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An essential problem in statistics and machine learning is the estimation of expectations involving PDFs with intractable normalizing constants. The self-normalized importance sampling (SNIS) estimator, which normalizes the IS weights, has become the standard approach due to its simplicity. However, the SNIS has been shown to exhibit high variance in challenging estimation problems, e.g, involving rare events or posterior predictive distributions in Bayesian statistics. Further, most of the state-of-the-art adaptive importance sampling (AIS) methods adapt the proposal as if the weights had not been normalized. In this paper, we propose a framework that considers the original task as estimation of a ratio of two integrals. In our new formulation, we obtain samples from a joint proposal distribution in an extended space, with two of its marginals playing the role of proposals used to estimate each integral. Importantly, the framework allows us to induce and control a dependency between both estimators. We propose a construction of the joint proposal that decomposes in two (multivariate) marginals and a coupling. This leads to a two-stage framework suitable to be integrated with existing or new AIS and/or variational inference (VI) algorithms. The marginals are adapted in the first stage, while the coupling can be chosen and adapted in the second stage. We show in several examples the benefits of the proposed methodology, including an application to Bayesian prediction with misspecified models.

In the study of extremes, the presence of asymptotic independence signifies that extreme events across multiple variables are probably less likely to occur together. Although well-understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of joint occurrence of extremes in higher dimensions. In this paper, we propose a notion of mutual asymptotic independence to capture the behavior of joint extremes in dimensions larger than two and contrast it with the classical notion of (pairwise) asymptotic independence. Furthermore, we define $k$-wise asymptotic independence which lies in between pairwise and mutual asymptotic independence. The concepts are compared using examples of Archimedean, Gaussian and Marshall-Olkin copulas among others. Notably, for the popular Gaussian copula, we provide explicit conditions on the correlation matrix for mutual asymptotic independence to hold; moreover, we are able to compute exact tail orders for various tail events.

This note discusses a simple modification of cross-conformal prediction inspired by recent work on e-values. The precursor of conformal prediction developed in the 1990s by Gammerman, Vapnik, and Vovk was also based on e-values and is called conformal e-prediction in this note. Replacing e-values by p-values led to conformal prediction, which has important advantages over conformal e-prediction without obvious disadvantages. The situation with cross-conformal prediction is, however, different: whereas for cross-conformal prediction validity is only an empirical fact (and can be broken with excessive randomization), this note draws the reader's attention to the obvious fact that cross-conformal e-prediction enjoys a guaranteed property of validity.

JAX is widely used in machine learning and scientific computing, the latter of which often relies on existing high-performance code that we would ideally like to incorporate into JAX. Reimplementing the existing code in JAX is often impractical and the existing interface in JAX for binding custom code either limits the user to a single Jacobian product or requires deep knowledge of JAX and its C++ backend for general Jacobian products. With JAXbind we drastically reduce the effort required to bind custom functions implemented in other programming languages with full support for Jacobian-vector products and vector-Jacobian products to JAX. Specifically, JAXbind provides an easy-to-use Python interface for defining custom, so-called JAX primitives. Via JAXbind, any function callable from Python can be exposed as a JAX primitive. JAXbind allows a user to interface the JAX function transformation engine with custom derivatives and batching rules, enabling all JAX transformations for the custom primitive.

Linear type theories, of various types and kinds, are of fundamental importance in most programming language research nowadays. In this paper we describe an extension of Benton's Linear-Non-Linear type theory and model for which we can prove some extra properties that make the system better behaved as far as its theory is concerned. We call this system the host-core type theory. The syntax of a host-core language is split into two parts, representing respectively a host language H and a core language C, embedded in H. This idea, derived from Benton's Linear-Non-Linear formulation of Linear Logic, allows a flexible management of data linearity, which is particularly useful in non-classical computational paradigms. The host-core style can be viewed as a simplified notion of multi-language programming, the process of software development in a heterogeneous programming language. In this paper, we present the typed calculus HC, a minimal and flexible host-core system that captures and standardizes common properties of an ideal class of host-core languages. We provide a denotational model in terms of enriched categories and we state a strong correspondence between syntax and semantics through the notion of internal language. The latter result provides some useful characterizations of host-core style, otherwise difficult to obtain. We also discuss some concrete instances, extensions and specializations of the system HC.

Rational approximation is a powerful tool to obtain accurate surrogates for nonlinear functions that are easy to evaluate and linearize. The interpolatory adaptive Antoulas--Anderson (AAA) method is one approach to construct such approximants numerically. For large-scale vector- and matrix-valued functions, however, the direct application of the set-valued variant of AAA becomes inefficient. We propose and analyze a new sketching approach for such functions called sketchAAA that, with high probability, leads to much better approximants than previously suggested approaches while retaining efficiency. The sketching approach works in a black-box fashion where only evaluations of the nonlinear function at sampling points are needed. Numerical tests with nonlinear eigenvalue problems illustrate the efficacy of our approach, with speedups above 200 for sampling large-scale black-box functions without sacrificing on accuracy.

We present and analyze a structure-preserving method for the approximation of solutions to nonlinear cross-diffusion systems, which combines a Local Discontinuous Galerkin spatial discretization with the backward Euler time stepping scheme. The proposed method makes use of the underlying entropy structure of the system, expressing the main unknown in terms of the entropy variable by means of a nonlinear transformation. Such a transformation allows for imposing the physical positivity or boundedness constraints on the approximate solution in a strong sense. Moreover, nonlinearities do not appear explicitly within differential operators or interface terms in the scheme, which significantly improves its efficiency and ease its implementation. We prove the existence of discrete solutions and their asymptotic convergence to continuous weak solutions. Numerical results for some one- and two-dimensional problems illustrate the accuracy and entropy stability of the proposed method.

Practical parameter identifiability in ODE-based epidemiological models is a known issue, yet one that merits further study. It is essentially ubiquitous due to noise and errors in real data. In this study, to avoid uncertainty stemming from data of unknown quality, simulated data with added noise are used to investigate practical identifiability in two distinct epidemiological models. Particular emphasis is placed on the role of initial conditions, which are assumed unknown, except those that are directly measured. Instead of just focusing on one method of estimation, we use and compare results from various broadly used methods, including maximum likelihood and Markov Chain Monte Carlo (MCMC) estimation. Among other findings, our analysis revealed that the MCMC estimator is overall more robust than the point estimators considered. Its estimates and predictions are improved when the initial conditions of certain compartments are fixed so that the model becomes globally identifiable. For the point estimators, whether fixing or fitting the that are not directly measured improves parameter estimates is model-dependent. Specifically, in the standard SEIR model, fixing the initial condition for the susceptible population S(0) improved parameter estimates, while this was not true when fixing the initial condition of the asymptomatic population in a more involved model. Our study corroborates the change in quality of parameter estimates upon usage of pre-peak or post-peak time-series under consideration. Finally, our examples suggest that in the presence of significantly noisy data, the value of structural identifiability is moot.

The goal of explainable Artificial Intelligence (XAI) is to generate human-interpretable explanations, but there are no computationally precise theories of how humans interpret AI generated explanations. The lack of theory means that validation of XAI must be done empirically, on a case-by-case basis, which prevents systematic theory-building in XAI. We propose a psychological theory of how humans draw conclusions from saliency maps, the most common form of XAI explanation, which for the first time allows for precise prediction of explainee inference conditioned on explanation. Our theory posits that absent explanation humans expect the AI to make similar decisions to themselves, and that they interpret an explanation by comparison to the explanations they themselves would give. Comparison is formalized via Shepard's universal law of generalization in a similarity space, a classic theory from cognitive science. A pre-registered user study on AI image classifications with saliency map explanations demonstrate that our theory quantitatively matches participants' predictions of the AI.

Deep learning is usually described as an experiment-driven field under continuous criticizes of lacking theoretical foundations. This problem has been partially fixed by a large volume of literature which has so far not been well organized. This paper reviews and organizes the recent advances in deep learning theory. The literature is categorized in six groups: (1) complexity and capacity-based approaches for analyzing the generalizability of deep learning; (2) stochastic differential equations and their dynamic systems for modelling stochastic gradient descent and its variants, which characterize the optimization and generalization of deep learning, partially inspired by Bayesian inference; (3) the geometrical structures of the loss landscape that drives the trajectories of the dynamic systems; (4) the roles of over-parameterization of deep neural networks from both positive and negative perspectives; (5) theoretical foundations of several special structures in network architectures; and (6) the increasingly intensive concerns in ethics and security and their relationships with generalizability.