arXiv subjects

Youngsoo Baek

Publications and source records attributed to Youngsoo Baek.

8 recordsLinked to original sources

arXiv2026

Integrating Neural Encoders in Bayesian Generalized Linear Mixed Models for Multimodal Data

Scalable Bayesian inference for generalized linear mixed models (GLMMs) provides uncertainty-aware analysis of correlated longitudinal data, but existing scalable approaches largely assume low-dimensional tabular predictors and do not directly accommodate high-dimensional modalities such as images and text. We address this limitation by learning one or more modality-specific neural encoders jointly with a GLMM objective, then performing variance-corrected stochasticgradient MCMC for the GLMM parameters conditional on the learned representation. This conditional-Bayes design combines supervised representation learning with posterior uncertainty quantification for population-level effects, subjectspecific heterogeneity, and modality-level random slopes. The resulting model preserves interpretable fixed and random effects for structured covariates and learned modalities while scaling gracefully to large longitudinal datasets. In simulation studies, our method recovers posterior means and variance estimates from full-data MCMC benchmarks after covariance correction. We further evaluate uncertainty through parameter-level interval coverage in simulations and predictive calibration on held-out data. Applications to glaucoma progression and adolescent mental health demonstrate that the framework allows nuanced assessment of the relative importance of each modality on both individual and population levels without sacrificing predictive performance.

stat.ML↗

arXiv2026

Safe, Scalable, and Accurate Bayes Posterior Sampling for Large-Data Generalized Linear Mixed Models

We consider the problem of scalable sampling algorithms to fit Bayesian generalized linear mixed models on large datasets. Stochastic gradient Langevin dynamics, coupled with smooth re-parameterizations of variance parameters, produces divergent Markov chains and cannot be reliably used for sampling covariance parameters of random effects. We advocate the use of a mirror Langevin dynamics algorithm, propose the novel stochastic mirror Langevin dynamics based on data subsampling, and provide concrete guidelines for its use in a Bayesian inference framework. Based on an explicit Wasserstein distance error bound between the posterior and its algorithmic approximation, we propose a post-processing step that yields an asymptotic, order-wise correct estimation of the posterior variance, eliminating the irreducible posterior variance estimation bias due to subsampling. Empirical performance of the method is evaluated through simulated experiments and a longitudinal study of pain trajectories in a study of breast cancer survivors.

stat.ME↗

arXiv2024

Frequentist Coverage of Bayes Posteriors in Nonlinear Inverse Problems with Gaussian Priors

We study asymptotic frequentist coverage and approximately Gaussian properties of Bayes posterior credible sets in nonlinear inverse problems when a Gaussian prior is placed on the parameter of the PDE. The aim is to ensure valid frequentist coverage of Bayes credible intervals when estimating continuous linear functionals of the parameter. Our results show that Bayes credible intervals have conservative coverage under certain smoothness assumptions on the parameter and a compatibility condition between the likelihood and the prior, regardless of whether an efficient limit exists or Bernstein von-Mises (BvM) theorem holds. In the latter case, our results yield a corollary with more relaxed sufficient conditions than previous works. The theory is illustrated with a PDE that arises in predicting the transport of radioactive waste from underground repositories and optimizing oil recovery from subsurface fields: an elliptic inverse problem for Darcy flow. In this case, a near-$1/\sqrt{N}$ contraction rate and conservative coverage results are obtained for linear functionals that were shown not to be estimable efficiently.

math.ST↗

arXiv2024

How to Evaluate Entity Resolution Systems: An Entity-Centric Framework with Application to Inventor Name Disambiguation

Entity resolution (record linkage, microclustering) systems are notoriously difficult to evaluate. Looking for a needle in a haystack, traditional evaluation methods use sophisticated, application-specific sampling schemes to find matching pairs of records among an immense number of non-matches. We propose an alternative that facilitates the creation of representative, reusable benchmark data sets without necessitating complex sampling schemes. These benchmark data sets can then be used for model training and a variety of evaluation tasks. Specifically, we propose an entity-centric data labeling methodology that integrates with a unified framework for monitoring summary statistics, estimating key performance metrics such as cluster and pairwise precision and recall, and analyzing root causes for errors. We validate the framework in an application to inventor name disambiguation and through simulation studies. Software: https://github.com/OlivierBinette/er-evaluation/

cs.CL↗

arXiv2024

Scalable and Calibrated Sampling for Bayesian Generalized Linear Mixed Model via Stochastic Gradient Markov Chain Monte Carlo

Generalized linear mixed models (GLMMs) are widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging due to an intractable marginal likelihood and a high computational cost incurred by conventional Markov chain Monte Carlo (MCMC) methods. We develop a stochastic gradient MCMC (SGMCMC) algorithm tailored to GLMMs that enables accurate posterior inference in the large-sample regime. Our approach uses Fisher's identity to construct a (biased) Monte Carlo estimator of the gradient of the marginal log-likelihood, making SGMCMC feasible when direct gradient computation is impossible. We analyze the additional variability, introduced by both data subsampling and gradient approximation, to derive a post-hoc covariance correction that yields properly calibrated posterior uncertainty. We show through simulated studies that the proposed method provides accurate posterior means and variances in settings with a large number of groups, outperforming existing approaches, including control variate methods. We further demonstrate the method's practical utility in an analysis of electronic health records data, where accounting for variance inflation materially changes scientific conclusions.

stat.CO↗

arXiv2023

Asymptotics of Bayesian Uncertainty Estimation in Random Features Regression

In this paper we compare and contrast the behavior of the posterior predictive distribution to the risk of the maximum a posteriori estimator for the random features regression model in the overparameterized regime. We will focus on the variance of the posterior predictive distribution (Bayesian model average) and compare its asymptotics to that of the risk of the MAP estimator. In the regime where the model dimensions grow faster than any constant multiple of the number of samples, asymptotic agreement between these two quantities is governed by the phase transition in the signal-to-noise ratio. They also asymptotically agree with each other when the number of samples grow faster than any constant multiple of model dimensions. Numerical simulations illustrate finer distributional properties of the two quantities for finite dimensions. We conjecture they have Gaussian fluctuations and exhibit similar properties as found by previous authors in a Gaussian sequence model, which is of independent theoretical interest.

stat.ML↗

arXiv2023

Generalized Bayes Approach to Inverse Problems with Model Misspecification

We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This assumption is difficult to justify in many inverse problems, where the specification of the data generation process is not obvious. We adopt a Gibbs posterior framework that directly posits a regularized variational problem on the space of probability distributions of the parameter. We propose a novel model comparison framework that evaluates the optimality of a given loss based on its "predictive performance". We provide cross-validation procedures to calibrate the regularization parameter of the variational objective and compare multiple loss functions. Some novel theoretical properties of Gibbs posteriors are also presented. We illustrate the utility of our framework via a simulated example, motivated by dispersion-based wave models used to characterize arterial vessels in ultrasound vibrometry.

stat.ME↗

arXiv2023

Estimating the Performance of Entity Resolution Algorithms: Lessons Learned Through PatentsView.org

This paper introduces a novel evaluation methodology for entity resolution algorithms. It is motivated by PatentsView.org, a U.S. Patents and Trademarks Office patent data exploration tool that disambiguates patent inventors using an entity resolution algorithm. We provide a data collection methodology and tailored performance estimators that account for sampling biases. Our approach is simple, practical and principled -- key characteristics that allow us to paint the first representative picture of PatentsView's disambiguation performance. This approach is used to inform PatentsView's users of the reliability of the data and to allow the comparison of competing disambiguation algorithms.

cs.DL↗