arXiv Machine Learning

Robust inference using density-powered Stein operators

arXiv:2511. 03963v3 Announce Type: replace-cross Abstract: We introduce a density-power weighted variant of the Stein operator, called the $\gamma$-Stein operator, for robust inference with unnormalized probability models.

arXiv Machine Learning
Sep 11

Generalized Score Matching for Parameter Estimation on Convex Domains

The paper introduces a generalized score matching objective for parameter estimation on convex subsets of ρ^d, derived from Minimum Probability Flow learning. It shows that this objective is a proper local scoring rule of second order, ensuring recovery of the true density when minimized, and proves convexity and consistency for exponential family models under standard conditions. Experiments demonstrate the method’s effectiveness on constrained domains where the partition function is intractable, including a generative modeling use‑case.

By Nishanth Shetty, Saisuchith Mahajan, Chandra Sekhar Seelamantula
arXiv Statistics ML
Sep 3

Robust Bayesian Inference for Unnormalized Models with Mixed-Domain Data

The paper introduces SME-BETEL, a semiparametric Bayesian method that merges score matching estimating equations with Bayesian exponentially tilted empirical likelihood to perform inference on models with intractable normalizing constants. SME-BETEL avoids evaluating these constants and eliminates the need for learning-rate calibration, while providing consistency, asymptotic normality, and a Bernstein‑von Mises theorem that guarantees asymptotically calibrated credible sets even under model misspecification. The authors extend the framework to mixed‑domain data, enabling robust inference for doubly‑intractable models such as spatial preferential sampling, and demonstrate its effectiveness through simulations and an ozone‑monitoring application.

By Jiongran Wang, Debdeep Pati, Anirban Bhattacharya
arXiv Machine Learning
Aug 13

Fine-Tuning Generative Models for Extreme Events via CVaR-Penalized Wasserstein Gradient Flows

arXiv:2608. 11544v1 Announce Type: cross Abstract: We propose CVaR-penalized Generative Particle Algorithm (CVaR-GPA), a robust, tail-agnostic algorithm for fine-tuning generative models to learn heavy-tailed distributions and capture extreme events, requiring no prior knowledge or estimation of the target's tail characteristics.

By Thejani Gamage, Hyemin Gu, Zhizhen Zhang, Ziyu Chen, Markos Katsoulakis, Luc Rey-Bellet