arXiv Machine Learning

Conservative neural posterior estimation via distributionally robust training

The paper introduces DRO-NPE, a distributionally robust neural posterior estimation method that replaces the standard NPE objective with a worst‑case loss over a Wasserstein ambiguity set. It presents KL‑based metrics for miscoverage and miscalibration, demonstrating that the DRO‑NPE objective mitigates overfitting and reduces posterior overconfidence. Experiments on benchmark simulation‑based inference tasks show that DRO‑NPE consistently improves coverage and calibration while narrowing the gap between empirical and population NPE loss, especially in low‑simulation regimes.

arXiv Machine Learning
Jun 15

Minimum Distance Summaries for Robust Neural Posterior Estimation

arXiv:2602. 09161v2 Announce Type: replace-cross Abstract: Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimensional summary statistics, which can then be cheaply reused for fast inference by querying it on new test observations.

By Sherman Khoo, Dennis Prangle, Song Liu, Mark Beaumont
arXiv Machine Learning
Oct 21

Wasserstein Robust Classification Error: Surrogate Loss Misalignment and Distributional Attacks

The paper investigates Wasserstein distributionally robust optimization (WDRO) for classification, showing that ordering hypotheses by WDRO risk aligns with robust accuracy only for a specific class of loss functions. It demonstrates that common losses like cross‑entropy can misalign robust accuracy and WDRO risk, and introduces Wasserstein distributional attacks (WDA) with a support‑search algorithm to directly evaluate robust accuracy. Experiments on CIFAR‑10, CIFAR‑100, and ImageNet reveal that WDA achieves the lowest adversarial accuracy in most settings.

By Bach C. Le, Tung V. Dao, Binh T. Nguyen, Hong T. M. Chu
arXiv Machine Learning
Sep 3

Neural Variational Cut Posteriors without Upstream Data

The paper introduces NeVI‑Cut, a modular variational inference method for cut‑Bayes that does not require access to upstream data or models. It approximates the cut‑posterior by minimizing the expected downstream conditional Kullback‑Leibler divergence, using conditional normalizing flows as the variational family. The authors provide fixed‑data convergence rates, establish uniform KL approximation results for flow classes, and demonstrate the algorithm’s speed and accuracy on several applications.

By Jiafang Song, Sandipan Pramanik, Abhirup Datta
arXiv Machine Learning
Aug 26

Multi-Source Complex Network Reconstruction via Wasserstein Distributionally Robust Optimization and Algorithm Unrolling

The paper introduces MS‑WDRO, a multi‑source Wasserstein distributionally robust optimization framework for reconstructing complex network topologies from scarce target‑domain data and abundant heterogeneous source data. It fuses sources via a weighted Wasserstein barycenter, builds an ambiguity set around it, and solves a regularized Laplacian estimator using a provably convergent ADMM scheme. The authors provide finite‑sample guarantees, demonstrate that naive aggregation is suboptimal, and show through experiments on synthetic data and the ABIDE I neuroimaging dataset that MS‑WDRO outperforms seven baselines in graph recovery, sample efficiency, and diagnostic utility, especially when target samples are limited.

By Chuansen Peng, Yifan Xia, Jinshan Zhong, Xiaojing Shen