arXiv:2608. 00701v1 Announce Type: cross Abstract: Reweighting source samples to match a target covariate distribution is a standard response to distribution shift when generalizing evidence from one population to another.
arXiv:2609.23937v1 Announce Type: cross Abstract: Robust linear fits can resist response contamination yet remain too dense or unstable for useful global explanations. We propose penalized distillati...
arXiv:2607. 23721v1 Announce Type: cross Abstract: Distributional random forests replace mean-based CART splitting with criteria that compare the full conditional response distribution in candidate children.
arXiv:2603.05575v2 Announce Type: replace-cross Abstract: We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a blac...
Sufficiently Reduced Distributional Regression (SRDR) is a generative approach that merges conditional distribution estimation with nonlinear sufficient dimension reduction (SDR). By framing SDR as a risk minimization problem using strictly proper scoring rules, SRDR jointly learns a dimension reduction map and a generative prediction model through minimization of the energy score, which can be estimated via sampling. The method extends to multi‑environment data and classification, and theoretical results show convergence of estimated conditional distributions in energy distance, implying asymptotic sufficiency. In experiments on CT slice localization, superconductivity data, and digit classification, SRDR recovers low‑dimensional sufficient structure and matches or surpasses state‑of‑the‑art nonlinear SDR methods in representation quality and predictive performance.
arXiv:2608. 15121v1 Announce Type: cross Abstract: Sufficient dimension reduction (SDR) seeks the minimal subspace of the predictors that captures the full conditional distribution of the response, which is known as the central subspace (CS).
arXiv:2608. 08204v1 Announce Type: cross Abstract: This work proposes deep nonparametric Instrumental variable quantile regression (IVQR), a two-stage estimator that combines conditional diffusion modeling with a kernel-smoothed conditional moment formulation.
arXiv:2609.23789v1 Announce Type: new Abstract: Modern conditional generative models face significant challenges when learning complex covariate dependencies. While sufficient dimension reduction (SD...
arXiv:2602. 14020v2 Announce Type: replace-cross Abstract: Heavy-tailed data make covariance estimation sensitive to the clipping level: stronger clipping reduces variance but increases bias.
arXiv:2606. 26053v1 Announce Type: cross Abstract: Synthetic data augmentation is widely used to mitigate class imbalance, but its theoretical effects on score-based classification remain poorly understood.
The paper investigates when supervised learning can recover the true latent variables that generate data, focusing on two causal settings: generative (labels cause latents) and discriminative (latents cause labels). It shows that if the representation space has at least as many dimensions as the latent space, optimal encoders are linear; otherwise, identifiability fails and encoders become nonlinear. Additional constraints—such as non‑negative activations in the generative case or sparsity and spark conditions in the discriminative case—enable recovery of individual latent variables, linking nonlinear ICA, compressed sensing, and neural network interpretability.
The paper introduces a unified exponential framework for generalising K‑fold cross‑validation (CV) accuracy into conservative risk bounds, called gamma‑CUBV. It models dependence between folds via a joint sub‑Gaussian proxy matrix, yielding an effective number of folds and showing that more folds do not always increase evidence when data are strongly correlated. The framework extends to posterior predictor distributions and weighted multi‑source fusion, and is empirically evaluated on linear classifiers trained on heterogeneous multimodal Gaussian mixtures, demonstrating that corrected resubstitution can be tighter than K‑fold CV in low‑sample, high‑heterogeneity settings.