Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable. For such models, maximum likelihood estimation will be difficult or impossible to implement. To date, nearly all applications of score matching have focused on continuous IID (independent and identically distributed) models. Motivated by various data modelling problems for which the continuity assumption and/or the IID assumption are not appropriate, this article proposes three novel extensions of score matching: (i) to univariate and multivariate ordinal data (including count data); (ii) to INID (independent but not necessarily identically distributed) data models, including regression models with either a continuous or a discrete ordinal response; and (iii) to a class of dependent data models known as auto models. Under the INID assumption, a unified asymptotic approach to settings (i) and (ii) is developed and, under mild regularity conditions, it is proved that the proposed score matching estimators are consistent and asymptotically normal. These theoretical results provide a sound basis for score-matching-based inference and are supported by strong performance in simulation studies and a real data example involving doctoral publication data. Regarding (iii), motivated by a spatial geochemical dataset, we develop a novel auto model for spatially dependent spherical data and propose a score-matching-based Wald statistic to test for the presence of spatial dependence. Our proposed auto model exhibits a way to model spatial dependence of directions, is computationally convenient to use and is expected to be superior to composite likelihood approaches for reasons that are explained.
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In many industrial applications, obtaining labeled observations is not straightforward as it often requires the intervention of human experts or the use of expensive testing equipment. In these circumstances, active learning can be highly beneficial in suggesting the most informative data points to be used when fitting a model. Reducing the number of observations needed for model development alleviates both the computational burden required for training and the operational expenses related to labeling. Online active learning, in particular, is useful in high-volume production processes where the decision about the acquisition of the label for a data point needs to be taken within an extremely short time frame. However, despite the recent efforts to develop online active learning strategies, the behavior of these methods in the presence of outliers has not been thoroughly examined. In this work, we investigate the performance of online active linear regression in contaminated data streams. Our study shows that the currently available query strategies are prone to sample outliers, whose inclusion in the training set eventually degrades the predictive performance of the models. To address this issue, we propose a solution that bounds the search area of a conditional D-optimal algorithm and uses a robust estimator. Our approach strikes a balance between exploring unseen regions of the input space and protecting against outliers. Through numerical simulations, we show that the proposed method is effective in improving the performance of online active learning in the presence of outliers, thus expanding the potential applications of this powerful tool.
The ParaOpt algorithm was recently introduced as a time-parallel solver for optimal-control problems with a terminal-cost objective, and convergence results have been presented for the linear diffusive case with implicit-Euler time integrators. We reformulate ParaOpt for tracking problems and provide generalized convergence analyses for both objectives. We focus on linear diffusive equations and prove convergence bounds that are generic in the time integrators used. For large problem dimensions, ParaOpt's performance depends crucially on having a good preconditioner to solve the arising linear systems. For the case where ParaOpt's cheap, coarse-grained propagator is linear, we introduce diagonalization-based preconditioners inspired by recent advances in the ParaDiag family of methods. These preconditioners not only lead to a weakly-scalable ParaOpt version, but are themselves invertible in parallel, making maximal use of available concurrency. They have proven convergence properties in the linear diffusive case that are generic in the time discretization used, similarly to our ParaOpt results. Numerical results confirm that the iteration count of the iterative solvers used for ParaOpt's linear systems becomes constant in the limit of an increasing processor count. The paper is accompanied by a sequential MATLAB implementation.
We study the problem of finding elements in the intersection of an arbitrary conic variety in $\mathbb{F}^n$ with a given linear subspace (where $\mathbb{F}$ can be the real or complex field). This problem captures a rich family of algorithmic problems under different choices of the variety. The special case of the variety consisting of rank-1 matrices already has strong connections to central problems in different areas like quantum information theory and tensor decompositions. This problem is known to be NP-hard in the worst case, even for the variety of rank-1 matrices. Surprisingly, despite these hardness results we develop an algorithm that solves this problem efficiently for "typical" subspaces. Here, the subspace $U \subseteq \mathbb{F}^n$ is chosen generically of a certain dimension, potentially with some generic elements of the variety contained in it. Our main result is a guarantee that our algorithm recovers all the elements of $U$ that lie in the variety, under some mild non-degeneracy assumptions on the variety. As corollaries, we obtain the following new results: $\bullet$ Polynomial time algorithms for several entangled subspaces problems in quantum entanglement, including determining r-entanglement, complete entanglement, and genuine entanglement of a subspace. While all of these problems are NP-hard in the worst case, our algorithm solves them in polynomial time for generic subspaces of dimension up to a constant multiple of the maximum possible. $\bullet$ Uniqueness results and polynomial time algorithmic guarantees for generic instances of a broad class of low-rank decomposition problems that go beyond tensor decompositions. Here, we recover a decomposition of the form $\sum_{i=1}^R v_i \otimes w_i$, where the $v_i$ are elements of the variety $X$. This implies new uniqueness results and genericity guarantees even in the special case of tensor decompositions.
We study multi-item profit maximization when there is an underlying distribution over buyers' values. In practice, a full description of the distribution is typically unavailable, so we study the setting where the mechanism designer only has samples from the distribution. If the designer uses the samples to optimize over a complex mechanism class -- such as the set of all multi-item, multi-buyer mechanisms -- a mechanism may have high average profit over the samples but low expected profit. This raises the central question of this paper: how many samples are sufficient to ensure that a mechanism's average profit is close to its expected profit? To answer this question, we uncover structure shared by many pricing, auction, and lottery mechanisms: for any set of buyers' values, profit is piecewise linear in the mechanism's parameters. Using this structure, we prove new bounds for mechanism classes not yet studied in the sample-based mechanism design literature and match or improve over the best-known guarantees for many classes.
Gun violence is a major problem in contemporary American society, with tens of thousands injured each year. However, relatively little is known about the effects on family members and how effects vary across subpopulations. To study these questions and, more generally, to address a gap in the causal inference literature, we present a framework for the study of effect modification or heterogeneous treatment effects in difference-in-differences designs. We implement a new matching technique, which combines profile matching and risk set matching, to (i) preserve the time alignment of covariates, exposure, and outcomes, avoiding pitfalls of other common approaches for difference-in-differences, and (ii) explicitly control biases due to imbalances in observed covariates in subgroups discovered from the data. Our case study shows significant and persistent effects of nonfatal firearm injuries on several health outcomes for those injured and on the mental health of their family members. Sensitivity analyses reveal that these results are moderately robust to unmeasured confounding bias. Finally, while the effects for those injured are modified largely by the severity of the injury and its documented intent, for families, effects are strongest for those whose relative's injury is documented as resulting from an assault, self-harm, or law enforcement intervention.
We investigate random matrices whose entries are obtained by applying a nonlinear kernel function to pairwise inner products between $n$ independent data vectors, drawn uniformly from the unit sphere in $\mathbb{R}^d$. This study is motivated by applications in machine learning and statistics, where these kernel random matrices and their spectral properties play significant roles. We establish the weak limit of the empirical spectral distribution of these matrices in a polynomial scaling regime, where $d, n \to \infty$ such that $n / d^\ell \to \kappa$, for some fixed $\ell \in \mathbb{N}$ and $\kappa \in (0, \infty)$. Our findings generalize an earlier result by Cheng and Singer, who examined the same model in the linear scaling regime (with $\ell = 1$). Our work reveals an equivalence principle: the spectrum of the random kernel matrix is asymptotically equivalent to that of a simpler matrix model, constructed as a linear combination of a (shifted) Wishart matrix and an independent matrix sampled from the Gaussian orthogonal ensemble. The aspect ratio of the Wishart matrix and the coefficients of the linear combination are determined by $\ell$ and the expansion of the kernel function in the orthogonal Hermite polynomial basis. Consequently, the limiting spectrum of the random kernel matrix can be characterized as the free additive convolution between a Marchenko-Pastur law and a semicircle law. We also extend our results to cases with data vectors sampled from isotropic Gaussian distributions instead of spherical distributions.
Extracting tables from documents is a crucial task in any document conversion pipeline. Recently, transformer-based models have demonstrated that table-structure can be recognized with impressive accuracy using Image-to-Markup-Sequence (Im2Seq) approaches. Taking only the image of a table, such models predict a sequence of tokens (e.g. in HTML, LaTeX) which represent the structure of the table. Since the token representation of the table structure has a significant impact on the accuracy and run-time performance of any Im2Seq model, we investigate in this paper how table-structure representation can be optimised. We propose a new, optimised table-structure language (OTSL) with a minimized vocabulary and specific rules. The benefits of OTSL are that it reduces the number of tokens to 5 (HTML needs 28+) and shortens the sequence length to half of HTML on average. Consequently, model accuracy improves significantly, inference time is halved compared to HTML-based models, and the predicted table structures are always syntactically correct. This in turn eliminates most post-processing needs.
Fair distribution of indivisible tasks with non-positive valuations (aka chores) has given rise to a large body of work in recent years. A popular approximate fairness notion is envy-freeness up to one item (EF1), which requires that any pairwise envy can be eliminated by the removal of a single item. While an EF1 and Pareto optimal (PO) allocation of goods always exists and can be computed via several well-known algorithms, even the existence of such solutions for chores remains open, to date. We take an epistemic approach utilizing information asymmetry by introducing dubious chores -- items that inflict no cost on receiving agents, but are perceived costly by others. On a technical level, dubious chores provide a more fine-grained approximation of envy-freeness -- compared to relaxations such as EF1 -- which enables progress towards addressing open problems on the existence and computation of EF1 and PO. In particular, we show that finding allocations with optimal number of dubious chores is computationally hard even for highly restricted classes of valuations. Nonetheless, we prove the existence of envy-free and PO allocations for $n$ agents with only $2n-2$ dubious chores and strengthen it to $n-1$ dubious chores in four special classes of valuations. Our experimental analysis demonstrate that baseline algorithms only require a relatively small number of dubious chores to achieve envy-freeness in practice.
Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to marginally estimate covariance parameters while integrating out all fixed and latent random effects. The Laplace approximation relies on Newton-Raphson updates, which also leads to predictions for the latent random effects. We develop methodology for complete marginal inference, from estimating covariance parameters and fixed effects to making predictions for unobserved data, for any patterned covariance matrix in the hierarchical generalized linear mixed models framework. The marginal likelihood is developed for six distributions that are often used for binary, count, and positive continuous data, and our framework is easily extended to other distributions. The methods are illustrated with simulations from stochastic processes with known parameters, and their efficacy in terms of bias and interval coverage is shown through simulation experiments. Examples with binary and proportional data on election results, count data for marine mammals, and positive-continuous data on heavy metal concentration in the environment are used to illustrate all six distributions with a variety of patterned covariance structures that include spatial models (e.g., geostatistical and areal models), time series models (e.g., first-order autoregressive models), and mixtures with typical random intercepts based on grouping.
We develop a novel doubly-robust (DR) imputation framework for longitudinal studies with monotone dropout, motivated by the informative dropout that is common in FDA-regulated trials for Alzheimer's disease. In this approach, the missing data are first imputed using a doubly-robust augmented inverse probability weighting (AIPW) estimator, then the imputed completed data are substituted into a full-data estimating equation, and the estimate is obtained using standard software. The imputed completed data may be inspected and compared to the observed data, and standard model diagnostics are available. The same imputed completed data can be used for several different estimands, such as subgroup analyses in a clinical trial, allowing for reduced computation and increased consistency across analyses. We present two specific DR imputation estimators, AIPW-I and AIPW-S, study their theoretical properties, and investigate their performance by simulation. AIPW-S has substantially reduced computational burden compared to many other DR estimators, at the cost of some loss of efficiency and the requirement of stronger assumptions. Simulation studies support the theoretical properties and good performance of the DR imputation framework. Importantly, we demonstrate their ability to address time-varying covariates, such as a time by treatment interaction. We illustrate using data from a large randomized Phase III trial investigating the effect of donepezil in Alzheimer's disease, from the Alzheimer's Disease Cooperative Study (ADCS) group.
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