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Or Zuk

Publications and source records attributed to Or Zuk.

At least 19 recordsLinked to original sources

Inverse Design for Conditional Distribution Matching

Generative models are powerful tools for sampling from a learned distribution $\mathcal{P}(Y \mid X)$, and inverse-design methods invert this map to find an input $x$ that produces a desired point output $y^*$. However, many design goals are naturally distributional rather than pointwise, incorporating the inherent uncertainty of $Y$ and targeting a specific form for it, a task not addressed by standard inverse design. To address this issue we introduce Conditional Distribution Matching (CDM), a new inverse-design problem class in generative modeling: given a joint distribution $\mathcal{P}(X, Y)$ and a target distribution $\mathcal{G}(Y)$, find an input $x^*$ whose induced conditional distribution $\mathcal{P}(Y \mid X = x^*)$ matches $\mathcal{G}$. We formally define two variants: Conditional Distribution Matching Sampling (CDMS) and Conditional Distribution Matching Optimization (CDMO). To solve these problems, we propose MLGD-F (Matching-Loss Guided Diffusion with a Fast inner sampler), a plug-and-play inference-time algorithm that combines a pretrained score-based diffusion model with a pretrained fast conditional sampler, requiring no additional training or fine-tuning. By leveraging single-step conditional sampling, MLGD-F enables tractable gradient computation, making the estimation of $\mathcal{P}(Y \mid X)$ both memory-efficient and computationally lightweight. We validate MLGD-F on synthetic benchmarks, structured image transformations, and generative editing optimization, demonstrating reliable recovery of inputs whose conditional distributions match diverse user-specified targets, including discrete mixtures and continuous low-rank supports.

cs.LG

Measuring and Decomposing Mode Separation via the Canonical Diffusion

Mode separation, namely how sharply a distribution fragments into barrier-separated clusters, is a fundamental geometric property of densities, difficult to quantify in high dimensions. It is structurally distinct from dispersion, yet existing tools fall short: differential entropy rises with spread regardless of fragmentation, PCA orders directions by variance regardless of barriers, and mutual information requires a mixture decomposition one usually does not have. We measure mode separation through a single stochastic process intrinsic to the density: a unique reversible diffusion with $f$ as its stationary distribution and constant scalar diffusion coefficient. We extract two readouts from its autocovariance matrix: SSA (Sum of Squared Autocorrelations), a scalar barrier-sensitive measure; and DA (Dominant Autocorrelation directions), linear projections ordered by metastability rather than variance. Under an isotropic-Gaussian null, we derive a closed-form spectrum for the empirical autocovariance that generalizes Marchenko--Pastur, with an analytic upper edge that selects the lag at which DA is read off. Both readouts use only samples and a score function, scaling to high dimensions through pretrained score-based generative models via Tweedie's identity. We apply our framework to three settings: (i) synthetic Gaussian mixtures, where SSA tracks mutual information; (ii) SDXL text-to-image generations, where SSA and DA capture structure that entropy and PCA miss; and (iii) molecular dynamics of alanine dipeptide, where DA recovers the known slow backbone dihedrals from static samples alone.

stat.ML

SDSR: A Spectral Divide-and-Conquer Approach for Species Tree Reconstruction

Recovering a tree that represents the evolutionary history of a group of species is a key task in phylogenetics. Performing this task using sequence data from multiple genetic markers poses two key challenges. The first is the discordance between the evolutionary history of individual genes and that of the species. The second challenge is computational, as contemporary studies involve thousands of species. Here we present SDSR, a scalable divide-and-conquer approach for species tree reconstruction based on spectral graph theory. The algorithm recursively partitions the species into subsets until their sizes are below a given threshold. The trees of these subsets are reconstructed by a user-chosen species tree algorithm. Finally, these subtrees are merged to form the full tree. On the theoretical front, we derive recovery guarantees for SDSR, under the multispecies coalescent (MSC) model. We also perform a runtime complexity analysis. We show that SDSR, when combined with a species tree reconstruction algorithm as a subroutine, yields substantial runtime savings as compared to applying the same algorithm on the full data. Empirically, we evaluate SDSR on synthetic benchmark datasets with incomplete lineage sorting and horizontal gene transfer. In accordance with our theoretical analysis, the simulations show that combining SDSR with common species tree methods, such as CA-ML or ASTRAL, yields up to 10-fold faster runtimes. In addition, SDSR achieves a comparable tree reconstruction accuracy to that obtained by applying these methods on the full data.

q-bio.PE

A Unique Inverse Decomposition of Positive Definite Matrices under Linear Constraints

We study a nonlinear decomposition of a positive definite matrix into two components: the inverse of another positive definite matrix and a symmetric matrix constrained to lie in a prescribed linear subspace. Equivalently, the matrix being inverted is required to lie in the orthogonal complement of that subspace with respect to the trace inner product. Under a sharp nondegeneracy condition on the subspace, we show that every positive definite matrix admits a unique decomposition of this form. This decomposition admits a variational characterization as the unique minimizer of a strictly convex log-determinant optimization problem, which in turn yields a natural dual formulation that can be efficiently exploited computationally. We derive several properties, including the stability of the decomposition. We further develop feasibility-preserving Newton-type algorithms with provable convergence guarantees and analyze their per-iteration complexity in terms of algebraic properties of the decomposed matrix and the underlying subspace. Finally, we present two applications: one in mathematical finance, where the decomposition arises naturally in exponential utility maximization, and one in linear algebra, where our main theorem characterizes a new bilinear triangular decomposition for positive definite matrices, obtained together with a direct elimination algorithm.

math.OC

Exponential Utility Maximization in a Discrete Time Gaussian Framework

The aim of this short note is to present a solution to the discrete time exponential utility maximization problem in a case where the underlying asset has a multivariate normal distribution. In addition to the usual setting considered in Mathematical Finance, we also consider an investor who is informed about the risky asset's price changes with a delay. Our method of solution is based on the theory developed in [4] and guessing the optimal portfolio.

q-fin.MF

A correlation inequality for random points in a hypercube with some implications

Let $\prec$ be the product order on $\mathbb{R}^k$ and assume that $X_1,X_2,\ldots,X_n$ ($n\geq3$) are i.i.d. random vectors distributed uniformly in the unit hypercube $[0,1]^k$. Let $S$ be the (random) set of vectors in $\mathbb{R}^k$ that $\prec$-dominate all vectors in $\{X_3,..,X_n\}$, and let $W$ be the set of vectors that are not $\prec$-dominated by any vector in $\{X_3,..,X_n\}$. The main result of this work is the correlation inequality \begin{equation*} P(X_2\in W|X_1\in W)\leq P(X_2\in W|X_1\in S)\,. \end{equation*} For every $1\leq i \leq n$ let $E_{i,n}$ be the event that $X_i$ is not $\prec$-dominated by any of the other vectors in $\{X_1,\ldots,X_n\}$. The main inequality yields an elementary proof for the result that the events $E_{1,n}$ and $E_{2,n}$ are asymptotically independent as $n\to\infty$. Furthermore, we derive a related combinatorial formula for the variance of the sum $\sum_{i=1}^n \textbf{1}_{E_{i,n}}$, i.e. the number of maxima under the product order $\prec$, and show that certain linear functionals of partial sums of $\{\textbf{1}_{E_{i,n}};1\leq i\leq n\}$ are asymptotically normal as $n\to\infty$.

math.PR

A phase transition for the probability of being a maximum among random vectors with general iid coordinates

Consider $n$ iid real-valued random vectors of size $k$ having iid coordinates with a general distribution function $F$. A vector is a maximum if and only if there is no other vector in the sample which weakly dominates it in all coordinates. Let $p_{k,n}$ be the probability that the first vector is a maximum. The main result of the present paper is that if $k\equiv k_n$ is growing at a slower (faster) rate than a certain factor of $\log(n)$, then $p_{k,n} \rightarrow 0$ (resp. $p_{k,n}\rightarrow1$) as $n\to\infty$. Furthermore, the factor is fully characterized as a functional of $F$. We also study the effect of $F$ on $p_{k,n}$, showing that while $p_{k,n}$ may be highly affected by the choice of $F$, the phase transition is the same for all distribution functions up to a constant factor.

math.PR

Testing Independence under Biased Sampling

Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from the population. An important example is truncation models, in which observed pairs are restricted to a specific subset of the X-Y plane. Standard tests for independence are not suitable in such cases, and alternative tests that take the selection bias into account are required. To deal with this issue, we generalize the notion of quasi-independence with respect to the sampling mechanism, and study the problem of detecting any deviations from it. We develop two test statistics motivated by the classic Hoeffding's statistic, and use two approaches to compute their distribution under the null: (i) a bootstrap-based approach, and (ii) a permutation-test with non-uniform probability of permutations, sampled using either MCMC or importance sampling with various proposal distributions. We show that our tests can tackle cases where the biased sampling mechanism is estimated from the data, with an important application to the case of censoring with truncation. We prove the validity of the tests, and show, using simulations, that they perform well for important special cases of the problem and improve power compared to competing methods. The tests are applied to four datasets, two that are subject to truncation, with and without censoring, and two to positive bias mechanisms related to length bias.

stat.ME

On The Asymptotic Efficiency of Selection Procedures for Independent Gaussian Populations

The field of discrete event simulation and optimization techniques motivates researchers to adjust classic ranking and selection (R&S) procedures to the settings where the number of populations is large. We use insights from extreme value theory in order to reveal the asymptotic properties of R&S procedures. Namely, we generalize the asymptotic result of Robbins and Siegmund regarding selection from independent Gaussian populations with known constant variance by their means to the case of selecting a subset of varying size out of a given set of populations. In addition, we revisit the problem of selecting the population with the highest mean among independent Gaussian populations with unknown and possibly different variances. Particularly, we derive the relative asymptotic efficiency of Dudewicz and Dalal's and Rinott's procedures, showing that the former can be asymptotically superior by a multiplicative factor which is larger than one, but this factor may be reduced by proper choice of parameters. We also use our asymptotic results to suggest that the sample size in the first stage of the two procedures should be logarithmic in the number of populations.

math.ST

Clustering Noisy Signals with Structured Sparsity Using Time-Frequency Representation

We propose a simple and efficient time-series clustering framework particularly suited for low Signal-to-Noise Ratio (SNR), by simultaneous smoothing and dimensionality reduction aimed at preserving clustering information. We extend the sparse K-means algorithm by incorporating structured sparsity, and use it to exploit the multi-scale property of wavelets and group structure in multivariate signals. Finally, we extract features invariant to translation and scaling with the scattering transform, which corresponds to a convolutional network with filters given by a wavelet operator, and use the network's structure in sparse clustering. By promoting sparsity, this transform can yield a low-dimensional representation of signals that gives improved clustering results on several real datasets.

cs.LG

Low-Rank Matrix Recovery from Row-and-Column Affine Measurements

We propose and study a row-and-column affine measurement scheme for low-rank matrix recovery. Each measurement is a linear combination of elements in one row or one column of a matrix $X$. This setting arises naturally in applications from different domains. However, current algorithms developed for standard matrix recovery problems do not perform well in our case, hence the need for developing new algorithms and theory for our problem. We propose a simple algorithm for the problem based on Singular Value Decomposition ($SVD$) and least-squares ($LS$), which we term \alg. We prove that (a simplified version of) our algorithm can recover $X$ exactly with the minimum possible number of measurements in the noiseless case. In the general noisy case, we prove performance guarantees on the reconstruction accuracy under the Frobenius norm. In simulations, our row-and-column design and \alg algorithm show improved speed, and comparable and in some cases better accuracy compared to standard measurements designs and algorithms. Our theoretical and experimental results suggest that the proposed row-and-column affine measurements scheme, together with our recovery algorithm, may provide a powerful framework for affine matrix reconstruction.

cs.LG

Accurate Profiling of Microbial Communities from Massively Parallel Sequencing using Convex Optimization

We describe the Microbial Community Reconstruction ({\bf MCR}) Problem, which is fundamental for microbiome analysis. In this problem, the goal is to reconstruct the identity and frequency of species comprising a microbial community, using short sequence reads from Massively Parallel Sequencing (MPS) data obtained for specified genomic regions. We formulate the problem mathematically as a convex optimization problem and provide sufficient conditions for identifiability, namely the ability to reconstruct species identity and frequency correctly when the data size (number of reads) grows to infinity. We discuss different metrics for assessing the quality of the reconstructed solution, including a novel phylogenetically-aware metric based on the Mahalanobis distance, and give upper-bounds on the reconstruction error for a finite number of reads under different metrics. We propose a scalable divide-and-conquer algorithm for the problem using convex optimization, which enables us to handle large problems (with $\sim10^6$ species). We show using numerical simulations that for realistic scenarios, where the microbial communities are sparse, our algorithm gives solutions with high accuracy, both in terms of obtaining accurate frequency, and in terms of species phylogenetic resolution.

cs.CE

On the Number of Samples Needed to Learn the Correct Structure of a Bayesian Network

Bayesian Networks (BNs) are useful tools giving a natural and compact representation of joint probability distributions. In many applications one needs to learn a Bayesian Network (BN) from data. In this context, it is important to understand the number of samples needed in order to guarantee a successful learning. Previous work have studied BNs sample complexity, yet it mainly focused on the requirement that the learned distribution will be close to the original distribution which generated the data. In this work, we study a different aspect of the learning, namely the number of samples needed in order to learn the correct structure of the network. We give both asymptotic results, valid in the large sample limit, and experimental results, demonstrating the learning behavior for feasible sample sizes. We show that structure learning is a more difficult task, compared to approximating the correct distribution, in the sense that it requires a much larger number of samples, regardless of the computational power available for the learner.

cs.LG

Ranking Under Uncertainty

Ranking objects is a simple and natural procedure for organizing data. It is often performed by assigning a quality score to each object according to its relevance to the problem at hand. Ranking is widely used for object selection, when resources are limited and it is necessary to select a subset of most relevant objects for further processing. In real world situations, the object's scores are often calculated from noisy measurements, casting doubt on the ranking reliability. We introduce an analytical method for assessing the influence of noise levels on the ranking reliability. We use two similarity measures for reliability evaluation, Top-K-List overlap and Kendall's tau measure, and show that the former is much more sensitive to noise than the latter. We apply our method to gene selection in a series of microarray experiments of several cancer types. The results indicate that the reliability of the lists obtained from these experiments is very poor, and that experiment sizes which are necessary for attaining reasonably stable Top-K-Lists are much larger than those currently available. Simulations support our analytical results.

cs.AI

FDR control with adaptive procedures and FDR monotonicity

The steep rise in availability and usage of high-throughput technologies in biology brought with it a clear need for methods to control the False Discovery Rate (FDR) in multiple tests. Benjamini and Hochberg (BH) introduced in 1995 a simple procedure and proved that it provided a bound on the expected value, $\mathit{FDR}\leq q$. Since then, many authors tried to improve the BH bound, with one approach being designing adaptive procedures, which aim at estimating the number of true null hypothesis in order to get a better FDR bound. Our two main rigorous results are the following: (i) a theorem that provides a bound on the FDR for adaptive procedures that use any estimator for the number of true hypotheses ($m_0$), (ii) a theorem that proves a monotonicity property of general BH-like procedures, both for the case where the hypotheses are independent. We also propose two improved procedures for which we prove FDR control for the independent case, and demonstrate their advantages over several available bounds, on simulated data and on a large number of gene expression data sets. Both applications are simple and involve a similar amount of computation as the original BH procedure. We compare the performance of our proposed procedures with BH and other procedures and find that in most cases we get more power for the same level of statistical significance.

stat.ME

Bacterial Community Reconstruction Using A Single Sequencing Reaction

Bacteria are the unseen majority on our planet, with millions of species and comprising most of the living protoplasm. While current methods enable in-depth study of a small number of communities, a simple tool for breadth studies of bacterial population composition in a large number of samples is lacking. We propose a novel approach for reconstruction of the composition of an unknown mixture of bacteria using a single Sanger-sequencing reaction of the mixture. This method is based on compressive sensing theory, which deals with reconstruction of a sparse signal using a small number of measurements. Utilizing the fact that in many cases each bacterial community is comprised of a small subset of the known bacterial species, we show the feasibility of this approach for determining the composition of a bacterial mixture. Using simulations, we show that sequencing a few hundred base-pairs of the 16S rRNA gene sequence may provide enough information for reconstruction of mixtures containing tens of species, out of tens of thousands, even in the presence of realistic measurement noise. Finally, we show initial promising results when applying our method for the reconstruction of a toy experimental mixture with five species. Our approach may have a potential for a practical and efficient way for identifying bacterial species compositions in biological samples.

q-bio.GN

Rare-Allele Detection Using Compressed Se(que)nsing

Detection of rare variants by resequencing is important for the identification of individuals carrying disease variants. Rapid sequencing by new technologies enables low-cost resequencing of target regions, although it is still prohibitive to test more than a few individuals. In order to improve cost trade-offs, it has recently been suggested to apply pooling designs which enable the detection of carriers of rare alleles in groups of individuals. However, this was shown to hold only for a relatively low number of individuals in a pool, and requires the design of pooling schemes for particular cases. We propose a novel pooling design, based on a compressed sensing approach, which is both general, simple and efficient. We model the experimental procedure and show via computer simulations that it enables the recovery of rare allele carriers out of larger groups than were possible before, especially in situations where high coverage is obtained for each individual. Our approach can also be combined with barcoding techniques to enhance performance and provide a feasible solution based on current resequencing costs. For example, when targeting a small enough genomic region (~100 base-pairs) and using only ~10 sequencing lanes and ~10 distinct barcodes, one can recover the identity of 4 rare allele carriers out of a population of over 4000 individuals.

q-bio.GN