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    <description>recent bookmarks from cshalizi</description>
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	<rdf:li rdf:resource="https://arxiv.org/abs/2401.01404v2"/>
	<rdf:li rdf:resource="https://eiko-fried.com/does-the-d-disease-factor-really-exist/"/>
	<rdf:li rdf:resource="https://arxiv.org/abs/2212.02987"/>
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	<rdf:li rdf:resource="https://thegradient.pub/othello/"/>
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	<rdf:li rdf:resource="http://philsci-archive.pitt.edu/21626/"/>
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  </channel><item rdf:about="https://arxiv.org/abs/2510.06136">
    <title>[2510.06136] Geometric Model Selection for Latent Space Network Models: Hypothesis Testing via Multidimensional Scaling and Resampling Techniques</title>
    <dc:date>2026-01-30T12:09:41+00:00</dc:date>
    <link>https://arxiv.org/abs/2510.06136</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Latent space models assume that network ties are more likely between nodes that are closer together in an underlying latent space. Euclidean space is a popular choice for the underlying geometry, but hyperbolic geometry can mimic more realistic patterns of ties in complex networks. To identify the underlying geometry, past research has applied non-Euclidean extensions of multidimensional scaling (MDS) to the observed geodesic distances: the shortest path lengths between nodes. The difference in stress, a standard goodness-of-fit metric for MDS, across the geometries is then used to select a latent geometry with superior model fit (lower stress). The effectiveness of this method is assessed through simulations of latent space networks in Euclidean and hyperbolic geometries. To better account for uncertainty, we extend permutation-based hypothesis tests for MDS to the latent network setting. However, these tests do not incorporate any network structure. We propose a parametric bootstrap distribution of networks, conditioned on observed geodesic distances and the Gaussian Latent Position Model (GLPM). Our method extends the Davidson-MacKinnon J-test to latent space network models with differing latent geometries. We pay particular attention to large and sparse networks, and both the permutation test and the bootstrapping methods show an improvement in detecting the underlying geometry."]]></description>
<dc:subject>to:NB network_data_analysis multidimensional_scaling re:hyperbolic_networks inference_to_latent_objects</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:9dfccc0379ec/</dc:identifier>
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	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:multidimensional_scaling"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:hyperbolic_networks"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
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<item rdf:about="https://proceedings.mlr.press/v108/khemakhem20a.html">
    <title>Variational Autoencoders and Nonlinear ICA: A Unifying Framework</title>
    <dc:date>2025-08-05T13:22:52+00:00</dc:date>
    <link>https://proceedings.mlr.press/v108/khemakhem20a.html</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["The framework of variational autoencoders allows us to efficiently learn deep latent-variable models, such that the model’s marginal distribution over observed variables fits the data. Often, we’re interested in going a step further, and want to approximate the true joint distribution over observed and latent variables, including the true prior and posterior distributions over latent variables. This is known to be generally impossible due to unidentifiability of the model. We address this issue by showing that for a broad family of deep latent-variable models, identification of the true joint distribution over observed and latent variables is actually possible up to very simple transformations, thus achieving a principled and powerful form of disentanglement. Our result requires a factorized prior distribution over the latent variables that is conditioned on an additionally observed variable, such as a class label or almost any other observation. We build on recent developments in nonlinear ICA, which we extend to the case with noisy, undercomplete or discrete observations, integrated in a maximum likelihood framework. The result also trivially contains identifiable flow-based generative models as a special case."

--- This is very cool.]]></description>
<dc:subject>independent_components_analysis factor_analysis inference_to_latent_objects in_NB have_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:6e753df8293c/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:independent_components_analysis"/>
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	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
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<item rdf:about="https://arxiv.org/abs/2506.01622">
    <title>[2506.01622] General agents need world models</title>
    <dc:date>2025-07-28T14:13:15+00:00</dc:date>
    <link>https://arxiv.org/abs/2506.01622</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Are world models a necessary ingredient for flexible, goal-directed behaviour, or is model-free learning sufficient? We provide a formal answer to this question, showing that any agent capable of generalizing to multi-step goal-directed tasks must have learned a predictive model of its environment. We show that this model can be extracted from the agent's policy, and that increasing the agents performance or the complexity of the goals it can achieve requires learning increasingly accurate world models. This has a number of consequences: from developing safe and general agents, to bounding agent capabilities in complex environments, and providing new algorithms for eliciting world models from agents."

--- Conant and Ashby (1970), Francis and Wonham (1976), etc.]]></description>
<dc:subject>to:NB artificial_intelligence control_theory_and_control_engineering inference_to_latent_objects internal_model_principle</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:e8910d3979af/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:artificial_intelligence"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:control_theory_and_control_engineering"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
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<item rdf:about="https://arxiv.org/abs/2505.12540">
    <title>[2505.12540] Harnessing the Universal Geometry of Embeddings</title>
    <dc:date>2025-06-15T16:07:40+00:00</dc:date>
    <link>https://arxiv.org/abs/2505.12540</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We introduce the first method for translating text embeddings from one vector space to another without any paired data, encoders, or predefined sets of matches. Our unsupervised approach translates any embedding to and from a universal latent representation (i.e., a universal semantic structure conjectured by the Platonic Representation Hypothesis). Our translations achieve high cosine similarity across model pairs with different architectures, parameter counts, and training datasets.
"The ability to translate unknown embeddings into a different space while preserving their geometry has serious implications for the security of vector databases. An adversary with access only to embedding vectors can extract sensitive information about the underlying documents, sufficient for classification and attribute inference."]]></description>
<dc:subject>to:NB neural_networks inference_to_latent_objects text_mining large_language_models_(so_called)</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:d6d9dd7f0540/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:neural_networks"/>
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	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:text_mining"/>
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<item rdf:about="https://arxiv.org/abs/2503.16865">
    <title>[2503.16865] Nonparametric Factor Analysis and Beyond</title>
    <dc:date>2025-04-28T01:20:54+00:00</dc:date>
    <link>https://arxiv.org/abs/2503.16865</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or noiseless regimes. In contrast, we study the more general case where noise can take arbitrary forms, depend on latent variables, and be non-invertibly entangled within a nonlinear function. We propose a general framework for identifying latent variables in the nonparametric noisy settings. We first show that, under suitable conditions, the generative model is identifiable up to certain submanifold indeterminacies even in the presence of non-negligible noise. Furthermore, under the structural or distributional variability conditions, we prove that latent variables of the general nonlinear models are identifiable up to trivial indeterminacies. Based on the proposed theoretical framework, we have also developed corresponding estimation methods and validated them in various synthetic and real-world settings. Interestingly, our estimate of the true GDP growth from alternative measurements suggests more insightful information on the economies than official reports. We expect our framework to provide new insight into how both researchers and practitioners deal with latent variables in real-world scenarios."]]></description>
<dc:subject>to:NB factor_analysis inference_to_latent_objects to_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:1a1eb5a9926a/</dc:identifier>
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<item rdf:about="https://openreview.net/forum?id=S9jem2KZVr">
    <title>A Simple Latent Variable Model for Graph Learning and Inference | OpenReview</title>
    <dc:date>2025-03-08T14:04:47+00:00</dc:date>
    <link>https://openreview.net/forum?id=S9jem2KZVr</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We introduce a probabilistic latent variable model for graphs that generalizes both the established graphon and stochastic block models. This naive histogram AHK model is simple and versatile, and we demonstrate its use for disparate tasks including complex predictive inference usually not supported by other approaches, and graph generation. We analyze the tradeoffs entailed by the simplicity of the model, which imposes certain limitations on expressivity on the one hand, but on the other hand leads to robust generalization capabilities to graph sizes different from what was seen in the training data."]]></description>
<dc:subject>to:NB stochastic_block_models graphons re:smoothing_adjacency_matrices jaeger.manfred schulte.oliver to_read inference_to_latent_objects relational_learning</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:e826d2031bb8/</dc:identifier>
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	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:jaeger.manfred"/>
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<item rdf:about="https://arxiv.org/abs/2301.07473">
    <title>[2301.07473] Discrete Latent Structure in Neural Networks</title>
    <dc:date>2024-09-19T20:05:09+00:00</dc:date>
    <link>https://arxiv.org/abs/2301.07473</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Many types of data from fields including natural language processing, computer vision, and bioinformatics, are well represented by discrete, compositional structures such as trees, sequences, or matchings. Latent structure models are a powerful tool for learning to extract such representations, offering a way to incorporate structural bias, discover insight about the data, and interpret decisions. However, effective training is challenging, as neural networks are typically designed for continuous computation.
"This text explores three broad strategies for learning with discrete latent structure: continuous relaxation, surrogate gradients, and probabilistic estimation. Our presentation relies on consistent notations for a wide range of models. As such, we reveal many new connections between latent structure learning strategies, showing how most consist of the same small set of fundamental building blocks, but use them differently, leading to substantially different applicability and properties."]]></description>
<dc:subject>neural_networks inference_to_latent_objects in_NB</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:6c808337d1a2/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:neural_networks"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
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</item>
<item rdf:about="https://projecteuclid.org/journals/statistical-science/volume-16/issue-3/Nonlinear-Factor-Analysis-as-a-Statistical-Method/10.1214/ss/1009213729.full">
    <title>Nonlinear Factor Analysis as a Statistical Method</title>
    <dc:date>2024-03-28T01:46:43+00:00</dc:date>
    <link>https://projecteuclid.org/journals/statistical-science/volume-16/issue-3/Nonlinear-Factor-Analysis-as-a-Statistical-Method/10.1214/ss/1009213729.full</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Factor analysis and its extensions are widely used in the social and behavioral sciences, and can be considered useful tools for exploration and model fitting in multivariate analysis. Despite its popularity in applications, factor analysis has attracted rather limited attention from statisticians. Three issues, identification ambiguity, heavy reliance on normality, and limitation to linearity, may have contributed to statisticians' lack of interest in factor analysis. In this paper, the statistical contributions to the first two issues are reviewed, and the third issue is addressed in detail. Linear models can be unrealistic even as an approximation in many applications, and often do not fit the data well without increasing the number of factors beyond the level explainable by the subject-matter theory. As an exploratory model, the conventional factor analysis model fails to address nonlinear structure underlying multivariate data. It is argued here that factor analysis does not need to be restricted to linearity and that nonlinear factor analysis can be formulated and carried out as a useful statistical method. In particular, for a general parametric nonlinear factor analysis model, the errors- in-variables parameterization is suggested as a sensible way to formulate the model, and two procedures for model fitting are introduced and described. Tests for the goodness-of-fit of the model are also proposed. The procedures are studied through a simulation study. An example from personality testing is used to illustrate the issues and the methods."]]></description>
<dc:subject>in_NB factor_analysis inference_to_latent_objects re:generalized_additive_factor_models</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:2f618496c2eb/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:generalized_additive_factor_models"/>
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<item rdf:about="https://arxiv.org/abs/2401.01404v2">
    <title>[2401.01404v2] Scalable network reconstruction in subquadratic time</title>
    <dc:date>2024-01-11T01:12:15+00:00</dc:date>
    <link>https://arxiv.org/abs/2401.01404v2</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Network reconstruction consists in determining the unobserved pairwise couplings between N nodes given only observational data on the resulting behavior that is conditioned on those couplings -- typically a time-series or independent samples from a graphical model. A major obstacle to the scalability of algorithms proposed for this problem is a seemingly unavoidable quadratic complexity of O(N2), corresponding to the requirement of each possible pairwise coupling being contemplated at least once, despite the fact that most networks of interest are sparse, with a number of non-zero couplings that is only O(N). Here we present a general algorithm applicable to a broad range of reconstruction problems that achieves its result in subquadratic time, with a data-dependent complexity loosely upper bounded by O(N3/2logN), but with a more typical log-linear complexity of O(Nlog2N). Our algorithm relies on a stochastic second neighbor search that produces the best edge candidates with high probability, thus bypassing an exhaustive quadratic search. In practice, our algorithm achieves a performance that is many orders of magnitude faster than the quadratic baseline, allows for easy parallelization, and thus enables the reconstruction of networks with hundreds of thousands and even millions of nodes and edges."]]></description>
<dc:subject>to:NB network_data_analysis inference_to_latent_objects piexoto.tiago_p. computational_statistics via:rvenkat</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:8414c5373c7d/</dc:identifier>
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	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:piexoto.tiago_p."/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:computational_statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:via:rvenkat"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://eiko-fried.com/does-the-d-disease-factor-really-exist/">
    <title>Does the d (disease) factor really exist? » Eiko Fried</title>
    <dc:date>2023-05-15T15:27:27+00:00</dc:date>
    <link>https://eiko-fried.com/does-the-d-disease-factor-really-exist/</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA[--- God give me strength.  (Not for Fried's comments, which are sensible.)
--- To elaborate, read [http://bactra.org/notebooks/factor-models.html], especially from "Suppose that all entries in $\Var{X}$ are non-negative" on.]]></description>
<dc:subject>inference_to_latent_objects have_read track_down_references utter_stupidity factor_analysis i_have_lived_and_fought_in_vain</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:9d07ec8ad858/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:have_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:track_down_references"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:utter_stupidity"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:i_have_lived_and_fought_in_vain"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2212.02987">
    <title>[2212.02987] Generative probabilistic matrix model of data with different low-dimensional linear latent structures</title>
    <dc:date>2023-04-17T18:18:12+00:00</dc:date>
    <link>https://arxiv.org/abs/2212.02987</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We construct a generative probabilistic matrix model of large data based on mixing of linear latent features distributed following Gaussian and Dirichlet distributions. Key ingredient of our model is that we allow for statistical dependence between the mixing coefficients, as well as latent features with a statistically dependent structure. Latent dimensionality and correlation patterns of the data are controlled by two model parameters. The model's data patterns include (overlapping) clusters, sparse mixing, and constrained (non-negative) mixing. We describe the correlation and the eigenvalue distributions of these patterns. As a possible application of our model, we discuss how it can be used to generate structured training data for supervised learning."]]></description>
<dc:subject>factor_analysis high-dimensional_statistics inference_to_latent_objects nemenman.ilya re:g_paper in_NB</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:ebfab92bcab3/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:high-dimensional_statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:nemenman.ilya"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:g_paper"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2111.04641">
    <title>[2111.04641] Statistical properties of large data sets with linear latent features</title>
    <dc:date>2023-04-17T18:14:32+00:00</dc:date>
    <link>https://arxiv.org/abs/2111.04641</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Analytical understanding of how low-dimensional latent features reveal themselves in large-dimensional data is still lacking. We study this by defining a linear latent feature model with additive noise constructed from probabilistic matrices, and analytically and numerically computing the statistical distributions of pairwise correlations and eigenvalues of the correlation matrix. This allows us to resolve the latent feature structure across a wide range of data regimes set by the number of recorded variables, observations, latent features and the signal-to-noise ratio. We find a characteristic imprint of latent features in the distribution of correlations and eigenvalues and provide an analytic estimate for the boundary between signal and noise even in the absence of a clear spectral gap."

- ETA after reading: very nice; believe all the results in Appendix A can be simplified to not assume Gaussianity; sent I.N. a note to that effect (w/ proofs) and will see what he thinks.]]></description>
<dc:subject>factor_analysis high-dimensional_statistics inference_to_latent_objects nemenman.ilya re:g_paper have_read in_NB random_matrices</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:b9e77dccb3c3/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:high-dimensional_statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:nemenman.ilya"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:g_paper"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:have_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:random_matrices"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2212.08765">
    <title>[2212.08765] Latent Variable Representation for Reinforcement Learning</title>
    <dc:date>2023-03-24T18:50:29+00:00</dc:date>
    <link>https://arxiv.org/abs/2212.08765</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Deep latent variable models have achieved significant empirical successes in model-based reinforcement learning (RL) due to their expressiveness in modeling complex transition dynamics. On the other hand, it remains unclear theoretically and empirically how latent variable models may facilitate learning, planning, and exploration to improve the sample efficiency of RL. In this paper, we provide a representation view of the latent variable models for state-action value functions, which allows both tractable variational learning algorithm and effective implementation of the optimism/pessimism principle in the face of uncertainty for exploration. In particular, we propose a computationally efficient planning algorithm with UCB exploration by incorporating kernel embeddings of latent variable models. Theoretically, we establish the sample complexity of the proposed approach in the online and offline settings. Empirically, we demonstrate superior performance over current state-of-the-art algorithms across various benchmarks."]]></description>
<dc:subject>to:NB reinforcement_learning inference_to_latent_objects</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:05f33ce709d1/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:reinforcement_learning"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://www.tandfonline.com/doi/abs/10.1080/01621459.2023.2183133">
    <title>Network Inference Using the Hub Model and Variants: Journal of the American Statistical Association: Vol 0, No ja</title>
    <dc:date>2023-03-18T13:57:06+00:00</dc:date>
    <link>https://www.tandfonline.com/doi/abs/10.1080/01621459.2023.2183133</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Statistical network analysis primarily focuses on inferring the parameters of an observed network. In many applications, especially in the social sciences, the observed data is the groups formed by individual subjects. In these applications, the network is itself a parameter of a statistical model. Zhao and Weko (2019) propose a model-based approach, called the hub model, to infer implicit networks from grouping behavior. The hub model assumes that each member of the group is brought together by a member of the group called the hub. The set of members which can serve as a hub is called the hub set. The hub model belongs to the family of Bernoulli mixture models. Identifiability of Bernoulli mixture model parameters is a notoriously difficult problem. This paper proves identifiability of the hub model parameters and estimation consistency under mild conditions. Furthermore, this paper generalizes the hub model by introducing a model component that allows hubless groups in which individual nodes spontaneously appear independent of any other individual. We refer to this additional component as the null component. The new model bridges the gap between the hub model and the degenerate case of the mixture model – the Bernoulli product. Identifiability and consistency are also proved for the new model. In addition, a penalized likelihood approach is proposed to estimate the hub set when it is unknown."]]></description>
<dc:subject>inference_to_latent_objects functional_connectivity network_data_analysis time_series to_read bickel.peter in_NB</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:fdee119e04f3/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:functional_connectivity"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:time_series"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:bickel.peter"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://thegradient.pub/othello/">
    <title>Large Language Model: world models or surface statistics?</title>
    <dc:date>2023-01-23T04:11:33+00:00</dc:date>
    <link>https://thegradient.pub/othello/</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA[Comments:
1. Every stochastic process induces a prediction process, whose states are distributions over future trajectories of the original process.  Every prediction process is a Markov process. [http://bactra.org/notebooks/prediction-process.html]
2. In fact, that prediction process is the unique minimal representation of the original as a (special kind of) hidden Markov process. [http://bactra.org/notebooks/prediction-process.html]
3. Consequently, any predictor of the original stochastic process either (A) is (equivalent to) the prediction process, or (B) predicts optimally but with superfluous structure/distinctions, or (C) predicts sub-optimally.
4. If the original process _is_ a Markov process, then there's generally a 1-1 correspondence between the states of the original process and states of the prediction process.  (The exception is if some original states are exactly equivalent to each other, which is weird.)
5. Othello, with these observables, isn't Markovian, but the Markovian predictive state is a deterministic function of all the moves to date. 
6. Consequently, we should not be surprised that a sequence predictor learns something equivalent to the Markovian predictive state of the Othello board.  The alternative is just being very bad at guessing the next Othlello move.
7. It would be interesting to know whether this is learning additional, superfluous structure as well.  (I strongly suspect so, but that's my gut.)
8. Since GPT-style architectures actually are only finite-order autoregressive models, this'd run into trouble with very long Othello games, where the state of the board would no longer be a function of the _remembered_ history of moves.  In fact, it'd run into trouble with something even simpler, like the even process.
9. At some point I am going to have to try to teach one of the models the even process, with very long sequences.]]></description>
<dc:subject>have_read neural_networks inference_to_latent_objects large_language_models_(so_called) in_NB to_teach:statistics_and_generative_ai</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:52c9ed05b79c/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:have_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:neural_networks"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:large_language_models_(so_called)"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_teach:statistics_and_generative_ai"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2210.13382">
    <title>[2210.13382] Emergent World Representations: Exploring a Sequence Model Trained on a Synthetic Task</title>
    <dc:date>2023-01-23T03:57:06+00:00</dc:date>
    <link>https://arxiv.org/abs/2210.13382</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Language models show a surprising range of capabilities, but the source of their apparent competence is unclear. Do these networks just memorize a collection of surface statistics, or do they rely on internal representations of the process that generates the sequences they see? We investigate this question by applying a variant of the GPT model to the task of predicting legal moves in a simple board game, Othello. Although the network has no a priori knowledge of the game or its rules, we uncover evidence of an emergent nonlinear internal representation of the board state. Interventional experiments indicate this representation can be used to control the output of the network and create "latent saliency maps" that can help explain predictions in human terms."

--- I'm going to have to try to get one of these beasties to learn the even process, aren't I?]]></description>
<dc:subject>to_read inference_to_latent_objects neural_networks natural_language_processing large_language_models_(so_called) in_NB to_teach:statistics_and_generative_ai</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:26d3eeadeef9/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:neural_networks"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:natural_language_processing"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:large_language_models_(so_called)"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_teach:statistics_and_generative_ai"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="http://philsci-archive.pitt.edu/21626/">
    <title>Measuring the non-existent: validity before measurement - PhilSci-Archive</title>
    <dc:date>2023-01-19T04:27:40+00:00</dc:date>
    <link>http://philsci-archive.pitt.edu/21626/</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["This paper examines the role existence plays in measurement validity. I argue that existing popular theories of measurement and of validity follow a correspondence framework, which starts by assuming that an entity exists in the real world with certain properties that allow it to be measurable. Drawing on literature from the sociology of measurement, I show that the correspondence framework faces several theoretical and practical challenges. I suggested the validity-first framework of measurement, which starts with a practice-based validation process as the basis for a measurement theory, and only posits objective existence when it is scientifically useful to do so."]]></description>
<dc:subject>to:NB measurement philosophy_of_science inference_to_latent_objects</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:b7a1fba2bbe0/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:measurement"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:philosophy_of_science"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2210.11021">
    <title>[2210.11021] Independence Testing-Based Approach to Causal Discovery under Measurement Error and Linear Non-Gaussian Models</title>
    <dc:date>2022-12-09T20:02:54+00:00</dc:date>
    <link>https://arxiv.org/abs/2210.11021</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Causal discovery aims to recover causal structures generating the observational data. Despite its success in certain problems, in many real-world scenarios the observed variables are not the target variables of interest, but the imperfect measures of the target variables. Causal discovery under measurement error aims to recover the causal graph among unobserved target variables from observations made with measurement error. We consider a specific formulation of the problem, where the unobserved target variables follow a linear non-Gaussian acyclic model, and the measurement process follows the random measurement error model. Existing methods on this formulation rely on non-scalable over-complete independent component analysis (OICA). In this work, we propose the Transformed Independent Noise (TIN) condition, which checks for independence between a specific linear transformation of some measured variables and certain other measured variables. By leveraging the non-Gaussianity and higher-order statistics of data, TIN is informative about the graph structure among the unobserved target variables. By utilizing TIN, the ordered group decomposition of the causal model is identifiable. In other words, we could achieve what once required OICA to achieve by only conducting independence tests. Experimental results on both synthetic and real-world data demonstrate the effectiveness and reliability of our method."]]></description>
<dc:subject>to:NB causal_inference inference_to_latent_objects spirtes.peter zhang.kun to_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:b389406b2d4e/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:causal_inference"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:spirtes.peter"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:zhang.kun"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2210.07491">
    <title>[2210.07491] Latent process models for functional network data</title>
    <dc:date>2022-12-09T20:01:58+00:00</dc:date>
    <link>https://arxiv.org/abs/2210.07491</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Network data are often sampled with auxiliary information or collected through the observation of a complex system over time, leading to multiple network snapshots indexed by a continuous variable. Many methods in statistical network analysis are traditionally designed for a single network, and can be applied to an aggregated network in this setting, but that approach can miss important functional structure. Here we develop an approach to estimating the expected network explicitly as a function of a continuous index, be it time or another indexing variable. We parameterize the network expectation through low dimensional latent processes, whose components we represent with a fixed, finite-dimensional functional basis. We derive a gradient descent estimation algorithm, establish theoretical guarantees for recovery of the low-dimensional structure, compare our method to competitors, and apply it to a dataset of international political interactions over time, showing our proposed method to adapt well to data, outperform competitors, and provide interpretable and meaningful results."]]></description>
<dc:subject>to:NB network_data_analysis statistics inference_to_latent_objects functional_data_analysis levina.liza to_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:df335b19ec43/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:functional_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:levina.liza"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://www.nature.com/articles/s43588-022-00281-6">
    <title>Automated discovery of fundamental variables hidden in experimental data | Nature Computational Science</title>
    <dc:date>2022-08-27T19:42:49+00:00</dc:date>
    <link>https://www.nature.com/articles/s43588-022-00281-6</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["All physical laws are described as mathematical relationships between state variables. These variables give a complete and non-redundant description of the relevant system. However, despite the prevalence of computing power and artificial intelligence, the process of identifying the hidden state variables themselves has resisted automation. Most data-driven methods for modelling physical phenomena still rely on the assumption that the relevant state variables are already known. A longstanding question is whether it is possible to identify state variables from only high-dimensional observational data. Here we propose a principle for determining how many state variables an observed system is likely to have, and what these variables might be. We demonstrate the effectiveness of this approach using video recordings of a variety of physical dynamical systems, ranging from elastic double pendulums to fire flames. Without any prior knowledge of the underlying physics, our algorithm discovers the intrinsic dimension of the observed dynamics and identifies candidate sets of state variables."]]></description>
<dc:subject>to:NB inference_to_latent_objects equations_of_motion_from_a_time_series lipson.hod color_me_skeptical to_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:756af7ada2d8/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:equations_of_motion_from_a_time_series"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:lipson.hod"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:color_me_skeptical"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://www.cambridge.org/core/books/probabilistic-numerics/0EBFF0B15E2481099F6EED1F62EE1ABE#fndtn-information">
    <title>Probabilistic Numerics</title>
    <dc:date>2022-06-30T17:53:01+00:00</dc:date>
    <link>https://www.cambridge.org/core/books/probabilistic-numerics/0EBFF0B15E2481099F6EED1F62EE1ABE#fndtn-information</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Probabilistic numerical computation formalises the connection between machine learning and applied mathematics. Numerical algorithms approximate intractable quantities from computable ones. They estimate integrals from evaluations of the integrand, or the path of a dynamical system described by differential equations from evaluations of the vector field. In other words, they infer a latent quantity from data. This book shows that it is thus formally possible to think of computational routines as learning machines, and to use the notion of Bayesian inference to build more flexible, efficient, or customised algorithms for computation. The text caters for Masters' and PhD students, as well as postgraduate researchers in artificial intelligence, computer science, statistics, and applied mathematics. Extensive background material is provided along with a wealth of figures, worked examples, and exercises (with solutions) to develop intuition."

--- The idea that numerical methods will get _better_ if turned into Bayesian inference, which only became tractable with the invention of Monte Carlo, seems wonderfully perverse to me, but serious people have proposed it in the past, so I am prepared to be pleasantly surprised.]]></description>
<dc:subject>to:NB books:noted numerical_methods computational_statistics inference_to_latent_objects color_me_skeptical downloaded</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:8b03d12ff5c2/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:books:noted"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:numerical_methods"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:computational_statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:color_me_skeptical"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:downloaded"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12659?campaign=wolacceptedarticle">
    <title>Dynamic Deconvolution and Identification of Independent Autoregressive Sources - Gourieroux - - Journal of Time Series Analysis - Wiley Online Library</title>
    <dc:date>2022-06-21T14:04:12+00:00</dc:date>
    <link>https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12659?campaign=wolacceptedarticle</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We consider a multivariate system Yt = AXt, where the unobserved components Xt are independent AR(1) processes and the number of sources is greater than the number of observed outputs. We show that the mixing matrix A, the AR(1) coefficients and distributions of Xt can be identified (up to scale factors of Xt), which solves the dynamic deconvolution problem. The proof is constructive and allows us to introduce simple consistent estimators of all unknown scalar and functional parameters of the model. The approach is illustrated by an estimation and identification of the dynamics of unobserved short and long run components in a time series. Applications to causal models with structural innovations are also discussed, such as the identification in error-in-variables models and causal mediation models."]]></description>
<dc:subject>to:NB time_series factor_analysis independent_component inference_to_latent_objects</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:2e2ef805a54e/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:time_series"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:independent_component"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://doi.org/10.1017/9781108865791">
    <title>The Shortest Path to Network Geometry</title>
    <dc:date>2022-01-10T20:04:38+00:00</dc:date>
    <link>https://doi.org/10.1017/9781108865791</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Real networks comprise from hundreds to millions of interacting elements and permeate all contexts, from technology to biology to society. All of them display non-trivial connectivity patterns, including the small-world phenomenon, making nodes to be separated by a small number of intermediate links. As a consequence, networks present an apparent lack of metric structure and are difficult to map. Yet, many networks have a hidden geometry that enables meaningful maps in the two-dimensional hyperbolic plane. The discovery of such hidden geometry and the understanding of its role have become fundamental questions in network science giving rise to the field of network geometry. This Element reviews fundamental models and methods for the geometric description of real networks with a focus on applications of real network maps, including decentralized routing protocols, geometric community detection, and the self-similar multiscale unfolding of networks by geometric renormalization."]]></description>
<dc:subject>to:NB network_data_analysis hyperbolic_geometry geometry inference_to_latent_objects re:hyperbolic_networks to_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:b1527a8324c7/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:hyperbolic_geometry"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:geometry"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:hyperbolic_networks"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2112.00183">
    <title>[2112.00183] Descriptive vs. inferential community detection: pitfalls, myths and half-truths</title>
    <dc:date>2021-12-07T14:37:42+00:00</dc:date>
    <link>https://arxiv.org/abs/2112.00183</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Community detection is one of the most important methodological fields of network science, and one which has attracted a significant amount of attention over the past decades. This area deals with the automated division of a network into fundamental building blocks, with the objective of providing a summary of its large-scale structure. Despite its importance and widespread adoption, there is a noticeable gap between what is considered the state-of-the-art and the methods that are actually used in practice in a variety of fields. Here we attempt to address this discrepancy by dividing existing methods according to whether they have a "descriptive" or an "inferential" goal. While descriptive methods find patterns in networks based on intuitive notions of community structure, inferential methods articulate a precise generative model, and attempt to fit it to data. In this way, they are able to provide insights into the mechanisms of network formation, and separate structure from randomness in a manner supported by statistical evidence. We review how employing descriptive methods with inferential aims is riddled with pitfalls and misleading answers, and thus should be in general avoided. We argue that inferential methods are more typically aligned with clearer scientific questions, yield more robust results, and should be in general preferred. We attempt to dispel some myths and half-truths often believed when community detection is employed in practice, in an effort to improve both the use of such methods as well as the interpretation of their results."]]></description>
<dc:subject>to:NB to_read community_discovery network_data_analysis inference_to_latent_objects peixoto.tiago to_teach:baby-nets</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:17d3ef93eb8c/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:community_discovery"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:peixoto.tiago"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_teach:baby-nets"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2110.03973">
    <title>[2110.03973] Many Proxy Controls</title>
    <dc:date>2021-12-05T17:06:35+00:00</dc:date>
    <link>https://arxiv.org/abs/2110.03973</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["A recent literature considers causal inference using noisy proxies for unobserved confounding factors. The proxies are divided into two sets that are independent conditional on the confounders. One set of proxies are `negative control treatments' and the other are `negative control outcomes'. Existing work applies to low-dimensional settings with a fixed number of proxies and confounders. In this work we consider linear models with many proxy controls and possibly many confounders. A key insight is that if each group of proxies is strictly larger than the number of confounding factors, then a matrix of nuisance parameters has a low-rank structure and a vector of nuisance parameters has a sparse structure. We can exploit the rank-restriction and sparsity to reduce the number of free parameters to be estimated. The number of unobserved confounders is not known a priori but we show that it is identified, and we apply penalization methods to adapt to this quantity. We provide an estimator with a closed-form as well as a doubly-robust estimator that must be evaluated using numerical methods. We provide conditions under which our doubly-robust estimator is uniformly root-n consistent, asymptotically centered normal, and our suggested confidence intervals have asymptotically correct coverage. We provide simulation evidence that our methods achieve better performance than existing approaches in high dimensions, particularly when the number of proxies is substantially larger than the number of confounders."]]></description>
<dc:subject>to:NB causal_inference inference_to_latent_objects to_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:6a3b1e623127/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:causal_inference"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://onlinelibrary.wiley.com/doi/abs/10.1002/sta4.428">
    <title>Community detection with nodal information: likelihood and its variational approximation - Weng - - Stat - Wiley Online Library</title>
    <dc:date>2021-10-18T13:55:08+00:00</dc:date>
    <link>https://onlinelibrary.wiley.com/doi/abs/10.1002/sta4.428</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Community detection is one of the fundamental problems in the study of network data. Most existing community detection approaches only consider edge information as inputs, and the output could be suboptimal when nodal information is available. In such cases, it is desirable to leverage nodal information for the improvement of community detection accuracy. Towards this goal, we propose a flexible network model incorporating nodal information, and develop likelihood-based inference methods. For the proposed methods, we establish favorable asymptotic properties as well as efficient algorithms for computation. Numerical experiments show the effectiveness of our methods in utilizing nodal information across a variety of simulated and real network data sets."

--- Not sure yet how this improves on the nine-and-sixty other ways of doing this appearing in the recent literature...]]></description>
<dc:subject>to:NB community_discovery network_data_analysis inference_to_latent_objects</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:14a346f001cd/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:community_discovery"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2009.04096">
    <title>[2009.04096] A Joint MLE Approach to Large-Scale Structured Latent Attribute Analysis</title>
    <dc:date>2021-07-12T15:32:33+00:00</dc:date>
    <link>https://arxiv.org/abs/2009.04096</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent attributes explain the dependence of observed variables in a highly structured fashion. Usually, the maximum marginal likelihood estimation approach is adopted for SLAMs, treating the latent attributes as random effects. The increasing scope of modern assessment data involves large numbers of observed variables and high-dimensional latent attributes. This poses challenges to classical estimation methods and requires new methodology and understanding of latent variable modeling. Motivated by this, we consider the joint maximum likelihood estimation (MLE) approach to SLAMs, treating latent attributes as fixed unknown parameters. We investigate estimability, consistency, and computation in the regime where sample size, number of variables, and number of latent attributes all can diverge. We establish the statistical consistency of the joint MLE and propose efficient algorithms that scale well to large-scale data for several popular SLAMs. Simulation studies demonstrate the superior empirical performance of the proposed methods. An application to real data from an international educational assessment gives interpretable findings of cognitive diagnosis."]]></description>
<dc:subject>to:NB mixture_models clustering inference_to_latent_objects likelihood psychometrics statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:be792de6fa63/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:mixture_models"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:clustering"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:likelihood"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:psychometrics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://sociologicalscience.com/articles-v4-15-353/">
    <title>Improving the Measurement of Shared Cultural Schemas with Correlational Class Analysis: Theory and Method | Sociological Science</title>
    <dc:date>2021-06-27T18:49:19+00:00</dc:date>
    <link>https://sociologicalscience.com/articles-v4-15-353/</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Measurement of shared cultural schemas is a central methodological challenge for the sociology of culture. Relational Class Analysis (RCA) is a recently developed technique for identifying such schemas in survey data. However, existing work lacks a clear definition of such schemas, which leaves RCA’s accuracy largely unknown. Here, I build on the theoretical intuitions behind RCA to arrive at this definition. I demonstrate that shared schemas should result in linear dependencies between survey rows—the relationship usually measured with Pearson’s correlation. I thus modify RCA into a “Correlational Class Analysis” (CCA). When I compare the methods using a broad set of simulations, results show that CCA is reliably more accurate at detecting shared schemas than RCA, even in scenarios that substantially violate CCA’s assumptions. I find no evidence of theoretical settings where RCA is more accurate. I then revisit a previous RCA analysis of the 1993 General Social Survey musical tastes module. Whereas RCA partitioned these data into three schematic classes, CCA partitions them into four. I compare these results with a multiple-groups analysis in structural equation modeling and find that CCA’s partition yields greatly improved model fit over RCA. I conclude with a parsimonious framework for future work."]]></description>
<dc:subject>to:NB surveys dimension_reduction inference_to_latent_objects social_measurement sociology via:gabriel_rossman statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:ef8371b87faf/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:surveys"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:dimension_reduction"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:social_measurement"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:sociology"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:via:gabriel_rossman"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2105.14093">
    <title>[2105.14093] Variational Inference for Latent Space Models for Dynamic Networks</title>
    <dc:date>2021-06-01T17:32:02+00:00</dc:date>
    <link>https://arxiv.org/abs/2105.14093</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Latent space models are popular for analyzing dynamic network data. We propose a variational approach to estimate the model parameters as well as the latent positions of the nodes in the network. The variational approach is much faster than Markov chain Monte Carlo algorithms, and is able to handle large networks. Theoretical properties of the variational Bayes risk of the proposed procedure are provided. We apply the variational method and latent space model to simulated data as well as real data to demonstrate its performance."]]></description>
<dc:subject>to:NB networks_in_and_over_time inference_to_latent_objects computational_statistics network_data_analysis statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:6fcea7ea261d/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:networks_in_and_over_time"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:computational_statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://www.annualreviews.org/doi/abs/10.1146/annurev-statistics-042720-104044">
    <title>Statistical Applications in Educational Measurement | Annual Review of Statistics and Its Application</title>
    <dc:date>2021-06-01T13:40:59+00:00</dc:date>
    <link>https://www.annualreviews.org/doi/abs/10.1146/annurev-statistics-042720-104044</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Educational measurement assigns numbers to individuals based on observed data to represent individuals’ educational properties such as abilities, aptitudes, achievements, progress, and performance. The current review introduces a selection of statistical applications to educational measurement, ranging from classical statistical theory (e.g., Pearson correlation and the Mantel–Haenszel test) to more sophisticated models (e.g., latent variable, survival, and mixture modeling) and statistical and machine learning (e.g., high-dimensional modeling, deep and reinforcement learning). Three main subjects are discussed: evaluations for test validity, computer-based assessments, and psychometrics informing learning. Specific topics include item bias detection, high-dimensional latent variable modeling, computerized adaptive testing, response time and log data analysis, cognitive diagnostic models, and individualized learning."]]></description>
<dc:subject>to:NB education mental_testing social_measurement psychometrics inference_to_latent_objects statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:f3ccd2e186a7/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:education"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:mental_testing"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:social_measurement"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:psychometrics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2006.15899">
    <title>[2006.15899] A statistical test to reject the structural interpretation of a latent factor model</title>
    <dc:date>2021-03-15T06:18:01+00:00</dc:date>
    <link>https://arxiv.org/abs/2006.15899</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Factor analysis is often used to assess whether a single univariate latent variable is sufficient to explain most of the covariance among a set of indicators for some underlying construct. When evidence suggests that a single factor is adequate, research often proceeds by using a univariate summary of the indicators in subsequent research. Implicit in such practices is the assumption that it is the underlying latent, rather than the indicators, that is causally efficacious. The assumption that the indicators do not have effects on anything subsequent, and that they are themselves only affected by antecedents through the underlying latent is a strong assumption, effectively imposing a structural interpretation on the latent factor model. In this paper, we show that this structural assumption has empirically testable implications, even though the latent is unobserved. We develop a statistical test to potentially reject the structural interpretation of a latent factor model. We apply this test to data concerning associations between the Satisfaction-with-Life-Scale and subsequent all-cause mortality, which provides strong evidence against a structural interpretation for a univariate latent underlying the scale. Discussion is given to the implications of this result for the development, evaluation, and use of measures related to latent factor models."]]></description>
<dc:subject>to:NB factor_analysis causal_inference to_read re:g_paper inference_to_latent_objects</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:9f011cbbf1e1/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:causal_inference"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:g_paper"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2004.03569">
    <title>[2004.03569] Latent Network Structure Learning from High Dimensional Multivariate Point Processes</title>
    <dc:date>2021-01-25T16:10:53+00:00</dc:date>
    <link>https://arxiv.org/abs/2004.03569</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional connectivity network based on spiking times recorded from a collection of neurons. To characterize the complex processes underlying the observed data, we propose a new and flexible class of nonstationary Hawkes processes that allow both excitatory and inhibitory effects. We estimate the latent network structure using an efficient sparse least squares estimation approach. Using a thinning representation, we establish concentration inequalities for the first and second order statistics of the proposed Hawkes process. Such theoretical results enable us to establish the non-asymptotic error bound and the selection consistency of the estimated parameters. Furthermore, we describe a least squares loss based statistic for testing if the background intensity is constant in time. We demonstrate the efficacy of our proposed method through simulation studies and an application to a neuron spike train data set."]]></description>
<dc:subject>to:NB network_data_analysis point_processes inference_to_latent_objects</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:f46899af7cc2/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:point_processes"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://thesiscommons.org/x6a7s/">
    <title>Thesis Commons | Interpreting psychometric models</title>
    <dc:date>2021-01-10T16:16:22+00:00</dc:date>
    <link>https://thesiscommons.org/x6a7s/</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["The field of psychometrics aims to develop theories on how to measure psychological constructs through observable behavior. This dissertation focuses on two psychometric theories that differ in how the psychological construct is related to observable behaviors. Latent trait theory understands psychological constructs as underlying common causes of observed behavior that explain the associations between certain behaviors. Alternatively, in the psychological network theory, behaviors correlate because they mutually reinforce each other and the psychological construct refers to the resulting cluster of associated behaviors. These different theories about how to conceptualize psychological constructs and how to relate these constructs to observable behavior can be formally defined in a set of equations and assumptions that make up a psychometric model. The chapters in this dissertation focus on two types of psychometric models: Latent variable models and network models. Part I of the dissertation focuses on the interpretation of the latent variable model. Part II of the dissertation makes a comparison between latent variable models and network models. While psychometric models can be interpreted as representations of a theory about the data-generating mechanism, this is not necessary. Psychometric models are often viewed as mere descriptions of data. This dissertation shows the importance of thinking through the choice of interpreting psychometric models either as a representation of a causal mechanism or as a description of the data and provides insights in the implications of that choice."]]></description>
<dc:subject>to:NB psychometrics statistics inference_to_latent_objects re:g_paper</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:f886bf9b99bf/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:psychometrics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:g_paper"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2101.02332">
    <title>[2101.02332] Identification of Latent Variables From Graphical Model Residuals</title>
    <dc:date>2021-01-08T03:39:39+00:00</dc:date>
    <link>https://arxiv.org/abs/2101.02332</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data depends on the assumption of causal sufficiency: that is, that all confounding variables are measured. When this assumption is not met, learned graphical structures may become arbitrarily incorrect and effects implied by such models may be wrongly attributed, carry the wrong magnitude, or mis-represent direction of correlation. Wide application of graphical models to increasingly less curated "big data" draws renewed attention to the unobserved confounder problem.
"We present a novel method that aims to control for the latent space when estimating a DAG by iteratively deriving proxies for the latent space from the residuals of the inferred model. Under mild assumptions, our method improves structural inference of Gaussian graphical models and enhances identifiability of the causal effect. In addition, when the model is being used to predict outcomes, it un-confounds the coefficients on the parents of the outcomes and leads to improved predictive performance when out-of-sample regime is very different from the training data. We show that any improvement of prediction of an outcome is intrinsically capped and cannot rise beyond a certain limit as compared to the confounded model. We extend our methodology beyond GGMs to ordinal variables and nonlinear cases. Our R package provides both PCA and autoencoder implementations of the methodology, suitable for GGMs with some guarantees and for better performance in general cases but without such guarantees."]]></description>
<dc:subject>to:NB causal_discovery graphical_models inference_to_latent_objects statistics to_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:653363dd410a/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:causal_discovery"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:graphical_models"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2002.02250">
    <title>[2002.02250] Uncovering differential equations from data with hidden variables</title>
    <dc:date>2020-12-26T17:46:56+00:00</dc:date>
    <link>https://arxiv.org/abs/2002.02250</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["SINDy is a method for learning system of differential equations from data by solving a sparse linear regression optimization problem [Brunton et al., 2016]. In this article, we propose an extension of the SINDy method that learns systems of differential equations in cases where some of the variables are not observed. Our extension is based on regressing a higher order time derivative of a target variable onto a dictionary of functions that includes lower order time derivatives of the target variable. We evaluate our method by measuring the prediction accuracy of the learned dynamical systems on synthetic data and on a real data-set of temperature time series provided by the Réseau de Transport d'Électricité (RTE). Our method provides high quality short-term forecasts and it is orders of magnitude faster than competing methods for learning differential equations with latent variables."]]></description>
<dc:subject>equations_of_motion_from_a_time_series sparsity linear_regression dynamical_systems inference_to_latent_objects in_NB</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:3ba9d3e1c481/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:equations_of_motion_from_a_time_series"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:sparsity"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:linear_regression"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:dynamical_systems"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://projecteuclid.org/euclid.ss/1608541219">
    <title>Athreya , Tang , Park , Priebe : On Estimation and Inference in Latent Structure Random Graphs</title>
    <dc:date>2020-12-21T14:09:56+00:00</dc:date>
    <link>https://projecteuclid.org/euclid.ss/1608541219</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We define a latent structure random graph as a random dot product graph (RDPG) in which the latent position distribution incorporates both probabilistic and geometric constraints, delineated by a family of underlying distributions on some fixed Euclidean space, and a structural support submanifold from which are drawn the latent positions for the graph. For a one-dimensional latent structure model with known structural support, we extend existing results on the consistency of spectral estimates in RDPGs to demonstrate that the parameters of the underlying distribution can be efficiently estimated. We describe how to estimate or learn the structural support in cases where it is unknown, with a focus on graphs with latent positions along the Hardy–Weinberg curve. Finally, we use the latent structural model formulation to address a hitherto-open question in neuroscience on the bilateral homology of the Drosophila left and right hemisphere connectome."]]></description>
<dc:subject>to:NB network_data_analysis statistics inference_to_latent_objects re:hyperbolic_networks</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:308a3adb0fa2/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:hyperbolic_networks"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2012.05849">
    <title>[2012.05849] The Promises of Parallel Outcomes</title>
    <dc:date>2020-12-12T18:12:32+00:00</dc:date>
    <link>https://arxiv.org/abs/2012.05849</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Unobserved confounding presents a major threat to the validity of causal inference from observational studies. In this paper, we introduce a novel framework that leverages the information in multiple parallel outcomes for identification and estimation of causal effects. Under a conditional independence structure among multiple parallel outcomes, we achieve nonparametric identification with at least three parallel outcomes. We further show that under a set of linear structural equation models, causal inference is possible with two parallel outcomes. We develop accompanying estimating procedures and evaluate their finite sample performance through simulation studies and a data application studying the causal effect of the tau protein level on various types of behavioral deficits."]]></description>
<dc:subject>to:NB causal_inference inference_to_latent_objects identifiability</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:d0a7af842a4d/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:causal_inference"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:identifiability"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1807.10399">
    <title>[1807.10399] Applications of Common Entropy for Causal Inference</title>
    <dc:date>2020-12-12T03:26:38+00:00</dc:date>
    <link>https://arxiv.org/abs/1807.10399</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We extend this notion to Renyi common entropy by minimizing the Renyi entropy of the latent variable. To efficiently compute common entropy, we propose an iterative algorithm that can be used to discover the trade-off between the entropy of the latent variable and the conditional mutual information of the observed variables. We show two applications of common entropy in causal inference: First, under the assumption that there are no low-entropy mediators, it can be used to distinguish causation from spurious correlation among almost all joint distributions on simple causal graphs with two observed variables. Second, common entropy can be used to improve constraint-based methods such as PC or FCI algorithms in the small-sample regime, where these methods are known to struggle. We propose a modification to these constraint-based methods to assess if a separating set found by these algorithms is valid using common entropy. We finally evaluate our algorithms on synthetic and real data to establish their performance."]]></description>
<dc:subject>to:NB causal_discovery information_theory inference_to_latent_objects or_rather_inference_to_the_absence_of_latent_objects</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:4020b84b3fad/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:causal_discovery"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:information_theory"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:or_rather_inference_to_the_absence_of_latent_objects"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2012.02677">
    <title>[2012.02677] Reconstructing networks</title>
    <dc:date>2020-12-07T15:11:07+00:00</dc:date>
    <link>https://arxiv.org/abs/2012.02677</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Complex networks datasets often come with the problem of missing information: interactions data that have not been measured or discovered, may be affected by errors, or are simply hidden because of privacy issues. This Element provides an overview of the ideas, methods and techniques to deal with this problem and that together define the field of network reconstruction. Given the extent of the subject, we shall focus on the inference methods rooted in statistical physics and information theory. The discussion will be organized according to the different scales of the reconstruction task, that is, whether the goal is to reconstruct the macroscopic structure of the network, to infer its mesoscale properties, or to predict the individual microscopic connections."]]></description>
<dc:subject>to:NB network_data_analysis inference_to_latent_objects</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:101295b40793/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://www.tandfonline.com/doi/full/10.1080/01621459.2020.1825448">
    <title>Estimating Number of Factors by Adjusted Eigenvalues Thresholding: Journal of the American Statistical Association: Vol 0, No 0</title>
    <dc:date>2020-11-28T03:34:08+00:00</dc:date>
    <link>https://www.tandfonline.com/doi/full/10.1080/01621459.2020.1825448</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Determining the number of common factors is an important and practical topic in high-dimensional factor models. The existing literature is mainly based on the eigenvalues of the covariance matrix. Owing to the incomparability of the eigenvalues of the covariance matrix caused by the heterogeneous scales of the observed variables, it is not easy to find an accurate relationship between these eigenvalues and the number of common factors. To overcome this limitation, we appeal to the correlation matrix and demonstrate, surprisingly, that the number of eigenvalues greater than 1 of the population correlation matrix is the same as the number of common factors under certain mild conditions. To use such a relationship, we study random matrix theory based on the sample correlation matrix to correct biases in estimating the top eigenvalues and to take into account of estimation errors in eigenvalue estimation. Thus, we propose a tuning-free scale-invariant adjusted correlation thresholding (ACT) method for determining the number of common factors in high-dimensional factor models, taking into account the sampling variabilities and biases of top sample eigenvalues. We also establish the optimality of the proposed ACT method in terms of minimal signal strength and the optimal threshold. Simulation studies lend further support to our proposed method and show that our estimator outperforms competing methods in most test cases. Supplementary materials for this article are available online."]]></description>
<dc:subject>to:NB factor_analysis inference_to_latent_objects statistics model_selection re:g_paper</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:49f7ce4309d8/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:model_selection"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:g_paper"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2008.03971">
    <title>[2008.03971] A Note on Likelihood Ratio Tests for Models with Latent Variables</title>
    <dc:date>2020-11-25T14:35:28+00:00</dc:date>
    <link>https://arxiv.org/abs/2008.03971</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the restricted model, a χ2-distribution with degrees of freedom equal to the difference in the number of free parameters between the two nested models under comparison. For models with latent variables such as factor analysis, structural equation models and random effects models, however, it is often found that the χ2 approximation does not hold. In this note, we show how the regularity conditions of Wilks' theorem may be violated using three examples of models with latent variables. In addition, a more general theory for LRT is given that provides the correct asymptotic theory for these LRTs. This general theory was first established in Chernoff (1954) and discussed in both van der Vaart (2000) and Drton (2009), but it does not seem to have received enough attention. We illustrate this general theory with the three examples."]]></description>
<dc:subject>to:NB factor_analysis mixture_models inference_to_latent_objects hypothesis_testing likelihood statistics re:HEAS</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:4d387d3303d2/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:mixture_models"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:hypothesis_testing"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:likelihood"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:HEAS"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2011.09465">
    <title>[2011.09465] Detecting Hierarchical Changes in Latent Variable Models</title>
    <dc:date>2020-11-23T17:36:44+00:00</dc:date>
    <link>https://arxiv.org/abs/2011.09465</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["This paper addresses the issue of detecting hierarchical changes in latent variable models (HCDL) from data streams. There are three different levels of changes for latent variable models: 1) the first level is the change in data distribution for fixed latent variables, 2) the second one is that in the distribution over latent variables, and 3) the third one is that in the number of latent variables. It is important to detect these changes because we can analyze the causes of changes by identifying which level a change comes from (change interpretability). This paper proposes an information-theoretic framework for detecting changes of the three levels in a hierarchical way. The key idea to realize it is to employ the MDL (minimum description length) change statistics for measuring the degree of change, in combination with DNML (decomposed normalized maximum likelihood) code-length calculation. We give a theoretical basis for making reliable alarms for changes. Focusing on stochastic block models, we employ synthetic and benchmark datasets to empirically demonstrate the effectiveness of our framework in terms of change interpretability as well as change detection."]]></description>
<dc:subject>to:NB inference_to_latent_objects statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:7560ce908daa/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://projecteuclid.org/euclid.aos/1594972835">
    <title>Kneip , Liebl : On the optimal reconstruction of partially observed functional data</title>
    <dc:date>2020-11-18T22:43:06+00:00</dc:date>
    <link>https://projecteuclid.org/euclid.aos/1594972835</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We propose a new reconstruction operator that aims to recover the missing parts of a function given the observed parts. This new operator belongs to a new, very large class of functional operators which includes the classical regression operators as a special case. We show the optimality of our reconstruction operator and demonstrate that the usually considered regression operators generally cannot be optimal reconstruction operators. Our estimation theory allows for autocorrelated functional data and considers the practically relevant situation in which each of the nn functions is observed at mimi, i=1,…,ni=1,…,n, discretization points. We derive rates of consistency for our nonparametric estimation procedures using a double asymptotic. For data situations, as in our real data application where mimi is considerably smaller than nn, we show that our functional principal components based estimator can provide better rates of convergence than conventional nonparametric smoothing methods."]]></description>
<dc:subject>to:NB inverse_problems inference_to_latent_objects regression functional_data_analysis statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:98c00fa6e59e/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inverse_problems"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:regression"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:functional_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1910.04333">
    <title>[1910.04333] Efficient Estimation for Random Dot Product Graphs via a One-step Procedure</title>
    <dc:date>2020-11-16T16:26:31+00:00</dc:date>
    <link>https://arxiv.org/abs/1910.04333</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We propose a one-step procedure to estimate the latent positions in random dot product graphs efficiently. Unlike the classical spectral-based methods such as the adjacency and Laplacian spectral embedding, the proposed one-step procedure takes advantage of both the low-rank structure of the expected adjacency matrix and the Bernoulli likelihood information of the sampling model simultaneously. We show that for each vertex, the corresponding row of the one-step estimator converges to a multivariate normal distribution after proper scaling and centering up to an orthogonal transformation, with an efficient covariance matrix. The initial estimator for the one-step procedure needs to satisfy the so-called approximate linearization property. The one-step estimator improves the commonly-adopted spectral embedding methods in the following sense: Globally for all vertices, it yields an asymptotic sum of squares error no greater than those of the spectral methods, and locally for each vertex, the asymptotic covariance matrix of the corresponding row of the one-step estimator dominates those of the spectral embeddings in spectra. The usefulness of the proposed one-step procedure is demonstrated via numerical examples and the analysis of a real-world Wikipedia graph dataset."]]></description>
<dc:subject>to:NB network_data_analysis statistics inference_to_latent_objects continuous_latent_space_network_models</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:a9bc9430bec9/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:continuous_latent_space_network_models"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://projecteuclid.org/euclid.ejs/1597197614">
    <title>Barigozzi , Cho : Consistent estimation of high-dimensional factor models when the factor number is over-estimated</title>
    <dc:date>2020-11-16T16:23:26+00:00</dc:date>
    <link>https://projecteuclid.org/euclid.ejs/1597197614</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["A high-dimensional rr-factor model for an nn-dimensional vector time series is characterised by the presence of a large eigengap (increasing with nn) between the rr-th and the (r+1)(r+1)-th largest eigenvalues of the covariance matrix. Consequently, Principal Component (PC) analysis is the most popular estimation method for factor models and its consistency, when rr is correctly estimated, is well-established in the literature. However, popular factor number estimators often suffer from the lack of an obvious eigengap in empirical eigenvalues and tend to over-estimate rr due, for example, to the existence of non-pervasive factors affecting only a subset of the series. We show that the errors in the PC estimators resulting from the over-estimation of rr are non-negligible, which in turn lead to the violation of the conditions required for factor-based large covariance estimation. To remedy this, we propose new estimators of the factor model based on scaling the entries of the sample eigenvectors. We show both theoretically and numerically that the proposed estimators successfully control for the over-estimation error, and investigate their performance when applied to risk minimisation of a portfolio of financial time series."]]></description>
<dc:subject>time_series factor_analysis high-dimensional_statistics inference_to_latent_objects statistics principal_components in_NB</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:6a8174061a91/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:time_series"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:high-dimensional_statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:principal_components"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://ieeexplore.ieee.org/document/8804234">
    <title>Semidefinite Tests for Latent Causal Structures - IEEE Journals &amp; Magazine</title>
    <dc:date>2020-11-16T16:04:42+00:00</dc:date>
    <link>https://ieeexplore.ieee.org/document/8804234</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Testing whether a probability distribution is compatible with a given Bayesian network is a fundamental task in the field of causal inference, where Bayesian networks model causal relations. Here we consider the class of causal structures where all correlations between observed quantities are solely due to the influence from latent variables. We show that each model of this type imposes a certain signature on the observable covariance matrix in terms of a particular decomposition into positive semidefinite components. This signature, and thus the underlying hypothetical latent structure, can be tested in a computationally efficient manner via semidefinite programming. This stands in stark contrast with the algebraic geometric tools required if the full observable probability distribution is taken into account. The semidefinite test is compared with tests based on entropic inequalities."]]></description>
<dc:subject>to:NB causal_discovery graphical_models statistics hypothesis_testing inference_to_latent_objects</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:9caefd16483a/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:causal_discovery"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:graphical_models"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:hypothesis_testing"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://psyarxiv.com/xj5uq">
    <title>PsyArXiv Preprints | Implicit realism impedes progress in psychology: Comment on Fried (2020)</title>
    <dc:date>2020-09-24T19:05:11+00:00</dc:date>
    <link>https://psyarxiv.com/xj5uq</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Fried (in press) argues that progress in the factor and network modeling literatures is currently impeded by inadequate theory development. Here I take issue with this conclusion, focusing on two broad concerns. First, I argue that much of Fried's criticism of previous work (e.g., of general factor models) reflects a particular set of aesthetic preferences and priorities that other researchers are under no obligation to share. Second, I argue that Fried’s central argument tacitly assumes a strong realism about psychological constructs that is difficult to defend, and has deleterious practical consequences. When stripped of its realist commitments, Fried’s paper provides the reader with little reason to suppose that improved theory development would do much to facilitate progress in psychology. I suggest that applied psychologists may want to consider an alternative possibility---namely, that models constructed at a psychological level of description are simply not very conducive to the production of effective real-world predictions or interventions."]]></description>
<dc:subject>to:NB social_science_methodology inference_to_latent_objects factor_analysis re:g_paper yarkoni.tal</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:e74ca65db7ad/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:social_science_methodology"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:g_paper"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:yarkoni.tal"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2003.08505">
    <title>[2003.08505] A Metric Learning Reality Check</title>
    <dc:date>2020-08-08T15:01:06+00:00</dc:date>
    <link>https://arxiv.org/abs/2003.08505</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Deep metric learning papers from the past four years have consistently claimed great advances in accuracy, often more than doubling the performance of decade-old methods. In this paper, we take a closer look at the field to see if this is actually true. We find flaws in the experimental methodology of numerous metric learning papers, and show that the actual improvements over time have been marginal at best."]]></description>
<dc:subject>to:NB inference_to_latent_objects metric_learning neural_networks your_favorite_deep_neural_network_sucks via:?</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:0d7f83fb7fc4/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:metric_learning"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:neural_networks"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:your_favorite_deep_neural_network_sucks"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:via:?"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://carcinisation.com/2020/07/04/the-ongoing-accomplishment-of-the-big-five/">
    <title>The Ongoing Accomplishment of the Big Five – Carcinisation</title>
    <dc:date>2020-07-16T16:04:33+00:00</dc:date>
    <link>https://carcinisation.com/2020/07/04/the-ongoing-accomplishment-of-the-big-five/</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA[Preach, Brother Literal Banana, preach!]]></description>
<dc:subject>personality_tests inference_to_latent_objects psychology</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:b19b300cd00a/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:personality_tests"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:psychology"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://link.springer.com/chapter/10.1007/978-94-011-5014-9_16">
    <title>Asymptotic Model Selection for Directed Networks with Hidden Variables | SpringerLink</title>
    <dc:date>2020-05-16T18:08:16+00:00</dc:date>
    <link>https://link.springer.com/chapter/10.1007/978-94-011-5014-9_16</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We extend the Bayesian Information Criterion (BIC), an asymptotic approximation for the marginal likelihood, to Bayesian networks with hidden variables. This approximation can be used to select models given large samples of data. The standard BIC as well as our extension punishes the complexity of a model according to the dimension of its parameters. We argue that the dimension of a Bayesian network with hidden variables is the rank of the Jacobian matrix of the transformation between the parameters of the network and the parameters of the observable variables. We compute the dimensions of several networks including the naive Bayes model with a hidden root node.
"This manuscript was previously published in The Proceedings of the Twelfth Conference on Uncertainty in Artificial Intelligence, 1996, Morgan Kaufmann."]]></description>
<dc:subject>to:NB have_read to_reread information_criteria information_geometry statistics likelihood graphical_models inference_to_latent_objects re:HEAS</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:2a65e9c78eb7/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:have_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_reread"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:information_criteria"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:information_geometry"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:likelihood"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:graphical_models"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:HEAS"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/2005.02511">
    <title>[2005.02511] Bias-Variance Tradeoffs in Joint Spectral Embeddings</title>
    <dc:date>2020-05-13T17:27:04+00:00</dc:date>
    <link>https://arxiv.org/abs/2005.02511</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Latent position models and their corresponding estimation procedures offer a statistically principled paradigm for multiple network inference by translating multiple network analysis problems to familiar task in multivariate statistics. Latent position estimation is a fundamental task in this framework yet most work focus only on unbiased estimation procedures. We consider the ramifications of utilizing biased latent position estimates in subsequent statistical analysis in exchange for sizable variance reductions in finite networks. We establish an explicit bias-variance tradeoff for latent position estimates produced by the omnibus embedding of arXiv:1705.09355 in the presence of heterogeneous network data. We reveal an analytic bias expression, derive a uniform concentration bound on the residual term, and prove a central limit theorem characterizing the distributional properties of these estimates. These explicit bias and variance expressions enable us to show that the omnibus embedding estimates are often preferable to comparable estimators with respect to mean square error, state sufficient conditions for exact recovery in community detection tasks, and develop a test statistic to determine whether two graphs share the same set of latent positions. These results are demonstrated in several experimental settings where community detection algorithms and hypothesis testing procedures utilizing the biased latent position estimates are competitive, and oftentimes preferable, to unbiased latent position estimates."]]></description>
<dc:subject>to:NB graph_embedding network_data_analysis inference_to_latent_objects statistics to_read continuous_latent_space_network_models</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:dd964fd45045/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:graph_embedding"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:continuous_latent_space_network_models"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1902.10288">
    <title>[1902.10288] Clustering, factor discovery and optimal transport</title>
    <dc:date>2020-01-31T00:20:49+00:00</dc:date>
    <link>https://arxiv.org/abs/1902.10288</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["The clustering problem, and more generally, latent factor discovery --or latent space inference-- is formulated in terms of the Wasserstein barycenter problem from optimal transport. The objective proposed is the maximization of the variability attributable to class, further characterized as the minimization of the variance of the Wasserstein barycenter. Existing theory, which constrains the transport maps to rigid translations, is extended to affine transformations. The resulting non-parametric clustering algorithms include k-means as a special case and exhibit more robust performance. A continuous version of these algorithms discovers continuous latent variables and generalizes principal curves. The strength of these algorithms is demonstrated by tests on both artificial and real-world data sets."]]></description>
<dc:subject>to:NB clustering factor_analysis inference_to_latent_objects statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:9c27e8511952/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:clustering"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://link.springer.com/article/10.1007/s11336-017-9557-x">
    <title>Generalized Network Psychometrics: Combining Network and Latent Variable Models | SpringerLink</title>
    <dc:date>2020-01-26T16:32:39+00:00</dc:date>
    <link>https://link.springer.com/article/10.1007/s11336-017-9557-x</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We introduce the network model as a formal psychometric model, conceptualizing the covariance between psychometric indicators as resulting from pairwise interactions between observable variables in a network structure. This contrasts with standard psychometric models, in which the covariance between test items arises from the influence of one or more common latent variables. Here, we present two generalizations of the network model that encompass latent variable structures, establishing network modeling as parts of the more general framework of structural equation modeling (SEM). In the first generalization, we model the covariance structure of latent variables as a network. We term this framework latent network modeling (LNM) and show that, with LNM, a unique structure of conditional independence relationships between latent variables can be obtained in an explorative manner. In the second generalization, the residual variance–covariance structure of indicators is modeled as a network. We term this generalization residual network modeling (RNM) and show that, within this framework, identifiable models can be obtained in which local independence is structurally violated. These generalizations allow for a general modeling framework that can be used to fit, and compare, SEM models, network models, and the RNM and LNM generalizations. This methodology has been implemented in the free-to-use software package lvnet, which contains confirmatory model testing as well as two exploratory search algorithms: stepwise search algorithms for low-dimensional datasets and penalized maximum likelihood estimation for larger datasets. We show in simulation studies that these search algorithms perform adequately in identifying the structure of the relevant residual or latent networks. We further demonstrate the utility of these generalizations in an empirical example on a personality inventory dataset."]]></description>
<dc:subject>to:NB factor_analysis graphical_models borsboom.denny psychometrics inference_to_latent_objects statistics re:g_paper re:major_depression_qu'est-ce_que_c'est have_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:e10094c749c8/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:graphical_models"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:borsboom.denny"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:psychometrics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:g_paper"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:major_depression_qu'est-ce_que_c'est"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:have_read"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://journals.sagepub.com/doi/full/10.1177/2378023119868591">
    <title>Network Effects in Blau Space: Imputing Social Context from Survey Data - Miller McPherson, Jeffrey A. Smith, 2019</title>
    <dc:date>2020-01-09T22:04:36+00:00</dc:date>
    <link>https://journals.sagepub.com/doi/full/10.1177/2378023119868591</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We develop a method of imputing ego network characteristics for respondents in probability samples of individuals. This imputed network uses the homophily principle to estimate certain properties of a respondent’s core discussion network in the absence of actual network data. These properties measure the potential exposure of respondents to the attitudes, values, beliefs, and so on of their (likely) network alters. We use American National Election Study data to demonstrate that the imputed network features show substantial effects on individual-level measures, such as political attitudes and beliefs. In some cases, the imputed network variable substantially reduces the effects of standard sociodemographic variables, like age and education. We argue that the imputed network variable captures many of the aspects of social context that have been at the core of sociological analysis for decades."

--- Look, I'm 100% on board with the idea that lots of what social scientists regard as the effect of "sociodemographic variables" is really homophily + influence [http://bactra.org/notebooks/neutral-cultural-networks.html].  But since these effects are unidentified if you _have_ network data, how on Earth can you identify them if you have to impute the network?!?]]></description>
<dc:subject>to:NB to_read homophily sociology social_influence re:homophily_and_confounding missing_data inference_to_latent_objects color_me_skeptical</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:07d3b393c731/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:homophily"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:sociology"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:social_influence"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:homophily_and_confounding"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:missing_data"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:color_me_skeptical"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://www.nature.com/articles/s41593-019-0533-x">
    <title>Unsupervised identification of the internal states that shape natural behavior | Nature Neuroscience</title>
    <dc:date>2019-11-26T15:27:40+00:00</dc:date>
    <link>https://www.nature.com/articles/s41593-019-0533-x</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Internal states shape stimulus responses and decision-making, but we lack methods to identify them. To address this gap, we developed an unsupervised method to identify internal states from behavioral data and applied it to a dynamic social interaction. During courtship, Drosophila melanogaster males pattern their songs using feedback cues from their partner. Our model uncovers three latent states underlying this behavior and is able to predict moment-to-moment variation in song-patterning decisions. These states correspond to different sensorimotor strategies, each of which is characterized by different mappings from feedback cues to song modes. We show that a pair of neurons previously thought to be command neurons for song production are sufficient to drive switching between states. Our results reveal how animals compose behavior from previously unidentified internal states, which is a necessary step for quantitative descriptions of animal behavior that link environmental cues, internal needs, neuronal activity and motor outputs."

--- Interesting to see how they select an HMM architecture.  (I have Opnions about the Right Way To Do It, naturally.)]]></description>
<dc:subject>to:NB neuroscience state-space_models time_series psychology inference_to_latent_objects statistics to_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:8bb625685c95/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:neuroscience"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:state-space_models"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:time_series"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:psychology"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://link.springer.com/article/10.1007/BF02293788">
    <title>The relationship between external variables and common factors | SpringerLink</title>
    <dc:date>2019-11-26T08:45:22+00:00</dc:date>
    <link>https://link.springer.com/article/10.1007/BF02293788</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["A theorem is presented which gives the range of possible correlations between a common factor and an external variable (i.e., a variable not included in the test battery factor analyzed). Analogous expressions for component (and regression component) theory are also derived. Some situations involving external correlations are then discussed which dramatize the theoretical differences between components and common factors."]]></description>
<dc:subject>have_read factor_analysis inference_to_latent_objects psychometrics statistics re:g_paper in_NB</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:65bedbdaa9d9/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:have_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:psychometrics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:g_paper"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://link.springer.com/article/10.1007%2FBF02293967">
    <title>Factor indeterminacy in the 1930's and the 1970's some interesting parallels | SpringerLink</title>
    <dc:date>2019-11-26T08:39:01+00:00</dc:date>
    <link>https://link.springer.com/article/10.1007%2FBF02293967</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["The issue of factor indeterminacy, and its meaning and significance for factor analysis, has been the subject of considerable debate in recent years. Interestingly, the identical issue was discussed widely in the literature of the late 1920's and early 1930's, but this early discussion was somehow lost or forgotten during the development and popularization of multiple factor analysis. There are strong parallels between the arguments in the early literature, and those which have appeared in recent papers. Here I review the history of this early literature, briefly survey the more recent work, and discuss these parallels where they are especially illuminating."]]></description>
<dc:subject>psychometrics factor_analysis inference_to_latent_objects have_read a_long_time_ago re:g_paper in_NB</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:0068a61c1866/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:psychometrics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:factor_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:have_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:a_long_time_ago"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:g_paper"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1910.14238">
    <title>[1910.14238] Learning Disentangled Representations for Recommendation</title>
    <dc:date>2019-11-11T20:04:41+00:00</dc:date>
    <link>https://arxiv.org/abs/1910.14238</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["User behavior data in recommender systems are driven by the complex interactions of many latent factors behind the users' decision making processes. The factors are highly entangled, and may range from high-level ones that govern user intentions, to low-level ones that characterize a user's preference when executing an intention. Learning representations that uncover and disentangle these latent factors can bring enhanced robustness, interpretability, and controllability. However, learning such disentangled representations from user behavior is challenging, and remains largely neglected by the existing literature. In this paper, we present the MACRo-mIcro Disentangled Variational Auto-Encoder (MacridVAE) for learning disentangled representations from user behavior. Our approach achieves macro disentanglement by inferring the high-level concepts associated with user intentions (e.g., to buy a shirt or a cellphone), while capturing the preference of a user regarding the different concepts separately. A micro-disentanglement regularizer, stemming from an information-theoretic interpretation of VAEs, then forces each dimension of the representations to independently reflect an isolated low-level factor (e.g., the size or the color of a shirt). Empirical results show that our approach can achieve substantial improvement over the state-of-the-art baselines. We further demonstrate that the learned representations are interpretable and controllable, which can potentially lead to a new paradigm for recommendation where users are given fine-grained control over targeted aspects of the recommendation lists."]]></description>
<dc:subject>to:NB information_bottleneck inference_to_latent_objects recommender_systems statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:f101276df0d6/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:information_bottleneck"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:recommender_systems"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://www.jstor.org/stable/2669989?seq=1#metadata_info_tab_contents">
    <title>Modeling Uncertainty in Latent Class Membership: A Case Study in Criminology on JSTOR</title>
    <dc:date>2019-11-09T02:31:30+00:00</dc:date>
    <link>https://www.jstor.org/stable/2669989?seq=1#metadata_info_tab_contents</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Social scientists are commonly interested in relating a latent trait (e.g., criminal tendency) to measurable individual covariates (e.g., poor parenting) to understand what defines or perhaps causes the latent trait. In this article we develop an efficient and convenient method for answering such questions. The basic model presumes that two types of variables have been measured: response variables (possibly longitudinal) that partially determine the latent class membership, and covariates or risk factors that we wish to relate to these latent class variables. The model assumes that these observable variables are conditionally independent, given the latent class variable. We use a mixture model for the joint distribution of the observables. We apply this model to a longitudinal dataset assembled as part of the Cambridge Study of Delinquent Development to test a fundamental theory of criminal development. This theory holds that crime is committed by two distinct groups within the population: adolescent-limited offenders and life-course-persistent offenders. As these labels suggest, the two groups are distinguished by the longevity of their offending careers. The theory also predicts that life-course-persistent offenders are disproportionately comprised of individuals born with neurological deficits and reared by caregivers without the skills and resources to effectively socialize a difficult child."]]></description>
<dc:subject>to:NB crime time_series mixture_models kith_and_kin roeder.kathryn statistics inference_to_latent_objects have_skimmed</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:408d7df96513/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:crime"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:time_series"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:mixture_models"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:kith_and_kin"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:roeder.kathryn"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:have_skimmed"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1910.10174">
    <title>[1910.10174] Leveraging directed causal discovery to detect latent common causes</title>
    <dc:date>2019-10-24T14:35:34+00:00</dc:date>
    <link>https://arxiv.org/abs/1910.10174</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["The discovery of causal relationships is a fundamental problem in science and medicine. In recent years, many elegant approaches to discovering causal relationships between two variables from uncontrolled data have been proposed. However, most of these deal only with purely directed causal relationships and cannot detect latent common causes. Here, we devise a general method which takes a purely directed causal discovery algorithm and modifies it so that it can also detect latent common causes. The identifiability of the modified algorithm depends on the identifiability of the original, as well as an assumption that the strength of noise be relatively small. We apply our method to two directed causal discovery algorithms, the Information Geometric Causal Inference of (Daniusis et al., 2010) and the Kernel Conditional Deviance for Causal Inference of (Mitrovic, Sejdinovic, and Teh, 2018), and extensively test on synthetic data---detecting latent common causes in additive, multiplicative and complex noise regimes---and on real data, where we are able to detect known common causes. In addition to detecting latent common causes, our experiments demonstrate that both modified algorithms preserve the performance of the original directed algorithm in distinguishing directed causal relations."]]></description>
<dc:subject>to:NB causal_discovery inference_to_latent_objects statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:56d5bd027c12/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:causal_discovery"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1910.08778">
    <title>[1910.08778] Measurement Dependence Inducing Latent Causal Models</title>
    <dc:date>2019-10-22T13:34:25+00:00</dc:date>
    <link>https://arxiv.org/abs/1910.08778</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We consider the task of causal structure learning over measurement dependence inducing latent (MeDIL) causal models. We show that this task can be framed in terms of the graph theoretical problem of finding edge clique covers, resulting in a simple algorithm for returning minimal MeDIL causal models (minMCMs). This algorithm is non-parametric, requiring no assumptions about linearity or Gaussianity. Furthermore, despite rather weak assumptions about the class of MeDIL causal models, we show that minimality in minMCMs implies three rather specific and interesting properties: first, minMCMs provide lower bounds on (i) the number of latent causal variables and (ii) the number of functional causal relations that are required to model a complex system at any level of granularity; second, a minMCM contains no causal links between the latent variables; and third, in contrast to factor analysis, a minMCM may require more latent than measurement variables."]]></description>
<dc:subject>to:NB inference_to_latent_objects causal_discovery statistics to_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:9b13cb38f84e/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:causal_discovery"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1910.06985">
    <title>[1910.06985] How a minimal learning agent can infer the existence of unobserved variables in a complex environment</title>
    <dc:date>2019-10-22T03:32:34+00:00</dc:date>
    <link>https://arxiv.org/abs/1910.06985</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["According to a mainstream position in contemporary cognitive science and philosophy, the use of abstract compositional concepts is both a necessary and a sufficient condition for the presence of genuine thought. In this article, we show how the ability to develop and utilise abstract conceptual structures can be achieved by a particular kind of learning agents. More specifically, we provide and motivate a concrete operational definition of what it means for these agents to be in possession of abstract concepts, before presenting an explicit example of a minimal architecture that supports this capability. We then proceed to demonstrate how the existence of abstract conceptual structures can be operationally useful in the process of employing previously acquired knowledge in the face of new experiences, thereby vindicating the natural conjecture that the cognitive functions of abstraction and generalisation are closely related."]]></description>
<dc:subject>to:NB artificial_intelligence inference_to_latent_objects color_me_skeptical</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:93ebe7a6b216/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:artificial_intelligence"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:color_me_skeptical"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1910.00423">
    <title>[1910.00423] Limit theorems for out-of-sample extensions of the adjacency and Laplacian spectral embeddings</title>
    <dc:date>2019-10-02T15:55:30+00:00</dc:date>
    <link>https://arxiv.org/abs/1910.00423</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Graph embeddings, a class of dimensionality reduction techniques designed for relational data, have proven useful in exploring and modeling network structure. Most dimensionality reduction methods allow out-of-sample extensions, by which an embedding can be applied to observations not present in the training set. Applied to graphs, the out-of-sample extension problem concerns how to compute the embedding of a vertex that is added to the graph after an embedding has already been computed. In this paper, we consider the out-of-sample extension problem for two graph embedding procedures: the adjacency spectral embedding and the Laplacian spectral embedding. In both cases, we prove that when the underlying graph is generated according to a latent space model called the random dot product graph, which includes the popular stochastic block model as a special case, an out-of-sample extension based on a least-squares objective obeys a central limit theorem about the true latent position of the out-of-sample vertex. In addition, we prove a concentration inequality for the out-of-sample extension of the adjacency spectral embedding based on a maximum-likelihood objective. Our results also yield a convenient framework in which to analyze trade-offs between estimation accuracy and computational expense, which we explore briefly."]]></description>
<dc:subject>to:NB graph_embedding inference_to_latent_objects statistics network_data_analysis re:hyperbolic_networks</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:8d0c8b7f3c3a/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:graph_embedding"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:hyperbolic_networks"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1910.00163">
    <title>[1910.00163] Specializing Word Embeddings (for Parsing) by Information Bottleneck</title>
    <dc:date>2019-10-02T15:53:00+00:00</dc:date>
    <link>https://arxiv.org/abs/1910.00163</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Pre-trained word embeddings like ELMo and BERT contain rich syntactic and semantic information, resulting in state-of-the-art performance on various tasks. We propose a very fast variational information bottleneck (VIB) method to nonlinearly compress these embeddings, keeping only the information that helps a discriminative parser. We compress each word embedding to either a discrete tag or a continuous vector. In the discrete version, our automatically compressed tags form an alternative tag set: we show experimentally that our tags capture most of the information in traditional POS tag annotations, but our tag sequences can be parsed more accurately at the same level of tag granularity. In the continuous version, we show experimentally that moderately compressing the word embeddings by our method yields a more accurate parser in 8 of 9 languages, unlike simple dimensionality reduction."]]></description>
<dc:subject>to:NB information_bottleneck text_mining inference_to_latent_objects statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:55644087a65d/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:information_bottleneck"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:text_mining"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1909.11822">
    <title>[1909.11822] DisCo: Physics-Based Unsupervised Discovery of Coherent Structures in Spatiotemporal Systems</title>
    <dc:date>2019-10-01T15:03:03+00:00</dc:date>
    <link>https://arxiv.org/abs/1909.11822</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Extracting actionable insight from complex unlabeled scientific data is an open challenge and key to unlocking data-driven discovery in science. Complementary and alternative to supervised machine learning approaches, unsupervised physics-based methods based on behavior-driven theories hold great promise. Due to computational limitations, practical application on real-world domain science problems has lagged far behind theoretical development. We present our first step towards bridging this divide - DisCo - a high-performance distributed workflow for the behavior-driven local causal state theory. DisCo provides a scalable unsupervised physics-based representation learning method that decomposes spatiotemporal systems into their structurally relevant components, which are captured by the latent local causal state variables. Complex spatiotemporal systems are generally highly structured and organize around a lower-dimensional skeleton of coherent structures, and in several firsts we demonstrate the efficacy of DisCo in capturing such structures from observational and simulated scientific data. To the best of our knowledge, DisCo is also the first application software developed entirely in Python to scale to over 1000 machine nodes, providing good performance along with ensuring domain scientists' productivity. We developed scalable, performant methods optimized for Intel many-core processors that will be upstreamed to open-source Python library packages. Our capstone experiment, using newly developed DisCo workflow and libraries, performs unsupervised spacetime segmentation analysis of CAM5.1 climate simulation data, processing an unprecedented 89.5 TB in 6.6 minutes end-to-end using 1024 Intel Haswell nodes on the Cori supercomputer obtaining 91% weak-scaling and 64% strong-scaling efficiency."

--- Need to see how different this really is from what George did in the "LICORS Cabinet" paper (https://arxiv.org/abs/1506.02686)]]></description>
<dc:subject>to:NB to_read kith_and_kin crutchfield.james_p. spatio-temporal_statistics inference_to_latent_objects predictive_state_representations statistics computational_statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:d5afd657b733/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:kith_and_kin"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:crutchfield.james_p."/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:spatio-temporal_statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:predictive_state_representations"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:computational_statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1909.06841">
    <title>[1909.06841] Latent Distance Estimation for Random Geometric Graphs</title>
    <dc:date>2019-09-25T04:04:00+00:00</dc:date>
    <link>https://arxiv.org/abs/1909.06841</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Random geometric graphs are a popular choice for a latent points generative model for networks. Their definition is based on a sample of n points X1,X2,⋯,Xn on the Euclidean sphere~𝕊d−1 which represents the latent positions of nodes of the network. The connection probabilities between the nodes are determined by an unknown function (referred to as the "link" function) evaluated at the distance between the latent points. We introduce a spectral estimator of the pairwise distance between latent points and we prove that its rate of convergence is the same as the nonparametric estimation of a function on 𝕊d−1, up to a logarithmic factor. In addition, we provide an efficient spectral algorithm to compute this estimator without any knowledge on the nonparametric link function. As a byproduct, our method can also consistently estimate the dimension d of the latent space."]]></description>
<dc:subject>to:NB network_data_analysis re:hyperbolic_networks statistics inference_to_latent_objects to_read</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:45528bc09e72/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:network_data_analysis"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:re:hyperbolic_networks"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1909.05229">
    <title>[1909.05229] Goodness-of-fit tests on manifolds</title>
    <dc:date>2019-09-15T17:27:33+00:00</dc:date>
    <link>https://arxiv.org/abs/1909.05229</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["We develop a general theory for the goodness-of-fit test to non-linear models. In particular, we assume that the observations are noisy samples of a sub-manifold defined by a non-linear map of some intrinsic structures. The observation noise is additive Gaussian. Our main result shows that the "residual" of the model fit, by solving a non-linear least-square problem, follows a (possibly non-central) χ2 distribution. The parameters of the χ2 distribution are related to the model order and dimension of the problem. The main result is established by making a novel connection between statistical test and differential geometry. We further present a method to select the model orders sequentially. We demonstrate the broad application of the general theory in a range of applications in machine learning and signal processing, including determining the rank of low-rank (possibly complex-valued) matrices and tensors, from noisy, partial, or indirect observations, determining the number of sources in signal demixing, and potential applications in determining the number of hidden nodes in neural networks."]]></description>
<dc:subject>to:NB statistics_on_manifolds goodness-of-fit statistics inference_to_latent_objects manifold_learning</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:d3482b75f147/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics_on_manifolds"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:goodness-of-fit"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:manifold_learning"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1909.03586">
    <title>[1909.03586] Curve Fitting from Probabilistic Emissions and Applications to Dynamic Item Response Theory</title>
    <dc:date>2019-09-15T14:25:29+00:00</dc:date>
    <link>https://arxiv.org/abs/1909.03586</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Item response theory (IRT) models are widely used in psychometrics and educational measurement, being deployed in many high stakes tests such as the GRE aptitude test. IRT has largely focused on estimation of a single latent trait (e.g. ability) that remains static through the collection of item responses. However, in contemporary settings where item responses are being continuously collected, such as Massive Open Online Courses (MOOCs), interest will naturally be on the dynamics of ability, thus complicating usage of traditional IRT models. We propose DynAEsti, an augmentation of the traditional IRT Expectation Maximization algorithm that allows ability to be a continuously varying curve over time. In the process, we develop CurvFiFE, a novel non-parametric continuous-time technique that handles the curve-fitting/regression problem extended to address more general probabilistic emissions (as opposed to simply noisy data points). Furthermore, to accomplish this, we develop a novel technique called grafting, which can successfully approximate distributions represented by graphical models when other popular techniques like Loopy Belief Propogation (LBP) and Variational Inference (VI) fail. The performance of DynAEsti is evaluated through simulation, where we achieve results comparable to the optimal of what is observed in the static ability scenario. Finally, DynAEsti is applied to a longitudinal performance dataset (80-years of competitive golf at the 18-hole Masters Tournament) to demonstrate its ability to recover key properties of human performance and the heterogeneous characteristics of the different holes. Python code for CurvFiFE and DynAEsti is publicly available at this http URL. This is the full version of our ICDM 2019 paper."]]></description>
<dc:subject>to:NB inference_to_latent_objects graphical_models statistics psychometrics non-stationarity</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:5b52b9085c6c/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:graphical_models"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:psychometrics"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:non-stationarity"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1908.08941">
    <title>[1908.08941] Data-driven modeling of strongly nonlinear chaotic systems with non-Gaussian statistics</title>
    <dc:date>2019-08-27T15:50:58+00:00</dc:date>
    <link>https://arxiv.org/abs/1908.08941</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Strongly nonlinear systems, which commonly arise in turbulent flows and climate dynamics, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and analyze due to either high-dimensionality or uncertainty and there has been much recent interest in obtaining reduced models, for example in the form of stochastic closures, that can replicate their non-Gaussian statistics in many dimensions. On the other hand, data-driven methods, powered by machine learning and operator theoretic concepts, have shown great utility in modeling nonlinear dynamical systems with various degrees of complexity. Here we propose a data-driven framework to model stationary chaotic dynamical systems through non-linear transformations and a set of decoupled stochastic differential equations (SDEs). Specifically, we first use optimal transport to find a transformation from the distribution of time-series data to a multiplicative reference probability measure such as the standard normal distribution. Then we find the set of decoupled SDEs that admit the reference measure as the invariant measure, and also closely match the spectrum of the transformed data. As such, this framework represents the chaotic time series as the evolution of a stochastic system observed through the lens of a nonlinear map. We demonstrate the application of this framework in Lorenz-96 system, a 10-dimensional model of high-Reynolds cavity flow, and reanalysis climate data. These examples show that SDE models generated by this framework can reproduce the non-Gaussian statistics of systems with moderate dimensions (e.g. 10 and more), and approximate super-Gaussian tails that are not readily computable from the training data."]]></description>
<dc:subject>to:NB heavy_tails stochastic_differential_equations inference_to_latent_objects dynamical_systems time_series statistics</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:6afeb430746c/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to:NB"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:heavy_tails"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:stochastic_differential_equations"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:dynamical_systems"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:time_series"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:statistics"/>
</rdf:Bag></taxo:topics>
</item>
<item rdf:about="https://arxiv.org/abs/1811.06407">
    <title>[1811.06407] Neural Predictive Belief Representations</title>
    <dc:date>2019-08-20T14:25:50+00:00</dc:date>
    <link>https://arxiv.org/abs/1811.06407</link>
    <dc:creator>cshalizi</dc:creator><description><![CDATA["Unsupervised representation learning has succeeded with excellent results in many applications. It is an especially powerful tool to learn a good representation of environments with partial or noisy observations. In partially observable domains it is important for the representation to encode a belief state, a sufficient statistic of the observations seen so far. In this paper, we investigate whether it is possible to learn such a belief representation using modern neural architectures. Specifically, we focus on one-step frame prediction and two variants of contrastive predictive coding (CPC) as the objective functions to learn the representations. To evaluate these learned representations, we test how well they can predict various pieces of information about the underlying state of the environment, e.g., position of the agent in a 3D maze. We show that all three methods are able to learn belief representations of the environment, they encode not only the state information, but also its uncertainty, a crucial aspect of belief states. We also find that for CPC multi-step predictions and action-conditioning are critical for accurate belief representations in visually complex environments. The ability of neural representations to capture the belief information has the potential to spur new advances for learning and planning in partially observable domains, where leveraging uncertainty is essential for optimal decision making."]]></description>
<dc:subject>prediction predictive_representations inference_to_latent_objects neural_networks to_read uncertainty_for_neural_networks in_NB</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:cshalizi/b:1eb85f0036b8/</dc:identifier>
<taxo:topics><rdf:Bag>	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:prediction"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:predictive_representations"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:inference_to_latent_objects"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:neural_networks"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:to_read"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:uncertainty_for_neural_networks"/>
	<rdf:li rdf:resource="https://pinboard.in/u:cshalizi/t:in_NB"/>
</rdf:Bag></taxo:topics>
</item>
</rdf:RDF>