Your paper timeline
Scroll AI takes the way you would scroll a great paper aggregator: quick signal first, deeper critique when something earns your attention, and challenges when a claim feels off.
15 papers in stat.ME
Trending mixes fresh papers with community signal.
0
stat.MLcs.LGstat.ME Isaac Gibbs, Elise L. Han, Ryan J. Tibshirani et al. · Oct 22, 2026

AI systems increasingly make consequential decisions, but fully auditing every output is infeasible at scale. This paper studies selective auditing: sequentially deciding when to trust an AI decision versus escalate it to an expert, using only a scalar confidence score. The authors frame this as an online constrained optimization problem and derive algorithms that guarantee the fraction of unaudited errors stays below a user-specified threshold α without any distributional assumptions. The core contribution is an optimally efficient algorithm that provably minimizes audit effort for both adversarial and i.i.d. data streams.

We consider online monitoring of an AI system that produces a sequence of decisions. At each round, the system outputs a proposed decision together with a confidence score estimating the trustworthiness of the decision. The decision and confidence score need not be produced by the same model: for example, one agent may propose a decision, while a separate verifier agent evaluates it and outputs a correctness or safety score. Based on this information, we must decide whether to accept the AI decision automatically or consult an expert, such as a human auditor, who reviews the proposal and either accepts or corrects it. We formulate this task as an online constrained optimization problem in which the goal is to minimize the frequency of expert auditing while guaranteeing that the fraction of AI errors that go unaudited stays below a user-defined threshold. We derive a family of algorithms with provable error-control guarantees with no assumptions, including a method that is optimally efficient: it asymptotically attains the best achievable auditing rate for both adversarial and i.i.d. data streams. Experiments on screening harmful requests to large language models, qualitative text annotation, and data labeling show that our methods achieve valid error control in practice while substantially reducing the need for human auditing compared to baselines.
0
stat.MLcs.LGstat.AP Ryan Heejoon Byun, Dayeon Yoon, Won Chang · Oct 22, 2026

Standard computer-model calibration focuses on parameter posteriors, not the predictive accuracy of the calibrated simulator. The authors propose a two-layer framework: a flow-matching model amortizes posterior inference, then conformal risk control tunes parameter sets so the simulator pushforward hits a target miscoverage on synthetic calibration data. This targets the quantity that actually matters downstream—predictive coverage—while exploiting amortization to avoid expensive per-observation MCMC. Experiments on synthetic and real epidemiological data show roughly 5× sharper bands than KOH–MCMC with near-nominal coverage.

Computer-model calibration is usually undertaken in service of prediction, yet neither Bayesian Kennedy-O'Hagan (KOH) calibration nor amortized simulation-based inference is built to control the predictive error of the calibrated simulator. When parameters are weakly identified or the data-model discrepancy is misspecified, the simulator-output bands induced by a nominal posterior level can be far from nominal. We propose a two-layer framework that targets predictive miscoverage directly. First, a conditional flow-matching model learns an amortized posterior for the calibration parameters, trained on simulator outputs perturbed with Gaussian-process discrepancies of varying structure. Second, conformal risk control arranges posterior draws for the target observation into nested candidate sets and selects the smallest one whose fixed-rank pointwise bands attain a prescribed time-averaged miscoverage on a synthetic calibration sample. Under exchangeability of calibration and target observations, the bands control expected miscoverage in finite samples. In a synthetic benchmark, the proposed bands are roughly 20% the width of KOH-MCMC bands with miscoverage near the 10% target. In calibrating an age-structured SEIR model to the 2010 Malawi measles outbreak, they are again sharper and near-nominal, and the weeks they fail to cover coincide with the asymmetric epidemic decline, exposing structural inadequacy of the mechanistic model.
0
stat.MEcs.AIcs.LG Xiaojing Sun, Yuhan Zeng, Xiao Wang · Oct 22, 2026

AI agents that act as statistical analysts evolve through model upgrades, prompt edits, and new tools, but each change risks inflating Type I error. This paper introduces continual validation: before any update is deployed, it is frozen and tested on newly simulated null data using exact binomial confidence bounds with a decaying per-update risk budget. The result is a lifetime guarantee that no invalid version passes, which matters because classical fixed-procedure guarantees break under adaptive, open-ended evolution.

AI agents increasingly act as analysts whose decision can often be cast as hypothesis tests. Classical tests control the Type I error rate, the probability of rejecting a true null hypothesis, for fixed procedures. However, AI analysts introduce internal randomness and can evolve continuously over time. As AI analysts evolve, the risk of approving versions with Type I error rates above the target can accumulate, and adaptive use of evaluation feedback can lead to overfitting. We introduce continual validation, which evaluates each proposed AI analyst version before deployment using simulated data under the null hypothesis, with scenarios that can be randomized and expanded over time. We prove that, regardless of how updates are chosen or how many are proposed, the lifetime probability of ever deploying a version whose Type I error rate exceeds the allowed level remains bounded. This guarantees that every subsequent decision controls the Type I error rate at the target level across these scenarios. At the same time, updates with sufficiently low Type I error rates pass validation with high probability, allowing the analyst to continuously improve its performance without sacrificing rigor. In two examples involving evolving AI analysts for bioequivalence studies and product A/B tests, Type I error rates reached 0.098 and 0.183 without continual validation, compared with at most 0.045 and 0.044 with it, while retaining 82% and 96% of the power from optimally selected valid updates.
0
stat.MEstat.ML Yundi Kong, Min Yang, Ping-Shou Zhong · Oct 14, 2026

This paper tackles measurement-constrained linear regression, where responses are expensive to collect and must be selected from a large candidate pool before being observed. The authors propose Expected Loss Optimal Selection (ELOS), which derives an A-optimality-type criterion that depends only on covariates and remains valid under potential model misspecification. The core insight is that averaging the expected prediction loss over uniformly random misspecification directions recovers the same trace-inverse criterion as under a correctly specified model, yielding a principled response-free selection rule.

In many modern applications, obtaining response variables is costly, time-consuming, or technically challenging, making it impractical to measure outcomes for all available units. In such settings, covariates may be available for a large pool of candidates, but responses can only be collected for a small, carefully selected subset, making the choice of which units to measure a consequential decision. Most existing subsampling methods are developed for massive datasets, emphasizing the trade-off between statistical accuracy and computational cost, and typically relying on the assumption of a correctly specified model. These features limit their suitability in measurement-constrained settings, where statistical efficiency is paramount and model misspecification is often unavoidable. To address these challenges, we develop a new subset selection framework for linear regression that accommodates potential model misspecification. The proposed approach targets predictive expected loss and yields an A-optimality-type criterion that depends only on covariate information, requiring no response observations at the selection stage. We refer to this method as Expected Loss Optimal Selection (ELOS). By focusing on predictive risk rather than model-based optimality, ELOS remains well-defined and robust under misspecification. Simulation studies and real data applications demonstrate that ELOS achieves strong predictive performance and compares favorably with existing methods across a range of scenarios.
0
stat.MEcs.LGmath.ST Hansheng Jiang · Oct 1, 2026

The nonparametric maximum likelihood estimator (NPMLE) of a Gaussian mixture is a convex program over an infinite-dimensional space, yet its maximizers can be nonunique and are only known to have at most $n$ atoms. This paper shows that a vanishingly small random reweighting of the likelihood---using independent Gamma weights that concentrate around one---selects a unique maximizer with polylogarithmically many atoms in any fixed dimension $d$. The resulting estimator retains a Hellinger rate that is parametric up to logarithmic factors, solving the open problem of exact sparsity for multivariate Gaussian NPMLEs without any support penalty.

The nonparametric maximum likelihood estimator (NPMLE) of a Gaussian location mixture maximizes the likelihood over the infinite-dimensional space of mixing distributions. The maximizing mixing distribution can be nonunique, and the classical bound on its number of atoms grows linearly with the sample size $n$. We show that a vanishingly small random perturbation of the likelihood yields exact polylogarithmic sparsity. The resulting randomly reweighted NPMLE maximizes a weighted likelihood whose independent weights, taken to be Gamma in our analysis, concentrate around one as $n$ grows. With high probability, it is unique, has $O\{(\log n/\log\log n)^d+\log n\}$ atoms in dimension $d$, nearly maximizes the ordinary likelihood, and estimates the mixture density at a Hellinger rate that is parametric up to logarithmic factors. This sparsity holds for the estimator itself, not for an approximation of it, and requires no support penalty. The proof rests on an effective-dimension principle for positive kernel mixtures: low-dimensional variation of the fitted values controls the support of every extreme point of the set of maximizers. Numerical illustrations verify that the reweighted NPMLE has Hellinger risk and support size comparable to those of the ordinary NPMLE.
0
stat.MLcs.LGstat.ME Jie Tang, Chuanlong Xie, Lixing Zhu · Oct 1, 2026

Most fairness tests ask whether a model treats groups exactly equally, but real audits often need to decide whether a disparity exceeds a legally or practically meaningful tolerance. This paper formalizes tolerance-based fairness auditing as two distinct statistical objectives—formal violation certification and early-warning sensitivity screening—and develops empirical-likelihood procedures calibrated to each. Constrained empirical likelihood (CEL) controls false violation declarations over a tolerance region, while split empirical likelihood (SEL) and an adjusted variant (ASEL) use an adaptive boundary-proxy principle to increase detection near the boundary. The work matters because it translates abstract fairness requirements into actionable, objective-dependent statistical guarantees.

As artificial intelligence is increasingly deployed, algorithmic unfairness has raised growing concerns and intensified demands for transparent fairness auditing. In practice, the tolerable degree of algorithmic unfairness depends on the specific legal, ethical, or application context. Given a prespecified tolerance threshold, an important statistical question is how to determine whether a group disparity exceeds the allowable tolerance across different auditing objectives. To address this problem, we develop a unified tolerance-based fairness auditing framework for two complementary auditing objectives: violation certification, which prioritizes control of false violation declarations, and sensitivity screening, which prioritizes reducing missed violations. For the first objective, we develop a constrained empirical likelihood test for formal settings that uses least-favorable-point calibration and can be combined with false flagging rate control for simultaneous subgroup auditing. For the second objective, we develop split empirical likelihood and adjusted split empirical likelihood tests using an adaptive boundary-proxy principle for early-warning settings. Numerical experiments show the distinct error-control--sensitivity trade-offs of these procedures. A COMPAS analysis illustrates the framework in predictive fairness auditing.
0
stat.MLcs.LGstat.ME Marco Pollanen · Oct 1, 2026

Treating model release as a design problem rather than a convention, this paper asks how many of $k$ automated tests a model should pass before deployment to guarantee a stated reliability target while retaining as many good models as possible. Using a two-class Gaussian latent-factor model with common within-class correlation $\rho$, the author proves that precision rises strictly with the required pass count $r$, so the optimal gate is the most lenient $r$-of-$k$ rule that meets the target. This matters because teams often default to pass-all gating, which can decimate the pool of acceptable models when tests are even modestly correlated; the paper shows that misjudging dependence by a factor of two can hurt more than shifting the gate by one test.

Before a machine learning model ships, it often has to pass a suite of automated tests. Requiring every test to pass looks safe, yet it can reject many models that would have served users well, and it does not say how trustworthy a passing model actually is. We treat the release gate as a design problem: choose how many tests a model must pass so that cleared models meet a stated reliability target, while keeping as many good models as possible. A two-class latent-factor model makes both costs explicit and reduces each calculation to a one-dimensional integral. We prove that when both classes share the same latent correlation, a stricter gate always raises reliability, so the gate that keeps the most good models is the most lenient one that still meets the target. Under pass-all gating, any reliability target short of perfection is attainable within the model, but the share of good models kept tends to zero as the suite grows. Correlation between tests sets the price. In one configuration, a 99 percent target needs 8 independent tests, but 74 tests at a latent correlation of 0.3 and 5,182 at 0.5, where the gate keeps fewer than one good model in ten. We also give a validation procedure, built on exact binomial bounds, that certifies a gate from labelled data even when the gate is chosen from a fixed shortlist.
0
stat.MEstat.ML Qiong Zhang, Qinglong Tian, Pengfei Li · Mar 23, 2026

Neyman–Pearson multiclass classification (NPMC) handles asymmetric error costs by constraining class-specific misclassification rates, yet existing methods fail when training labels are corrupted. This paper proposes an empirical likelihood (EL) framework that recovers true class proportions and posterior probabilities from noisy labels via an exponential tilting density ratio model, enabling valid error control without prior knowledge of the noise transition matrix. The approach combines semiparametric estimation theory with a practical EM algorithm, yielding classifiers that satisfy NP oracle inequalities asymptotically.

In many classification problems, the costs of misclassifying observations from different classes can be highly unequal. The Neyman-Pearson multiclass classification (NPMC) framework addresses this issue by minimizing a weighted misclassification risk while imposing upper bounds on class-specific error probabilities. Existing NPMC methods typically assume that training labels are correctly observed. In practice, however, labels are often corrupted due to measurement error or annotation, and the effect of such label noise on NPMC procedures remains largely unexplored. We study the NPMC problem when only noisy labels are available in the training data. We propose an empirical likelihood (EL)-based method that relates the distributions of noisy and true labels through an exponential tilting density ratio model. The resulting maximum EL estimators recover the class proportions and posterior probabilities of the clean labels required for error control. We establish consistency, asymptotic normality, and optimal convergence rates for these estimators. Under mild conditions, the resulting classifier satisfies NP oracle inequalities with respect to the true labels asymptotically. An expectation-maximization algorithm computes the maximum EL estimators. Simulations show that the proposed method performs comparably to the oracle classifier under clean labels and substantially improves over procedures that ignore label noise.
0
stat.APstat.MEstat.ML Emmett B. Kendall, Jonathan P. Williams, Curtis B. Storlie et al. · Mar 23, 2026

This paper addresses the critical challenge of detecting occult hemorrhage (internal bleeding) in intensive care units, where delayed diagnosis leads to preventable physiological shock and death. The authors develop a Bayesian regime switching model (RSM) that tracks five latent physiological states—including stable, hemorrhage, and recovery—using longitudinal vital signs (heart rate, MAP, hemoglobin, lactate) and medication history. Applied to 33,924 Mayo Clinic ICU encounters, the model aims to provide interpretable, probabilistic early warnings that outperform standard vital sign monitoring by accounting for autoregressive trends and pre-admission physiological changes.

Detection of occult hemorrhage (i.e., internal bleeding) in patients in intensive care units (ICUs) can pose significant challenges for critical care workers. Because blood loss may not always be clinically apparent, clinicians rely on monitoring vital signs for specific trends indicative of a hemorrhage event. The inherent difficulties of diagnosing such an event can lead to late intervention by clinicians which has catastrophic consequences. Therefore, a methodology for early detection of hemorrhage has wide utility. We develop a Bayesian regime switching model (RSM) that analyzes trends in patients' vitals and labs to provide a probabilistic assessment of the underlying physiological state that a patient is in at any given time. This article is motivated by a comprehensive dataset we curated from Mayo Clinic of 33,924 real ICU patient encounters. Longitudinal response measurements are modeled as a vector autoregressive process conditional on all latent states up to the current time point, and the latent states follow a Markov process. We present a novel Bayesian sampling routine to learn the posterior probability distribution of the latent physiological states, as well as develop an approach to account for pre-ICU-admission physiological changes. A simulation and real case study illustrate the effectiveness of our approach.
0
astro-ph.COastro-ph.IMcs.LG Hubert Leterme, Andreas Tersenov, Jalal Fadili et al. · Mar 23, 2026

Paper introduces PnPMass, a plug-and-play framework for weak lensing mass mapping that reconciles reconstruction accuracy with practical deployment constraints of upcoming Stage-IV surveys. The key innovation is a carefully chosen data-fidelity operator that decouples denoiser training from observation-specific noise statistics, enabling a single trained model to handle varying survey conditions without retraining. Coupled with moment-network-based uncertainty quantification and conformal calibration, the method offers fast inference with coverage guarantees, addressing limitations of both end-to-end deep learning and costly MCMC sampling approaches.

Upcoming stage-IV surveys such as Euclid and Rubin will deliver vast amounts of high-precision data, opening new opportunities to constrain cosmological models with unprecedented accuracy. A key step in this process is the reconstruction of the dark matter distribution from noisy weak lensing shear measurements. Current deep learning-based mass mapping methods achieve high reconstruction accuracy, but either require retraining a model for each new observed sky region (limiting practicality) or rely on slow MCMC sampling. Efficient exploitation of future survey data therefore calls for a new method that is accurate, flexible, and fast at inference. In addition, uncertainty quantification with coverage guarantees is essential for reliable cosmological parameter estimation. We introduce PnPMass, a plug-and-play approach for weak lensing mass mapping. The algorithm produces point estimates by alternating between a gradient descent step with a carefully chosen data fidelity term, and a denoising step implemented with a single deep learning model trained on simulated data corrupted by Gaussian white noise. We also propose a fast, sampling-free uncertainty quantification scheme based on moment networks, with calibrated error bars obtained through conformal prediction to ensure coverage guarantees. Finally, we benchmark PnPMass against both model-driven and data-driven mass mapping techniques. PnPMass achieves performance close to that of state-of-the-art deep-learning methods while offering fast inference (converging in just a few iterations) and requiring only a single training phase, independently of the noise covariance of the observations. It therefore combines flexibility, efficiency, and reconstruction accuracy, while delivering tighter error bars than existing approaches, making it well suited for upcoming weak lensing surveys.
0
cs.LGstat.COstat.ME Foo Hui-Mean, Yuan-chin I Chang · Mar 22, 2026

ALMAB-DC unifies Gaussian process active learning, multi-armed bandit scheduling, and asynchronous distributed computing to tackle expensive black-box optimization in sequential experimental design. The framework targets dose-finding, spatial field estimation, and ML/engineering tasks, claiming superior sample efficiency and near-linear parallel speedups up to $K=16$ agents. While the modular architecture and ablation analyses are rigorous, all empirical results derive from calibrated surrogate emulators rather than live systems, substantially limiting external validity.

Sequential experimental design under expensive, gradient-free objectives is a central challenge in computational statistics: evaluation budgets are tightly constrained and information must be extracted efficiently from each observation. We propose \textbf{ALMAB-DC}, a GP-based sequential design framework combining active learning, multi-armed bandits (MAB), and distributed asynchronous computing for expensive black-box experimentation. A Gaussian process surrogate with uncertainty-aware acquisition identifies informative query points; a UCB or Thompson-sampling bandit controller allocates evaluations across parallel workers; and an asynchronous scheduler handles heterogeneous runtimes. We present cumulative regret bounds for the bandit components and characterize parallel scalability via Amdahl's Law. We validate ALMAB-DC on five benchmarks. On the two statistical experimental-design tasks, ALMAB-DC achieves lower simple regret than Equal Spacing, Random, and D-optimal designs in dose--response optimization, and in adaptive spatial field estimation matches the Greedy Max-Variance benchmark while outperforming Latin Hypercube Sampling; at $K=4$ the distributed setting reaches target performance in one-quarter of sequential wall-clock rounds. On three ML/engineering tasks (CIFAR-10 HPO, CFD drag minimization, MuJoCo RL), ALMAB-DC achieves 93.4\% CIFAR-10 accuracy (outperforming BOHB by 1.7\,pp and Optuna by 1.1\,pp), reduces airfoil drag to $C_D = 0.059$ (36.9\% below Grid Search), and improves RL return by 50\% over Grid Search. All advantages over non-ALMAB baselines are statistically significant under Bonferroni-corrected Mann--Whitney $U$ tests. Distributed execution achieves $7.5\times$ speedup at $K = 16$ agents, consistent with Amdahl's Law.
0
stat.MEcs.LG Shuoxun Xu, Zhanhao Yan, Lexin Li · Mar 22, 2026

This paper addresses brain encoding and decoding by focusing on the alignment step between fMRI neural representations and visual stimulus embeddings. The authors propose two lightweight statistical learning methods—Inverse Semi-supervised Learning (ISL) and Meta Transfer Learning (MTL)—that operate with frozen encoders and decoders to improve sample efficiency under limited paired data and subject heterogeneity. The core innovation lies in leveraging abundant unpaired stimuli through inverse mapping with residual debiasing, and borrowing strength across subjects via sparse aggregation, all while maintaining rigorous theoretical guarantees.

Brain encoding and decoding aims to understand the relationship between external stimuli and brain activities, and is a fundamental problem in neuroscience. In this article, we study latent embedding alignment for brain encoding and decoding, with a focus on improving sample efficiency under limited fMRI-stimulus paired data and substantial subject heterogeneity. We propose a lightweight alignment framework equipped with two statistical learning components: inverse semi-supervised learning that leverages abundant unpaired stimulus embeddings through inverse mapping and residual debiasing, and meta transfer learning that borrows strength from pretrained models across subjects via sparse aggregation and residual correction. Both methods operate exclusively at the alignment stage while keeping encoders and decoders frozen, allowing for efficient computation, modular deployment, and rigorous theoretical analysis. We establish finite-sample generalization bounds and safety guarantees, and demonstrate competitive empirical performance on the large-scale fMRI-image reconstruction benchmark data.
0
cs.LGcs.AIstat.ME Marc Franquesa Mon\'es, Jiaqi Zhang, Caroline Uhler · Mar 23, 2026

Constraint-based causal discovery algorithms like PC require exponentially many conditional independence (CI) tests in the worst case---specifically $p^{\mathcal{O}(d)}$ where $d$ is the maximum degree. This paper establishes that the fundamental complexity parameter is actually $s$, the maximum undirected clique size in the essential graph, which can be much smaller than $d$ (e.g., $s=2$ vs $d=p-2$ in Figure 1). The authors propose Greedy Ancestral Search (GAS), which achieves $p^{\mathcal{O}(s)}$ CI tests, and prove a matching lower bound of $2^{\Omega(s)}$, establishing exponent-optimality up to a logarithmic factor.

Learning causal relations from observational data is a fundamental problem with wide-ranging applications across many fields. Constraint-based methods infer the underlying causal structure by performing conditional independence tests. However, existing algorithms such as the prominent PC algorithm need to perform a large number of independence tests, which in the worst case is exponential in the maximum degree of the causal graph. Despite extensive research, it remains unclear if there exist algorithms with better complexity without additional assumptions. Here, we establish an algorithm that achieves a better complexity of $p^{\mathcal{O}(s)}$ tests, where $p$ is the number of nodes in the graph and $s$ denotes the maximum undirected clique size of the underlying essential graph. Complementing this result, we prove that any constraint-based algorithm must perform at least $2^{\Omega(s)}$ conditional independence tests, establishing that our proposed algorithm achieves exponent-optimality up to a logarithmic factor in terms of the number of conditional independence tests needed. Finally, we validate our theoretical findings through simulations, on semi-synthetic gene-expression data, and real-world data, demonstrating the efficiency of our algorithm compared to existing methods in terms of number of conditional independence tests needed.
0
stat.MLcs.LGmath.ST Marcos Matabuena, Xiaokai Luo, Oscar Hernan Madrid Padilla · Oct 22, 2026
Deep learning (DL) methods have substantially improved predictive performance across a wide range of downstream prediction tasks, enabling new discoveries in multiple domains. However, principled DL methods for non-Euclidean random objects remain relatively scarce, despite the growing importance of modern biomedical outcomes taking the form of probability distributions, random graphs, functions, and other random objects in metric spaces. Motivated by a new generation of digital and clinical biomarkers, we propose a deep learning framework for regression with random objects in metric spaces. Our approach operates directly on the metric structure of the response space, avoiding restrictive manifold or Euclidean embedding assumptions imposed by many existing methods. At the same time, it retains modern statistical guarantees under the stated statistical assumptions. We establish statistical consistency and convergence rates for the proposed estimator, and characterize conditions under which it can mitigate the curse of dimensionality for hierarchically compositional regression functions. Extensive simulation studies demonstrate competitive predictive performance, with gains over several competing approaches in multiple Euclidean and non-Euclidean configurations. Finally, we demonstrate the practical utility of the proposed framework in two digital health case studies with distribution-valued outcomes in Wasserstein spaces, using high-resolution accelerometry and continuous glucose monitoring data. Embedding-based deep-learning methods may be less suitable when no informative low-dimensional representation exists or when the learned embedding does not adequately preserve the intrinsic geometry of the response space.
Deep learning (DL) methods have substantially improved predictive performance across a wide range of downstream prediction tasks, enabling new discoveries in multiple domains. However, principled DL methods for non-Euclidean random objects remain relatively scarce, despite the growing importance of modern biomedical outcomes taking the form of probability distributions, random graphs, functions, and other random objects in metric spaces. Motivated by a new generation of digital and clinical biomarkers, we propose a deep learning framework for regression with random objects in metric spaces. Our approach operates directly on the metric structure of the response space, avoiding restrictive manifold or Euclidean embedding assumptions imposed by many existing methods. At the same time, it retains modern statistical guarantees under the stated statistical assumptions. We establish statistical consistency and convergence rates for the proposed estimator, and characterize conditions under which it can mitigate the curse of dimensionality for hierarchically compositional regression functions. Extensive simulation studies demonstrate competitive predictive performance, with gains over several competing approaches in multiple Euclidean and non-Euclidean configurations. Finally, we demonstrate the practical utility of the proposed framework in two digital health case studies with distribution-valued outcomes in Wasserstein spaces, using high-resolution accelerometry and continuous glucose monitoring data. Embedding-based deep-learning methods may be less suitable when no informative low-dimensional representation exists or when the learned embedding does not adequately preserve the intrinsic geometry of the response space.
0
stat.MEcs.LGstat.ML Xinwei Shen, Zijian Guo, Francis Bach · Oct 1, 2026
We consider estimating the conditional distribution of a multivariate outcome given covariates when its coordinates may be continuous, binary, categorical, ordinal or rankings, and are conditionally dependent on one another. Different statistical methods have been developed for each outcome type, and most of them target a summary of the conditional distribution, such as the mean of each coordinate, rather than the joint distribution of the outcome vector. We develop generalized engression models, a unified nonparametric distributional regression framework for outcomes of any type. The proposed method builds upon engression, a scoring-rule-based deep generative model, and introduces a data-type-specific link function and a stochastic perturbation that smooths the loss, enabling gradient-based training even with discontinuous links. We establish universal representation results for continuous, discrete and mixed outcomes. In simulations and in two applications, 242 species in a community ecology benchmark and a 17-dimensional mixed-type health outcome, the method matches type-specific models on marginal scores, improves on them on the joint distribution, and matches or exceeds purpose-built state-of-the-art joint species distribution models. Software is available in Python.
We consider estimating the conditional distribution of a multivariate outcome given covariates when its coordinates may be continuous, binary, categorical, ordinal or rankings, and are conditionally dependent on one another. Different statistical methods have been developed for each outcome type, and most of them target a summary of the conditional distribution, such as the mean of each coordinate, rather than the joint distribution of the outcome vector. We develop generalized engression models, a unified nonparametric distributional regression framework for outcomes of any type. The proposed method builds upon engression, a scoring-rule-based deep generative model, and introduces a data-type-specific link function and a stochastic perturbation that smooths the loss, enabling gradient-based training even with discontinuous links. We establish universal representation results for continuous, discrete and mixed outcomes. In simulations and in two applications, 242 species in a community ecology benchmark and a 17-dimensional mixed-type health outcome, the method matches type-specific models on marginal scores, improves on them on the joint distribution, and matches or exceeds purpose-built state-of-the-art joint species distribution models. Software is available in Python.