Ancestral Inference and Learning for Branching Processes in Random Environments
- URL: http://arxiv.org/abs/2501.16526v1
- Date: Mon, 27 Jan 2025 21:51:04 GMT
- Title: Ancestral Inference and Learning for Branching Processes in Random Environments
- Authors: Xiaoran Jiang, Anand N. Vidyashankar,
- Abstract summary: We introduce a new methodology for ancestral inference utilizing the generalized method of moments.
We demonstrate that the estimator's behavior is critically influenced by the coefficient of variation of the environment sequence.
- Score: 4.669957449088592
- License:
- Abstract: Ancestral inference for branching processes in random environments involves determining the ancestor distribution parameters using the population sizes of descendant generations. In this paper, we introduce a new methodology for ancestral inference utilizing the generalized method of moments. We demonstrate that the estimator's behavior is critically influenced by the coefficient of variation of the environment sequence. Furthermore, despite the process's evolution being heavily dependent on the offspring means of various generations, we show that the joint limiting distribution of the ancestor and offspring estimators of the mean, under appropriate centering and scaling, decouple and converge to independent Gaussian random variables when the ratio of the number of generations to the logarithm of the number of replicates converges to zero. Additionally, we provide estimators for the limiting variance and illustrate our findings through numerical experiments and data from Polymerase Chain Reaction experiments and COVID-19 data.
Related papers
- Spectral decomposition-assisted multi-study factor analysis [7.925272817108244]
Methods are applied to integrate three studies on gene associations among immune cells.
Conditional distribution of factor loadings has a simple product form across outcomes.
arXiv Detail & Related papers (2025-02-20T14:33:40Z) - Estimating Unknown Population Sizes Using the Hypergeometric Distribution [1.03590082373586]
We tackle the challenge of estimating discrete distributions when both the total population size and the sizes of its constituent categories are unknown.
We develop our approach to account for a data generating process where the ground-truth is a mixture of distributions conditional on a continuous latent variable.
Empirical data simulation demonstrates that our method outperforms other likelihood functions used to model count data.
arXiv Detail & Related papers (2024-02-22T01:53:56Z) - Nonparametric Partial Disentanglement via Mechanism Sparsity: Sparse
Actions, Interventions and Sparse Temporal Dependencies [58.179981892921056]
This work introduces a novel principle for disentanglement we call mechanism sparsity regularization.
We propose a representation learning method that induces disentanglement by simultaneously learning the latent factors.
We show that the latent factors can be recovered by regularizing the learned causal graph to be sparse.
arXiv Detail & Related papers (2024-01-10T02:38:21Z) - Conformal inference for regression on Riemannian Manifolds [49.7719149179179]
We investigate prediction sets for regression scenarios when the response variable, denoted by $Y$, resides in a manifold, and the covariable, denoted by X, lies in Euclidean space.
We prove the almost sure convergence of the empirical version of these regions on the manifold to their population counterparts.
arXiv Detail & Related papers (2023-10-12T10:56:25Z) - Equivariance Discovery by Learned Parameter-Sharing [153.41877129746223]
We study how to discover interpretable equivariances from data.
Specifically, we formulate this discovery process as an optimization problem over a model's parameter-sharing schemes.
Also, we theoretically analyze the method for Gaussian data and provide a bound on the mean squared gap between the studied discovery scheme and the oracle scheme.
arXiv Detail & Related papers (2022-04-07T17:59:19Z) - Disentanglement Analysis with Partial Information Decomposition [31.56299813238937]
disentangled representations aim at reversing the process by mapping data to multiple random variables that individually capture distinct generative factors.
Current disentanglement metrics are designed to measure the concentration, e.g., absolute deviation, variance, or entropy, of each variable conditioned by each generative factor.
In this work, we use the Partial Information Decomposition framework to evaluate information sharing between more than two variables, and build a framework, including a new disentanglement metric.
arXiv Detail & Related papers (2021-08-31T11:09:40Z) - Divergence Frontiers for Generative Models: Sample Complexity,
Quantization Level, and Frontier Integral [58.434753643798224]
Divergence frontiers have been proposed as an evaluation framework for generative models.
We establish non-asymptotic bounds on the sample complexity of the plug-in estimator of divergence frontiers.
We also augment the divergence frontier framework by investigating the statistical performance of smoothed distribution estimators.
arXiv Detail & Related papers (2021-06-15T06:26:25Z) - Leveraging Global Parameters for Flow-based Neural Posterior Estimation [90.21090932619695]
Inferring the parameters of a model based on experimental observations is central to the scientific method.
A particularly challenging setting is when the model is strongly indeterminate, i.e., when distinct sets of parameters yield identical observations.
We present a method for cracking such indeterminacy by exploiting additional information conveyed by an auxiliary set of observations sharing global parameters.
arXiv Detail & Related papers (2021-02-12T12:23:13Z) - Recyclable Gaussian Processes [0.0]
We present a new framework for recycling independent variational approximations to Gaussian processes.
The main contribution is the construction of variational ensembles given a dictionary of fitted Gaussian processes.
Our framework allows for regression, classification and heterogeneous tasks.
arXiv Detail & Related papers (2020-10-06T09:01:55Z) - Posterior Ratio Estimation of Latent Variables [14.619879849533662]
In some applications, we want to compare distributions of random variables that are emphinferred from observations.
We study the problem of estimating the ratio between two posterior probability density functions of a latent variable.
arXiv Detail & Related papers (2020-02-15T16:46:42Z) - Disentangled Representation Learning with Wasserstein Total Correlation [90.44329632061076]
We introduce Wasserstein total correlation in both variational autoencoder and Wasserstein autoencoder settings to learn disentangled latent representations.
A critic is adversarially trained along with the main objective to estimate the Wasserstein total correlation term.
We show that the proposed approach has comparable performances on disentanglement with smaller sacrifices in reconstruction abilities.
arXiv Detail & Related papers (2019-12-30T05:31:28Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.