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Arthur Gretton

Publications and source records attributed to Arthur Gretton.

At least 19 recordsLinked to original sources
arXiv2026

Sampling Interventional Distributions with Orthogonal MMD Flow

Many causal inference problems require sampling from interventional outcome distributions rather than estimating low-dimensional summaries. Existing approaches often rely on fitting generative models of the target distribution together with additional nuisance components, which can be computationally demanding for high-dimensional outcomes. We propose Interventional Maximum Mean Discrepancy Flow (IMMD-Flow), a particle-based method that instead represents the target interventional distribution through its kernel mean embedding. This kernel embedding admits a doubly robust, Neyman-orthogonal estimator with finite-sample guarantees and can be efficiently reused to sample from the interventional distribution via MMD gradient flow. IMMD-Flow accommodates both hard and soft interventions, admits theoretical guarantees for estimation and particle approximation, and extends to high-dimensional image outcomes through frozen encoders. Across image-based benchmarks, IMMD-Flow matches or improves upon state-of-the-art generative approaches while showing significant speed advantages.

cs.LG↗
arXiv2026

Doubly Robust Deep Kernel Tests for Structured Outcomes

We propose a test of whether two interventions induce the same outcome distribution when outcomes are structured and high-dimensional, such as images, text and graphs. We represent the interventional distributions as mean embeddings on learned deep features, such that the treatment effect is a doubly robust representation of the difference in mean embeddings. Our test, DR-KTE-Deep, optimises the learned features so as to maximise an estimated power criterion on this treatment effect representation. To motivate our learning objective, we show that the power criterion characterises the asymptotic signal-to-noise ratio of the test under fixed alternatives, and we derive a uniform finite-sample bound for its regularised estimate. We show that, with the learned kernel fixed, a held-out test is asymptotically valid under the null given suitable nuisance-estimation rates. Empirically, DR-KTE-Deep achieves substantially higher power than fixed and bandwidth-optimised kernel baselines across image, text and graph outcomes, while maintaining well-calibrated Type-I error.

stat.ML↗
arXiv2026

Doubly Robust Proxy Causal Learning with Neural Mean Embeddings

We propose a novel doubly robust neural mean-embedding framework for proxy causal learning (PCL) for continuous and structured treatments. PCL uses proxy variables and bridge functions to identify causal effects under unobserved confounding: either an outcome bridge or a treatment bridge can identify the target, while doubly robust methods combine both. Our framework learns both bridges with data-adaptive neural features and combines them into doubly robust estimators of population, treatment-conditional, and heterogeneous dose-response functions. Two features of our result are particularly notable: the treatment bridge can be learned without density ratios, and the same treatment bridge yields both population and heterogeneous responses, eliminating the need for a separate bridge fit. Our analysis shows that the doubly robust error is controlled by final-stage error and the smaller of the two projected bridge errors, with no separate density-ratio estimation error. Across challenging continuous- and structured-treatment benchmarks, our method outperforms neural single-bridge estimators and fixed-feature doubly robust estimators. Our implementation is available at https://github.com/BariscanBozkurt/DoublyRobust-PCL-Network.

cs.LG↗
arXiv2026

Improved Distributional Diffusion Models

Distributional Diffusion Models (DDMs) replace the standard mean-prediction denoiser with a \emph{distributional} denoiser trained via a scoring rule objective, learning a stochastic approximation to $p(x_1 \mid x_t)$ rather than its conditional mean. However, scaling DDMs to modern image-generation settings faces two obstacles: (i) multi-particle training incurs overhead that scales with the number of particles, (ii) DDMs use globally fixed scoring rule hyperparameters, forcing a single trade-off across sampling budgets. We mitigate these limitations by deferring particle expansion to late transformer layers, and the hyperparameter trade-off by introducing time-dependent scoring rule schedules informed by the dynamical regimes of~\citet{Biroli2024}. Combined with a DiT-based latent setup, these changes make DDM training practical on class-conditional ImageNet-$256^2$, achieving 4.48 FID at 4 steps and 2.38 at 50 steps with DiT-XL/2, from a single model trained from scratch in one stage, without a teacher, self-distillation or JVPs. The result is a stochastic few-step generator whose FID does not degrade as the sampling budget grows from 4 to 50 NFE, and the same recipe transfers to text-to-image generation. Code and pre-trained models available at https://github.com/CompVis/iDDM.

cs.CV↗
arXiv2026

Fast Best-in-Class Regret for Contextual Bandits

We study the problem of stochastic contextual bandits in the agnostic setting, where the goal is to compete with the best policy in a given class without assuming realizability or imposing model restrictions on losses or rewards. In this work, we establish the first fast rate for regret relative to the best-in-class policy. Our proposed algorithm updates the policy at every round by minimizing a pessimistic objective, defined as a clipped inverse-propensity estimate of the policy value plus a variance penalty. By leveraging entropy assumptions on the policy class and a Hölderian error-bound condition (a generalization of the margin condition), we achieve fast best-in-class regret rates, including polylogarithmic rates in the parametric case. The analysis is driven by a sequential self-normalized maximal inequality for bounded martingale empirical processes, which yields uniform variance-adaptive confidence bounds and guarantees pessimism under adaptive data collection.

stat.ML↗
arXiv2026

Aggregation of Statistical Evidence under Exchangeability

We study aggregation of statistical evidence under unknown and potentially complex dependence using group-invariance. Building on permutation-based constructions that treat transformed datasets as exchangeable units, we aggregate evidence across statistics for each transformed dataset and calibrate the resulting aggregates across transformations. We develop a finite-sample power and adaptivity theory for this framework, together with extensions to sequential and data-dependent aggregation that preserve validity. For single-batch aggregation, which uses one collection of transformed datasets for both standardization and calibration, we show that the critical values uniformly improve on deterministic calibrations valid under arbitrary dependence, including Bonferroni correction, while adapting to the unknown dependence structure. We also introduce a sequential alpha-spending version that permits early rejection when evidence is strong, and a two-batch extension that separates standardization from calibration to accommodate learned aggregation rules and reduce computation. Applications to adaptive nonparametric testing and conformal prediction illustrate how these results sharpen existing aggregation methods.

stat.ME↗
arXiv2026

Variational Learning for Insertion-based Generation

Non-monotonic sequence generation methods, such as masked diffusion models, provide a flexible alternative to left-to-right autoregressive modeling by allowing tokens to be generated in non-fixed and prescribed orders. Despite their practical advantages, most existing non-monotonic models are order-agnostic and rely on a fixed-length grid, limiting their ability to support variable-length generation and adaptive insertion order. In this work, we introduce a probabilistic framework for learning insertion order in variable-length insertion models. We formalize a bijective correspondence between insertion trajectories and permutations, which enables an exact reparameterization of the data likelihood as a sum over permutations. Building on this result, we propose the Insertion Process (IP), a stochastic generative model that jointly learns where to insert, what to insert, and when to terminate, trained via permutation-based variational inference. Unlike prior fixed-canvas approaches, IP natively supports variable-length generation and learns data-driven preferences over insertion orders. Experiments on goal-conditioned planning and molecular string generation demonstrate that learning insertion order improves both modeling quality and generalization in domains without a canonical left-to-right structure.

cs.LG↗
arXiv2026

Interventional Processes for Causal Uncertainty Quantification

Reliable uncertainty quantification for causal effects is crucial in high-stakes applications, but remains challenging when the target is an entire function rather than a scalar estimand. In this work, we introduce a GP-based approach for uncertainty quantification of interventional functions. The central idea is to build on recent work representing interventional functions as an inner-product of observational functions in a reproducing kernel Hilbert space (RKHS), by constructing appropriate GP priors for such functions and inferring posteriors from observational data. Our approach yields closed-form posterior moments and tractable training and inference, while avoiding pathologies of previous GP prior constructions for RKHS functions. We further derive a practical procedure for posterior coverage calibration. Across synthetic benchmarks, causal Bayesian optimization tasks, and a large-scale real dataset, our method improves uncertainty quantification while remaining competitive in causal effect estimation.

stat.ML↗
arXiv2026

Perturbative methods for non-parametric instrumental variable

We introduce a perturbative approach for nonparametric instrumental variable (NPIV) estimation. By drawing inspiration from perturbation theory in physics, we extend standard kernel ridge methods with systematic higher perturbation order corrections that significantly improve estimation accuracy. Spectrally, the perturbation introduces mixing between different eigenmodes of the expectation integral operator, which becomes especially useful when the integral equation is ill-defined. One source for such ill-definedness can be the curse of dimensionality. Our method performs across various dimensionality regimes, particularly when the dimensionality parameter $β$ which is defined through the number of samples $n$ and dimension $d$ as $n^β= d$, becomes large. Experimental results show that our first-order perturbative corrections can reduce prediction error by up to 99\% in high-dimensional ill-defined cases ($β> 0.7$) compared to standard ridge regression approaches. The performance improvement is maintained across a wide range of dimensions, with the advantage becoming more pronounced as dimensionality increases.

cs.LG↗
arXiv2026

Outcome-Aware Spectral Feature Learning for Instrumental Variable Regression

We address the problem of causal effect estimation in the presence of hidden confounders using nonparametric instrumental variable (IV) regression. An established approach is to use estimators based on learned spectral features, that is, features spanning the top singular subspaces of the operator linking treatments to instruments. While powerful, such features are agnostic to the outcome variable. Consequently, the method can fail when the true causal function is poorly represented by these dominant singular functions. To mitigate, we introduce Augmented Spectral Feature Learning, a framework that makes the feature learning process outcome-aware. Our method learns features by minimizing a novel contrastive loss derived from an augmented operator that incorporates information from the outcome. By learning these task-specific features, our approach remains effective even under spectral misalignment. We provide a theoretical analysis of this framework and validate our approach on challenging benchmarks.

stat.ML↗
arXiv2026

Semiparametrically Efficient Inference for Kernel Measures of Noise Heterogeneity

We develop semiparametrically efficient inference for kernel measures of noise heterogeneity in additive noise models. In many applications, the regression function is estimated using flexible machine learning methods. Downstream procedures based on the resulting residuals can then inherit first-stage bias: regression error may induce spurious dependence between covariates and residuals, invalidating the assumptions needed for standard analysis. We construct a novel Hilbert-valued one-step estimator of the kernel covariance operator between covariates and residuals. Our estimator yields bootstrap-calibrated tests for residual independence and goodness of fit in additive noise models, while also providing asymptotically efficient confidence intervals for the kernel dependence measure under noise heterogeneity. The framework extends to settings with additional covariates, enabling inference on distributional heterogeneity of residual noise across treatment groups. Simulations show improved calibration and power relative to naive plug-in residual methods.

stat.ML↗
arXiv2026

On the Wasserstein Gradient Flow Interpretation of Drifting Models

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest descent for a functional in the space of probability measures, equipped with the geometry of optimal transport. Unlike previous WGF-based contributions, GMD can be thought of as directly targeting a fixed point of a specific WGF flow. We demonstrate three main results: first, that one algorithm proposed by Deng et al. (2026) corresponds to finding the limiting point of a WGF on the KL divergence, with Parzen smoothing on the densities. Second, that the algorithm actually implemented by Deng et al. (2026) corresponds to a different procedure, which bears some resemblance to the fixed point of a WGF on the Sinkhorn divergence, but lacks certain desirable properties of the latter. Third, the same same idea can be extended to the limiting point of other WGFs, including the Maximum Mean Discrepancy (MMD), the sliced Wasserstein distance, and GAN critic functions.

cs.LG↗
arXiv2026

The Illusion of Intervention: Your LLM-Simulated Experiment is an Observational Study

Large language models (LLMs) show potential as simulators of human behavior, offering a scalable way to study responses to interventions. However, because LLMs are trained largely on observational data, interventions in experiments with LLM-simulated synthetic users can induce unintended shifts in latent user attributes, causing user drift where the implicit simulated population differs across treatment conditions, potentially distorting effect estimates. We formalize the confounding or selection bias that can arise due to user drift and show how intervention-dependent shifts can inflate or attenuate observed differences in user responses under intervention. To diagnose confounding, we propose using negative control outcomes--attributes that should remain invariant under intervention--to identify distribution shifts across intervention conditions, providing evidence of user drift. To mitigate drift, we study adjusting the persona specification by eliciting additional confounders, finding that targeted, setting-relevant confounders can substantially reduce bias across survey-style and multi-turn agent evaluations.

cs.CL↗
arXiv2026

Spectral Souping: A Unified Framework for Online Preference Alignment

Reinforcement Learning from Human Feedback (RLHF) effectively aligns Large Language Models (LLMs) with aggregate human preferences but often fails to address the diverse and conflicting needs of individual users. To overcome this issue, we introduce Spectral Souping, a unified framework for efficient, online preference alignment. Our contribution is the discovery of a universal spectral representation within LLMs, which is proven to be highly amenable to model merging. This theoretical insight enables a two-phase methodology: we first learn a basis of specialized policies offline, each focused on a distinct, fine-grained preference dimension. An online adaptation algorithm then efficiently ``soups'' these policies at inference time, either by merging their outputs or parameters, enabling rapid model adaptation without the need for costly online retraining w.r.t. tailored preference rewards. Experiments on online preference alignment benchmarks demonstrate that our method achieves significant performance improvements over existing state-of-the-art approaches, presenting a scalable and computationally efficient solution for dynamically adapting LLMs to individual user preferences.

cs.LG↗
arXiv2026

Nonparametric Instrumental Variable Analysis Without Structural Equations: Debiased Inference on Functionals of Inverse Problems with No Solutions

We consider debiased inference on finite-dimensional functionals of infinite-dimensional least-squares solutions to inverse problems as a way to avoid having to assume exact solutions exist. Such assumptions are substantive and not innocuous, and their failure may imperil inference when we impose them on the statistical model. Our approach instead allows us to conduct inference on a quantity that is defined regardless of solutions existing and coincides with the usual estimands when they do. For the case of instrumental variables, this means we can motivate the analysis with structural models but these do not need to hold exactly for the semiparametric inferential procedure to remain valid.

stat.ML↗
arXiv2026

Sobolev Regularized MMD Gradient Flow

We propose Sobolev-regularized Maximum Mean Discrepancy (SrMMD) gradient flow, a regularized variant of maximum mean discrepancy (MMD) gradient flow based on a gradient penalty on the witness function. The proposed regularization mitigates the non-convexity of the MMD objective and yields provable \emph{global} convergence guarantees in MMD in both continuous and discrete time. A more surprising appeal is that our convergence analysis does not rely on isoperimetric assumptions on the target distribution. Instead, it is based on a regularity condition on the difference between kernel mean embeddings. A key highlight of the proposed flow is that it is applicable in both sampling (from an unnormalized target distribution) -- using Stein kernels -- and generative modeling settings, unlike previous works, where a gradient flow is suitable for only generative modeling or sampling but not both. The effectiveness of the proposed flow is empirically verified on a broad range of tasks in both generative modelling and sampling.

cs.LG↗
arXiv2026

Closed-Form Last Layer Optimization

Neural networks are typically optimized with variants of stochastic gradient descent. Under a squared loss, however, the optimal solution to the linear last layer weights is known in closed-form. We propose to leverage this during optimization, treating the last layer as a function of the backbone parameters, and optimizing solely for these parameters. We show this is equivalent to alternating between gradient descent steps on the backbone and closed-form updates on the last layer. We adapt the method for the setting of stochastic gradient descent, by trading off the loss on the current batch against the accumulated information from previous batches. We provide theoretical analyses showing convergence of the method to an optimal solution in the neural tangent kernel regime, as well as quantifying the gains compared to standard SGD in a one-step analysis. Finally, we demonstrate the effectiveness of our approach compared with SGD and Adam on a squared loss in several regression tasks, including neural operators and causal inference.

cs.LG↗
arXiv2026

Semiparametric Efficient Test for Interpretable Distributional Treatment Effects

Distributional treatment effects can be invisible to means: a treatment may preserve average outcomes while changing tails, modes, dispersion, or rare-event probabilities. Kernel tests can detect discrepancies between interventional outcome laws, but global tests do not reveal where the laws differ. We propose DR-ME, to our knowledge the first semiparametrically efficient finite-location test for interpretable distributional treatment effects. DR-ME evaluates an interventional kernel witness at learned outcome locations, returning causal-discrepancy coordinates rather than only a global rejection. From observational data, we derive orthogonal doubly robust kernel features whose centered oracle form is the canonical gradient of this finite witness. For fixed locations, we characterize the local testing limit: DR-ME is chi-square calibrated under the null, has noncentral chi-square local power, and uses the covariance whitening that optimizes local signal-to-noise for discrepancies visible through the selected coordinates. This efficient local-power geometry yields a principled location-learning criterion, with sample splitting preserving post-selection validity. Experiments show near-nominal type-I error, competitive power against global doubly robust kernel tests, and interpretable learned locations that localize distributional effects in a semi-synthetic medical-imaging study.

stat.ML↗