SearcharxivSearch

arXiv subjects

Ritwik Vashistha

Publications and source records attributed to Ritwik Vashistha.

6 recordsLinked to original sources

OASIS: Observation-Aware Simulation-Based Inference via Distributional Matching

We introduce OASIS, a simulation-based inference framework for scientific settings where observations are distorted by measurement error, selection effects, and other survey-specific transformations. In many real applications, simulators generate latent, noiseless quantities, while the data are observed only after passing through a complex observational pipeline. Standard simulation-based inference methods often ignore this distinction, comparing observations to idealized simulator outputs or relying on low-dimensional summaries that can miss important structure. OASIS addresses this mismatch by explicitly embedding the observation model into the simulator and performing inference directly at the level of observed-data distributions. The method constructs a pseudo-posterior by reweighting prior samples according to a maximum mean discrepancy (MMD) loss between the empirical distributions of the observed data and forward-simulated observations, thereby avoiding both handcrafted summaries and learned neural surrogates. We provide theoretical guarantees for Monte Carlo consistency, convergence of the empirical pseudo-posterior to its population counterpart, and posterior concentration on the MMD-identified parameter set, with consistency for the true parameter under correct specification and identifiability. In controlled errors-in-variables regression experiments, OASIS delivers robust parameter recovery and well-calibrated uncertainty under heterogeneous and non-Gaussian measurement noise. We then demonstrate the method on a realistic cosmological application involving galaxy cluster observations across multiple wavelengths, in which latent physical properties are linked to observables through nonlinear scaling relations, heteroscedastic errors, selection functions, and incomplete coverage.

stat.ME

Nonparametric Deconvolution and Denoising using Simulation Based Inference

Latent signals are often obscured by measurement noise, yet encode the underlying laws and dynamics of complex systems; learning both the signals and their distributions remains a central challenge in scientific inference. The noise is often non-negligible, and the likelihoods for expressive generative models are often intractable. We utilize a convolutional maximum mean discrepancy (convMMD) loss and propose a likelihood-free framework for nonparametric density deconvolution and empirical Bayes denoising under additive measurement error. Our method learns a latent generative model by matching the observed data distribution to the noise-convolved model distribution. This yields a differentiable, simulation-based objective for multivariate homoscedastic or heteroscedastic noise, compatible with expressive sieve classes such as Gaussian mixtures and normalizing flows. The learned density then serves as an empirical prior for posterior denoising of individual latent values. Theoretically, we extend convMMD from parametric to nonparametric estimation, proving finite-sample bounds for empirical sieve minimizers and $L_2$ convergence rates under Sobolev smoothness. These rates recover the classical inverse-problem dependence: polynomial for ordinary-smooth and logarithmic for super-smooth noises. Our method provides a practical, theoretically grounded approach to deconvolution and denoising under generative latent distribution models.

stat.ME

Convolutional Maximum Mean Discrepancy for Inference in Noisy Data

Modern data analyses frequently encounter settings where samples of variables are contaminated by measurement error. Ignoring measurement noise can substantially degrade statistical inference, while existing correction techniques are often computationally costly and inefficient. Recent advances in kernel methods, particularly those based on Maximum Mean Discrepancy (MMD), have enabled flexible, distribution-free inference, yet typically assume precise data and overlook contamination by measurement error. In this work, we introduce a novel framework for inference with samples corrupted by potentially heteroscedastic noise from a known distribution. Central to our approach is the convolutional MMD (convMMD), which compares distributions after noise convolution and retains metric validity under standard kernel conditions. We establish finite-sample deviation bounds that are unaffected by measurement error and prove an equivalence between testing under noise and kernel smoothing. Leveraging these insights, we introduce a convMMD-based estimator for inference with noisy, heteroscedastic observations. We establish its consistency and asymptotic normality, and provide an efficient implementation using stochastic gradient descent. We demonstrate the practical effectiveness of our approach through simulations and applications in astronomy and social sciences.

stat.ME

I-trustworthy Models. A framework for trustworthiness evaluation of probabilistic classifiers

As probabilistic models continue to permeate various facets of our society and contribute to scientific advancements, it becomes a necessity to go beyond traditional metrics such as predictive accuracy and error rates and assess their trustworthiness. Grounded in the competence-based theory of trust, this work formalizes I-trustworthy framework -- a novel framework for assessing the trustworthiness of probabilistic classifiers for inference tasks by linking local calibration to trustworthiness. To assess I-trustworthiness, we use the local calibration error (LCE) and develop a method of hypothesis-testing. This method utilizes a kernel-based test statistic, Kernel Local Calibration Error (KLCE), to test local calibration of a probabilistic classifier. This study provides theoretical guarantees by offering convergence bounds for an unbiased estimator of KLCE. Additionally, we present a diagnostic tool designed to identify and measure biases in cases of miscalibration. The effectiveness of the proposed test statistic is demonstrated through its application to both simulated and real-world datasets. Finally, LCE of related recalibration methods is studied, and we provide evidence of insufficiency of existing methods to achieve I-trustworthiness.

stat.ML

Effect Heterogeneity with Earth Observation in Randomized Controlled Trials: Exploring the Role of Data, Model, and Evaluation Metric Choice

Many social and environmental phenomena are associated with macroscopic changes in the built environment, captured by satellite imagery on a global scale and with daily temporal resolution. While widely used for prediction, these images and especially image sequences remain underutilized for causal inference, especially in the context of randomized controlled trials (RCTs), where causal identification is established by design. In this paper, we develop and compare a set of general tools for analyzing Conditional Average Treatment Effects (CATEs) from temporal satellite data that can be applied to any RCT where geographical identifiers are available. Through a simulation study, we analyze different modeling strategies for estimating CATE in sequences of satellite images. We find that image sequence representation models with more parameters generally yield a greater ability to detect heterogeneity. To explore the role of model and data choice in practice, we apply the approaches to two influential RCTs -- Banerjee et al. (2015), a poverty study in Cusco, Peru, and Bolsen et al. (2014), a water conservation experiment in Georgia, USA. We benchmark our image sequence models against image-only, tabular-only, and combined image-tabular data sources, summarizing practical implications for investigators in a multivariate analysis. Land cover classifications over satellite images facilitate interpretation of what image features drive heterogeneity. We also show robustness to data and model choice of satellite-based generalization of the RCT results to larger geographical areas outside the original. Overall, this paper shows how satellite sequence data can be incorporated into the analysis of RCTs, and provides evidence about the implications of data, model, and evaluation metric choice for causal analysis.

stat.ME

U-Trustworthy Models.Reliability, Competence, and Confidence in Decision-Making

With growing concerns regarding bias and discrimination in predictive models, the AI community has increasingly focused on assessing AI system trustworthiness. Conventionally, trustworthy AI literature relies on the probabilistic framework and calibration as prerequisites for trustworthiness. In this work, we depart from this viewpoint by proposing a novel trust framework inspired by the philosophy literature on trust. We present a precise mathematical definition of trustworthiness, termed $\mathcal{U}$-trustworthiness, specifically tailored for a subset of tasks aimed at maximizing a utility function. We argue that a model's $\mathcal{U}$-trustworthiness is contingent upon its ability to maximize Bayes utility within this task subset. Our first set of results challenges the probabilistic framework by demonstrating its potential to favor less trustworthy models and introduce the risk of misleading trustworthiness assessments. Within the context of $\mathcal{U}$-trustworthiness, we prove that properly-ranked models are inherently $\mathcal{U}$-trustworthy. Furthermore, we advocate for the adoption of the AUC metric as the preferred measure of trustworthiness. By offering both theoretical guarantees and experimental validation, AUC enables robust evaluation of trustworthiness, thereby enhancing model selection and hyperparameter tuning to yield more trustworthy outcomes.

stat.ML