Selective inference is the problem of giving valid answers to statistical questions chosen in a data-driven manner. A standard solution to selective inference is simultaneous inference, which delivers valid answers to the set of all questions that could possibly have been asked. However, simultaneous inference can be unnecessarily conservative if this set includes many questions that were unlikely to be asked in the first place. We introduce a less conservative solution to selective inference that we call locally simultaneous inference, which only answers those questions that could plausibly have been asked in light of the observed data, all the while preserving rigorous type I error guarantees. For example, if the objective is to construct a confidence interval for the "winning" treatment effect in a clinical trial with multiple treatments, and it is obvious in hindsight that only one treatment had a chance to win, then our approach will return an interval that is nearly the same as the uncorrected, standard interval. Under mild conditions satisfied by common confidence intervals, locally simultaneous inference strictly dominates simultaneous inference, meaning it can never yield less statistical power but only more. Compared to conditional selective inference, which demands stronger guarantees, locally simultaneous inference is more easily applicable in nonparametric settings and is more numerically stable.
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Verification of discrete time or continuous time dynamical systems over the reals is known to be undecidable. It is however known that undecidability does not hold for various classes of systems: if robustness is defined as the fact that reachability relation is stable under infinitesimal perturbation, then their reachability relation is decidable. In other words, undecidability implies sensitivity under infinitesimal perturbation, a property usually not expected in systems considered in practice, and hence can be seen (somehow informally) as an artefact of the theory, that always assumes exactness. In a similar vein, it is known that, while undecidability holds for logical formulas over the reals, it does not hold when considering delta-undecidability: one must determine whether a property is true, or $\delta$-far from being true. We first extend the previous statements to a theory for general (discrete time, continuous-time, and even hybrid) dynamical systems, and we relate the two approaches. We also relate robustness to some geometric properties of reachability relation. But mainly, when a system is robust, it then makes sense to quantify at which level of perturbation. We prove that assuming robustness to polynomial perturbations on precision leads to reachability verifiable in complexity class PSPACE, and even to a characterization of this complexity class. We prove that assuming robustness to polynomial perturbations on time or length of trajectories leads to similar statements, but with PTIME. It has been recently unexpectedly shown that the length of a solution of a polynomial ordinary differential equation corresponds to a time of computation: PTIME corresponds to solutions of polynomial differential equations of polynomial length. Our results argue that the answer is given by precision: space corresponds to the involved precision.
Errors of machine learning models are costly, especially in safety-critical domains such as healthcare, where such mistakes can prevent the deployment of machine learning altogether. In these settings, conservative models -- models which can defer to human judgment when they are likely to make an error -- may offer a solution. However, detecting unusual or difficult examples is notably challenging, as it is impossible to anticipate all potential inputs at test time. To address this issue, prior work has proposed to minimize the model's confidence on an auxiliary pseudo-OOD dataset. We theoretically analyze the effect of confidence minimization and show that the choice of auxiliary dataset is critical. Specifically, if the auxiliary dataset includes samples from the OOD region of interest, confidence minimization provably separates ID and OOD inputs by predictive confidence. Taking inspiration from this result, we present data-driven confidence minimization (DCM), which minimizes confidence on an uncertainty dataset containing examples that the model is likely to misclassify at test time. Our experiments show that DCM consistently outperforms state-of-the-art OOD detection methods on 8 ID-OOD dataset pairs, reducing FPR (at TPR 95%) by 6.3% and 58.1% on CIFAR-10 and CIFAR-100, and outperforms existing selective classification approaches on 4 datasets in conditions of distribution shift.
Confidence calibration is central to providing accurate and interpretable uncertainty estimates, especially under safety-critical scenarios. However, we find that existing calibration algorithms often overlook the issue of proximity bias, a phenomenon where models tend to be more overconfident in low proximity data (i.e., lying in the sparse region of the data distribution) compared to high proximity samples, and thus suffer from inconsistent miscalibration across different proximity samples. We examine the problem over pretrained ImageNet models and observe that: 1) Proximity bias exists across a wide variety of model architectures and sizes; 2) Transformer-based models are more susceptible to proximity bias than CNN-based models; 3) Proximity bias persists even after performing popular calibration algorithms like temperature scaling; 4) Models tend to overfit more heavily on low proximity samples than on high proximity samples. Motivated by the empirical findings, we propose ProCal, a plug-and-play algorithm with a theoretical guarantee to adjust sample confidence based on proximity. To further quantify the effectiveness of calibration algorithms in mitigating proximity bias, we introduce proximity-informed expected calibration error (PIECE) with theoretical analysis. We show that ProCal is effective in addressing proximity bias and improving calibration on balanced, long-tail, and distribution-shift settings under four metrics over various model architectures.
We study the problem of locally private mean estimation of high-dimensional vectors in the Euclidean ball. Existing algorithms for this problem either incur sub-optimal error or have high communication and/or run-time complexity. We propose a new algorithmic framework, ProjUnit, for private mean estimation that yields algorithms that are computationally efficient, have low communication complexity, and incur optimal error up to a $1+o(1)$-factor. Our framework is deceptively simple: each randomizer projects its input to a random low-dimensional subspace, normalizes the result, and then runs an optimal algorithm such as PrivUnitG in the lower-dimensional space. In addition, we show that, by appropriately correlating the random projection matrices across devices, we can achieve fast server run-time. We mathematically analyze the error of the algorithm in terms of properties of the random projections, and study two instantiations. Lastly, our experiments for private mean estimation and private federated learning demonstrate that our algorithms empirically obtain nearly the same utility as optimal ones while having significantly lower communication and computational cost.
Simultaneous localization and mapping (SLAM) is the task of building a map representation of an unknown environment while it at the same time is used for positioning. A probabilistic interpretation of the SLAM task allows for incorporating prior knowledge and for operation under uncertainty. Contrary to the common practice of computing point estimates of the system states, we capture the full posterior density through approximate Bayesian inference. This dynamic learning task falls under state estimation, where the state-of-the-art is in sequential Monte Carlo methods that tackle the forward filtering problem. In this paper, we introduce a framework for probabilistic SLAM using particle smoothing that does not only incorporate observed data in current state estimates, but it also back-tracks the updated knowledge to correct for past drift and ambiguities in both the map and in the states. Our solution can efficiently handle both dense and sparse map representations by Rao-Blackwellization of conditionally linear and conditionally linearized models. We show through simulations and real-world experiments how the principles apply to radio (BLE/Wi-Fi), magnetic field, and visual SLAM. The proposed solution is general, efficient, and works well under confounding noise.
This paper is motivated by medical studies in which the same patients with multiple sclerosis are examined at several successive visits and described by fractional anisotropy tract profiles, which can be represented as functions. Since the observations for each patient are dependent random processes, they follow a repeated measures design for functional data. To compare the results for different visits, we thus consider functional repeated measures analysis of variance. For this purpose, a pointwise test statistic is constructed by adapting the classical test statistic for one-way repeated measures analysis of variance to the functional data framework. By integrating and taking the supremum of the pointwise test statistic, we create two global test statistics. Apart from verifying the general null hypothesis on the equality of mean functions corresponding to different objects, we also propose a simple method for post hoc analysis. We illustrate the finite sample properties of permutation and bootstrap testing procedures in an extensive simulation study. Finally, we analyze a motivating real data example in detail.
This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable implications, we propose a nonparametric test which is proved to be asymptotically size controlled and consistent. Compared to the tests in the literature, our test can be applied in more general settings and may achieve power improvement. Refutation of instrument validity by the test helps detect invalid instruments that may yield implausible results on causal effects. Evidence that the test performs well on finite samples is provided via simulations. We revisit the empirical study on return to schooling to demonstrate application of the proposed test in practice. An extended continuous mapping theorem and an extended delta method, which may be of independent interest, are provided to establish the asymptotic distribution of the test statistic under null.
We address the challenge of exploration in reinforcement learning (RL) when the agent operates in an unknown environment with sparse or no rewards. In this work, we study the maximum entropy exploration problem of two different types. The first type is visitation entropy maximization previously considered by Hazan et al.(2019) in the discounted setting. For this type of exploration, we propose a game-theoretic algorithm that has $\widetilde{\mathcal{O}}(H^3S^2A/\varepsilon^2)$ sample complexity thus improving the $\varepsilon$-dependence upon existing results, where $S$ is a number of states, $A$ is a number of actions, $H$ is an episode length, and $\varepsilon$ is a desired accuracy. The second type of entropy we study is the trajectory entropy. This objective function is closely related to the entropy-regularized MDPs, and we propose a simple algorithm that has a sample complexity of order $\widetilde{\mathcal{O}}(\mathrm{poly}(S,A,H)/\varepsilon)$. Interestingly, it is the first theoretical result in RL literature that establishes the potential statistical advantage of regularized MDPs for exploration. Finally, we apply developed regularization techniques to reduce sample complexity of visitation entropy maximization to $\widetilde{\mathcal{O}}(H^2SA/\varepsilon^2)$, yielding a statistical separation between maximum entropy exploration and reward-free exploration.
Analyzing observational data from multiple sources can be useful for increasing statistical power to detect a treatment effect; however, practical constraints such as privacy considerations may restrict individual-level information sharing across data sets. This paper develops federated methods that only utilize summary-level information from heterogeneous data sets. Our federated methods provide doubly-robust point estimates of treatment effects as well as variance estimates. We derive the asymptotic distributions of our federated estimators, which are shown to be asymptotically equivalent to the corresponding estimators from the combined, individual-level data. We show that to achieve these properties, federated methods should be adjusted based on conditions such as whether models are correctly specified and stable across heterogeneous data sets.
Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing research direction owing to the large amount of available data and low budget requirement, compared with randomized controlled trials. Embraced with the rapidly developed machine learning area, various causal effect estimation methods for observational data have sprung up. In this survey, we provide a comprehensive review of causal inference methods under the potential outcome framework, one of the well known causal inference framework. The methods are divided into two categories depending on whether they require all three assumptions of the potential outcome framework or not. For each category, both the traditional statistical methods and the recent machine learning enhanced methods are discussed and compared. The plausible applications of these methods are also presented, including the applications in advertising, recommendation, medicine and so on. Moreover, the commonly used benchmark datasets as well as the open-source codes are also summarized, which facilitate researchers and practitioners to explore, evaluate and apply the causal inference methods.
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