arXiv Machine Learning
6d ago

Sufficiently Reduced Distributional Regression

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.

By Alexander Henzi, Tiange Liu, Xinwei Shen
arXiv AI
Jul 29

Generative Distributionally Robust Optimization

arXiv:2607. 24983v1 Announce Type: cross Abstract: Generative models are increasingly adopted in distributionally robust optimization (DRO), but existing approaches trade off model compatibility and adversarial structure: methods that accept arbitrary samplers do not restrict worst-case laws to a generator family, while generator-parameterized adversaries rely on model-specific access such as likelihoods, scores, or training data.

By Ziwei Zhang, Jonathan Yu-Meng Li, Zhihao Jin
arXiv Machine Learning
Aug 24

Conditional-Independence-Regularized Distributional Autoencoders for Mixed-Type Data

The paper introduces Conditional-Independence-Regularized Distributional Autoencoders, a framework for learning low-dimensional representations of mixed-type data that includes both numerical and categorical variables. It uses an energy-score objective for numerical variables, a likelihood objective for categorical variables, and an auxiliary conditional independence regularization term to capture dependencies between variable types. The authors provide theoretical analysis and demonstrate that the method improves categorical distribution recovery, achieves competitive overall conditional distribution recovery, and preserves mixed-type dependence structure on synthetic and real-world datasets.

By Siyuan Tang, Gongjun Xu, Ji Zhu
arXiv Machine Learning
1d ago

High-Dimensional Simulation-Based Inference in Latent Spaces

arXiv:2609.37381v1 Announce Type: new Abstract: Neural simulation-based inference (SBI) has been widely successful in inferring a relatively small number of interpretable parameters from potentially...

By Lars K\"uhmichel, Stefan T. Radev, Bhanu Prasanna Koppolu, Masoumeh Davoudi, Jerry M. Huang, Paul-Christian B\"urkner