framework for contextual bandit and dynamic settings, proving worst-case mean squared error bounds.
result Empirically validated approach using synthetic and real-world datasets.
Bayesian framework improves robustness in nonlinear regression models.
problem Measurement error, model misspecification, and distributional misspecification in regression analyses.
method Joint Dirichlet process prior on latent covariate-response distribution, updating with posterior pseudo-samples.
result Improved stability and consistency in estimators under increasing measurement error.