arXiv subjects

Riddhiman Bhattacharya

Publications and source records attributed to Riddhiman Bhattacharya.

7 recordsLinked to original sources

arXiv2026

Towards Fair Predictions: Group Conditional Concordance Index to Quantify Fairness in Time-to-Event Prognostication

Fairness metrics are essential for rigorously defining, quantifying, and mitigating biases in predictive models. While most existing metrics focus on binary classification tasks, fairness in time-to-event analyses has received limited attention. To address this gap, we propose a novel group fairness metric, the group-conditional Concordance Index (xCI), which extends Harrell's Concordance Index (CI) by conditioning on group membership. The xCI measures both within-group and cross-group ranking accuracy in the presence of right-censored data. We formally define the xCI, prove that CI is a weighted average of xCIs across all possible group pairs, and develop a consistent estimator using inverse probability of censoring weights (IPCW). We further investigate the relationship between xCI and predicted risk scores through analytical derivations and simulation studies. To demonstrate its practical utility, we present two case studies: (i) assessing the fairness of survival models trained on harmonized data from the Framingham Offspring, MESA, and ARIC studies, and (ii) evaluating fairness in existing cardiovascular disease (CVD) risk prediction models using Truveta, a large-scale electronic health record (EHR) database. Our results show that xCI effectively detects biases across demographic groups that are overlooked by existing metrics. Overall, xCI provides a valuable tool for fairness assessment in survival analysis, particularly in constrained resource allocation settings, and complements existing fairness evaluation approaches.

stat.ME↗

arXiv2025

Entropy-Guided Sampling of Flat Modes in Discrete Spaces

Sampling from flat modes in discrete spaces is a crucial yet underexplored problem. Flat modes represent robust solutions and have broad applications in combinatorial optimization and discrete generative modeling. However, existing sampling algorithms often overlook the mode volume and struggle to capture flat modes effectively. To address this limitation, we propose \emph{Entropic Discrete Langevin Proposal} (EDLP), which incorporates local entropy into the sampling process through a continuous auxiliary variable under a joint distribution. The local entropy term guides the discrete sampler toward flat modes with a small overhead. We provide non-asymptotic convergence guarantees for EDLP in locally log-concave discrete distributions. Empirically, our method consistently outperforms traditional approaches across tasks that require sampling from flat basins, including Bernoulli distribution, restricted Boltzmann machines, combinatorial optimization, and binary neural networks.

cs.LG↗

arXiv2024

Gradient-based Discrete Sampling with Automatic Cyclical Scheduling

Discrete distributions, particularly in high-dimensional deep models, are often highly multimodal due to inherent discontinuities. While gradient-based discrete sampling has proven effective, it is susceptible to becoming trapped in local modes due to the gradient information. To tackle this challenge, we propose an automatic cyclical scheduling, designed for efficient and accurate sampling in multimodal discrete distributions. Our method contains three key components: (1) a cyclical step size schedule where large steps discover new modes and small steps exploit each mode; (2) a cyclical balancing schedule, ensuring "balanced" proposals for given step sizes and high efficiency of the Markov chain; and (3) an automatic tuning scheme for adjusting the hyperparameters in the cyclical schedules, allowing adaptability across diverse datasets with minimal tuning. We prove the non-asymptotic convergence and inference guarantee for our method in general discrete distributions. Extensive experiments demonstrate the superiority of our method in sampling complex multimodal discrete distributions.

cs.LG↗

arXiv2024

Active Learning for Fair and Stable Online Allocations

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of the online resource allocation process. Despite this restriction, our proposed algorithms provide regret bounds that are sub-linear in number of time-periods for various measures that include fairness metrics commonly used in resource allocation problems and stability considerations in matching mechanisms. The key insight of our algorithms lies in adaptively identifying the most informative feedback using dueling upper and lower confidence bounds. With this strategy, we show that efficient decision-making does not require extensive feedback and produces efficient outcomes for a variety of problem classes.

cs.LG↗

arXiv2024

Fast Sampling and Inference via Preconditioned Langevin Dynamics

Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to approximate sampling techniques to address this challenge. Fast approximate sampling from complicated distributions has gained much traction in the last few years with considerable progress in this field. Previous work has shown that for some problems a preconditioning can make the algorithm faster. In our research, we explore the Langevin Monte Carlo (LMC) algorithm and demonstrate its effectiveness in enabling inference from the obtained samples. Additionally, we establish a convergence rate for the LMC Markov chain in total variation. Lastly, we derive non-asymptotic bounds for approximate sampling from specific target distributions in the Wasserstein distance, particularly when the preconditioning is spatially invariant.

stat.CO↗

arXiv2023

Explicit Constraints on the Geometric Rate of Convergence of Random Walk Metropolis-Hastings

Convergence rate analyses of random walk Metropolis-Hastings Markov chains on general state spaces have largely focused on establishing sufficient conditions for geometric ergodicity or on analysis of mixing times. Geometric ergodicity is a key sufficient condition for the Markov chain Central Limit Theorem and allows rigorous approaches to assessing Monte Carlo error. The sufficient conditions for geometric ergodicity of the random walk Metropolis-Hastings Markov chain are refined and extended, which allows the analysis of previously inaccessible settings such as Bayesian Poisson regression. The key technical innovation is the development of explicit drift and minorization conditions for random walk Metropolis-Hastings, which allows explicit upper and lower bounds on the geometric rate of convergence. Further, lower bounds on the geometric rate of convergence are also developed using spectral theory. The existing sufficient conditions for geometric ergodicity, to date, have not provided explicit constraints on the rate of geometric rate of convergence because the method used only implies the existence of drift and minorization conditions. The theoretical results are applied to random walk Metropolis-Hastings algorithms for a class of exponential families and generalized linear models that address Bayesian Regression problems.

math.ST↗

arXiv2023

Non-Asymptotic Analysis of Online Multiplicative Stochastic Gradient Descent

Past research has indicated that the covariance of the Stochastic Gradient Descent (SGD) error done via minibatching plays a critical role in determining its regularization and escape from low potential points. Motivated by some new research in this area, we prove universality results by showing that noise classes that have the same mean and covariance structure of SGD via minibatching have similar properties. We mainly consider the Multiplicative Stochastic Gradient Descent (M-SGD) algorithm as introduced in previous work, which has a much more general noise class than the SGD algorithm done via minibatching. We establish non asymptotic bounds for the M-SGD algorithm in the Wasserstein distance. We also show that the M-SGD error is approximately a scaled Gaussian distribution with mean $0$ at any fixed point of the M-SGD algorithm.

stat.ML↗