arXiv Statistics ML

Copula Transformations for Data-Consistent Inversion

The paper introduces a copula-based framework to relate Data‑Consistent Inversion (DCI) and its iterative variant (iDCI). By applying Sklar’s theorem, the authors factor the DCI update into marginal and dependence components, showing that any remaining discrepancy after iDCI convergence is fully captured by the copulas of the observed and predicted joint distributions. They prove that an exact copula transformation recovers the original DCI solution and provide convergence results for approximate transformations, supported by numerical examples illustrating adaptive refinement and progressive problem refinement.

arXiv Machine Learning
3d ago

Gaussian Mixture Copula Processes for Irregular Time Series

arXiv:2605.23632v2 Announce Type: replace Abstract: We introduce Gaussian Mixture Copula Processes (GMCP), a conditional copula process for irregularly sampled multivariate time series (IMTS) that is...

By Christian Kl\"otergens, Tom Hanika, Lars Schmidt-Thieme, Vijaya Krishna Yalavarthi
arXiv AI
Jul 7

Towards Diverse and Comprehensive Benchmarks for Mutual Information Estimation

arXiv:2607. 03487v1 Announce Type: cross Abstract: Mutual information (MI) estimation is a central problem in machine learning and statistics; however, existing benchmarks typically evaluate estimators on simplified, low-dimensional distributions, leaving their performance on complex, realistic data largely unexplored.

By Alberto Foresti, Ivan Butakov, Alexander Tolmachev, Giulio Franzese, Alexey Frolov, Pietro Michiardi
Hugging Face Trending Papers
Jul 27

Localized Anomaly Detection via Differentiable D-vine Copulas

Vine copulas provide a flexible framework for modeling complex multivariate distributions through a hierarchical decomposition into bivariate pair-copulas. Fitting a D-vine requires selecting a copula family and parameter configuration for each pair-copula from a set of candidates encoding different dependence patterns.

arXiv Statistics ML
3d ago

Copula Active Subspaces I: A Score-Covariance Method for Reduced-Order Non-Gaussian Density Estimation

arXiv:2609. 36142v1 Announce Type: cross Abstract: In Bayesian inference problems with non-Gaussian observation noise, the posterior is only as accurate as the noise density, and gradient-based samplers need that density and its gradient evaluable pointwise, whether from an explicit expression or from code, and without an inner solve.

By Joshua Chen, Peter Jan van Leeuwen
arXiv Machine Learning
Jun 8

Adaptive Conditional Forest Sampling for Spectral Risk Optimisation under Decision-Dependent Uncertainty

arXiv:2603. 12507v2 Announce Type: replace Abstract: Minimising a spectral risk objective, defined as a weighted combination of expected cost and Conditional Value-at-Risk (CVaR), is challenging when the uncertainty distribution is decision-dependent, making both surrogate modelling and simulation-based ranking sensitive to tail estimation error.

By Marcell T. Kurbucz
arXiv Machine Learning
Sep 18

PosteriorBench: From Point Estimates to Posterior Matching in Evaluating Generative Inverse Solvers

PosteriorBench is a new benchmark that evaluates how well generative inverse solvers recover full posterior distributions rather than just a single reconstruction. It tests four physics-based inverse problems—Darcy flow inversion, Poisson source recovery, carbon capture and storage, and light transport material inference—using high-fidelity reference posteriors generated by rejection sampling and MCMC. The benchmark employs five metrics (posterior-mean error, posterior-standard-deviation error, maximum mean discrepancy, sliced Wasserstein distance, and radially averaged power-spectrum error) to assess pointwise accuracy, uncertainty, distributional alignment, and global frequency fidelity, revealing significant distribution-matching gaps in current solvers and highlighting the importance of neural operators, guidance weights, and generation noise for posterior-variance calibration.

By Jiachen Yao, Zi-Siang Hsu, Xi Deng, Aditi Gupta, Xin Ju, Sally M Benson, Gege Wen, Anima Anandkumar
arXiv Machine Learning
Sep 16

Copula Adapted Directed Acyclic Graph for Cluster Representation of Biomedical Data

The paper presents Copula Adapted Directed Acyclic Graph (CopDAG), a framework that combines copula models with an ensemble of causal structure discovery methods based on Directed Acyclic Graphs to represent biomedical data. By capturing non‑Gaussian, non‑linear dependencies and stable causal relationships, CopDAG enables clustering of unlabeled biomedical data using K‑means. Across 16 biomedical datasets, CopDAG achieves the highest normalized clustering accuracy and adjusted Rand index among 12 evaluated methods, and it can predict class labels and provide explainable causal visualizations without relying on data annotations.

By Heranga K. Rathnasekara, Norou Diawara, Manar D. Samad