Causal effects are usually studied in terms of the means of counterfactual distributions, which may be insufficient in many scenarios. Given a class of densities known up to normalizing constants, we propose to model counterfactual distributions by minimizing kernel Stein discrepancies in a doubly robust manner. This enables the estimation of counterfactuals over large classes of distributions while exploiting the desired double robustness. We present a theoretical analysis of the proposed estimator, providing sufficient conditions for consistency and asymptotic normality, as well as an examination of its empirical performance.
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Gradual verification, which supports explicitly partial specifications and verifies them with a combination of static and dynamic checks, makes verification more incremental and provides earlier feedback to developers. While an abstract, weakest precondition-based approach to gradual verification was previously proven sound, the approach did not provide sufficient guidance for implementation and optimization of the required run-time checks. More recently, gradual verification was implemented using symbolic execution techniques, but the soundness of the approach (as with related static checkers based on implicit dynamic frames) was an open question. This paper puts practical gradual verification on a sound footing with a formalization of symbolic execution, optimized run-time check generation, and run time execution. We prove our approach is sound; our proof also covers a core subset of the Viper tool, for which we are aware of no previous soundness result. Our formalization enabled us to find a soundness bug in an implemented gradual verification tool and describe the fix necessary to make it sound.
Causality in distributed systems is a concept that has long been explored and numerous approaches have been made to use causality as a way to trace distributed system execution. Traditional approaches usually used system profiling and newer approaches profiled clocks of systems to detect failures and construct timelines that caused those failures. Since the advent of logical clocks, these profiles have become more and more accurate with ways to characterize concurrency and distributions, with accurate diagrams for message passing. Vector clocks addressed the shortcomings of using traditional logical clocks, by storing information about other processes in the system as well. Hybrid vector clocks are a novel approach to this concept where clocks need not store all the process information. Rather, we store information of processes within an acceptable skew of the focused process. This gives us an efficient way of profiling with substantially reduced costs to the system. Building on this idea, we propose the idea of building causal traces using information generated from the hybrid vector clock. The hybrid vector clock would provide us with a strong sense of concurrency and distribution, and we theorize that all the information generated from the clock is sufficient to develop a causal trace for debugging. We post-process and parse the clocks generated from an execution trace to develop a swimlane on a web interface, that traces the points of failure of a distributed system. We also provide an API to reuse this concept for any generic distributed system framework.
Quantifying the effect of uncertainties in systems where only point evaluations in the stochastic domain but no regularity conditions are available is limited to sampling-based techniques. This work presents an adaptive sequential stratification estimation method that uses Latin Hypercube Sampling within each stratum. The adaptation is achieved through a sequential hierarchical refinement of the stratification, guided by previous estimators using local (i.e., stratum-dependent) variability indicators based on generalized polynomial chaos expansions and Sobol decompositions. For a given total number of samples $N$, the corresponding hierarchically constructed sequence of Stratified Sampling estimators combined with Latin Hypercube sampling is adequately averaged to provide a final estimator with reduced variance. Numerical experiments illustrate the procedure's efficiency, indicating that it can offer a variance decay proportional to $N^{-2}$ in some cases.
Detecting unusual patterns in graph data is a crucial task in data mining. However, existing methods often face challenges in consistently achieving satisfactory performance and lack interpretability, which hinders our understanding of anomaly detection decisions. In this paper, we propose a novel approach to graph anomaly detection that leverages the power of interpretability to enhance performance. Specifically, our method extracts an attention map derived from gradients of graph neural networks, which serves as a basis for scoring anomalies. In addition, we conduct theoretical analysis using synthetic data to validate our method and gain insights into its decision-making process. To demonstrate the effectiveness of our method, we extensively evaluate our approach against state-of-the-art graph anomaly detection techniques. The results consistently demonstrate the superior performance of our method compared to the baselines.
Partial differential equations (PDEs) are ubiquitous in the world around us, modelling phenomena from heat and sound to quantum systems. Recent advances in deep learning have resulted in the development of powerful neural solvers; however, while these methods have demonstrated state-of-the-art performance in both accuracy and computational efficiency, a significant challenge remains in their interpretability. Most existing methodologies prioritize predictive accuracy over clarity in the underlying mechanisms driving the model's decisions. Interpretability is crucial for trustworthiness and broader applicability, especially in scientific and engineering domains where neural PDE solvers might see the most impact. In this context, a notable gap in current research is the integration of symbolic frameworks (such as symbolic regression) into these solvers. Symbolic frameworks have the potential to distill complex neural operations into human-readable mathematical expressions, bridging the divide between black-box predictions and solutions.
A case-cohort design is a two-phase sampling design frequently used to analyze censored survival data in a cost-effective way, where a subcohort is usually selected using simple random sampling or stratified simple random sampling. In this paper, we propose an efficient sampling procedure based on balanced sampling when selecting a subcohort in a case-cohort design. A sample selected via a balanced sampling procedure automatically calibrates auxiliary variables. When fitting a Cox model, calibrating sampling weights has been shown to lead to more efficient estimators of the regression coefficients (Breslow et al., 2009a, b). The reduced variabilities over its counterpart with a simple random sampling are shown via extensive simulation experiments. The proposed design and estimation procedure are also illustrated with the well-known National Wilms Tumor Study dataset.
Causal disentanglement aims to uncover a representation of data using latent variables that are interrelated through a causal model. Such a representation is identifiable if the latent model that explains the data is unique. In this paper, we focus on the scenario where unpaired observational and interventional data are available, with each intervention changing the mechanism of a latent variable. When the causal variables are fully observed, statistically consistent algorithms have been developed to identify the causal model under faithfulness assumptions. We here show that identifiability can still be achieved with unobserved causal variables, given a generalized notion of faithfulness. Our results guarantee that we can recover the latent causal model up to an equivalence class and predict the effect of unseen combinations of interventions, in the limit of infinite data. We implement our causal disentanglement framework by developing an autoencoding variational Bayes algorithm and apply it to the problem of predicting combinatorial perturbation effects in genomics.
Electric vehicle (EV) adoption in long-distance logistics faces challenges such as range anxiety and uneven distribution of charging stations. Two pivotal questions emerge: How can EVs be efficiently routed in a charging network considering range limits, charging speeds and prices? And, can the existing charging infrastructure sustain the increasing demand for EVs in long-distance logistics? This paper addresses these questions by introducing a novel theoretical and computational framework to study the EV network flow problems. We present an EV network flow model that incorporates range constraints and nonlinear charging rates, and identify conditions under which polynomial-time solutions can be obtained for optimal single EV routing, maximum flow, and minimum-cost flow problems. Our findings provide insights for optimizing EV routing in logistics, ensuring an efficient and sustainable future.
Graphs are important data representations for describing objects and their relationships, which appear in a wide diversity of real-world scenarios. As one of a critical problem in this area, graph generation considers learning the distributions of given graphs and generating more novel graphs. Owing to their wide range of applications, generative models for graphs, which have a rich history, however, are traditionally hand-crafted and only capable of modeling a few statistical properties of graphs. Recent advances in deep generative models for graph generation is an important step towards improving the fidelity of generated graphs and paves the way for new kinds of applications. This article provides an extensive overview of the literature in the field of deep generative models for graph generation. Firstly, the formal definition of deep generative models for the graph generation and the preliminary knowledge are provided. Secondly, taxonomies of deep generative models for both unconditional and conditional graph generation are proposed respectively; the existing works of each are compared and analyzed. After that, an overview of the evaluation metrics in this specific domain is provided. Finally, the applications that deep graph generation enables are summarized and five promising future research directions are highlighted.
Causality can be described in terms of a structural causal model (SCM) that carries information on the variables of interest and their mechanistic relations. For most processes of interest the underlying SCM will only be partially observable, thus causal inference tries to leverage any exposed information. Graph neural networks (GNN) as universal approximators on structured input pose a viable candidate for causal learning, suggesting a tighter integration with SCM. To this effect we present a theoretical analysis from first principles that establishes a novel connection between GNN and SCM while providing an extended view on general neural-causal models. We then establish a new model class for GNN-based causal inference that is necessary and sufficient for causal effect identification. Our empirical illustration on simulations and standard benchmarks validate our theoretical proofs.
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