Relative Entropy Estimation in Function Space: Theory and Applications to Trajectory Inference
- URL: http://arxiv.org/abs/2604.20775v1
- Date: Wed, 22 Apr 2026 17:03:49 GMT
- Title: Relative Entropy Estimation in Function Space: Theory and Applications to Trajectory Inference
- Abstract summary: Trajectory Inference (TI) seeks to recover latent dynamical processes from snapshot data.<n>In applications such as single-cell genomics, destructive measurements make path-space laws non-identifiable from finitely many marginals.<n>We introduce a general framework for estimating the Kullback-Leibler divergence (KL) divergence between probability measures on function space.
- Score: 12.968551579672214
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Trajectory Inference (TI) seeks to recover latent dynamical processes from snapshot data, where only independent samples from time-indexed marginals are observed. In applications such as single-cell genomics, destructive measurements make path-space laws non-identifiable from finitely many marginals, leaving held-out marginal prediction as the dominant but limited evaluation protocol. We introduce a general framework for estimating the Kullback-Leibler divergence (KL) divergence between probability measures on function space, yielding a tractable, data-driven estimator that is scalable to realistic snapshot datasets. We validate the accuracy of our estimator on a benchmark suite, where the estimated functional KL closely matches the analytic KL. Applying this framework to synthetic and real scRNA-seq datasets, we show that current evaluation metrics often give inconsistent assessments, whereas path-space KL enables a coherent comparison of trajectory inference methods and exposes discrepancies in inferred dynamics, especially in regions with sparse or missing data. These results support functional KL as a principled criterion for evaluating trajectory inference under partial observability.
Related papers
- BER-PEF: Unified Human Mobility Predictability Evaluation via Bayes Error Rate Estimation [18.497151729519267]
We present BER-PEF, a Bayes-error-rate-based framework that converts BER estimation into mobility predictability estimation.<n>The framework maps symbolic sequences, numeric trajectories, contextual features, and learned representations into a common feature--label space.<n> Experiments on Foursquare NYC and TKY, GeoLife, and T-Drive show that several BER-based estimators achieve lower reference discrepancy than existing predictability methods.
arXiv Detail & Related papers (2026-09-03T12:19:56Z) - Causal Gaussian Processes for Robust Treatment Effect Evaluation with Unobserved Confounding [65.76392290956525]
This paper investigates causal effect evaluation over the continuous domain from confounded observations.<n>We develop a novel family of Causal Gaussian process (CGP) models that effectively approximate the observational and interventional distributions of any causal model with confounded observations.
arXiv Detail & Related papers (2026-06-20T00:05:25Z) - A Cubing Strategy for Identifying Stable Hyperparameter Regions for Uncertainty Quantification in Spatial Deep Learning [0.0]
We propose a cubing-based diagnostic framework to identify stable regions where Monte Carlo dropout yields well-calibrated predictive intervals.<n>We show that our approach produces competitive or superior predictive intervals compared to the baseline model.
arXiv Detail & Related papers (2026-05-15T19:18:39Z) - Generative Modeling under Non-Monotonic MAR Missingness via Approximate Wasserstein Gradient Flows [6.221876252052772]
We propose a principled iterative method for generating a complete dataset from a dataset with values Missing at Random (MAR)<n>FLOWGEM minimizes the expected Kullback-Leibler (KL) divergence between the observed data distribution and the distribution of the generated sample over different missingness patterns.<n>It achieves state-of-the-art performance across a range of settings, including the challenging case of non-monotonic MAR mechanisms.
arXiv Detail & Related papers (2026-04-06T09:56:08Z) - Spatially Robust Inference with Predicted and Missing at Random Labels [2.5574009994099196]
We show that cross-fitting induces fold-level correlation that distorts spatial variance estimators, producing unstable or overly conservative confidence intervals.<n>We also propose a jackknife spatial heterosasticity and auto consistent (HAC) variance correction that separates dependence from fold-induced noise.
arXiv Detail & Related papers (2026-03-11T23:14:21Z) - Causal Imitation Learning Under Measurement Error and Distribution Shift [6.038778620145853]
We study offline imitation learning (IL) when part of the decision-relevant state is observed only through noisy measurements.<n>We propose a general framework for IL under measurement error, inspired by explicitly modeling the causal relationships among the variables.
arXiv Detail & Related papers (2026-01-29T18:06:53Z) - Bayesian Semiparametric Causal Inference: Targeted Doubly Robust Estimation of Treatment Effects [1.2833734915643464]
We propose a semiparametric Bayesian methodology for estimating the average treatment effect (ATE) within the potential outcomes framework.<n>Our method introduces a Bayesian debiasing procedure that corrects for bias arising from nuisance estimation.<n>Extensive simulations confirm the theoretical results, demonstrating accurate point estimation and credible intervals with nominal coverage.
arXiv Detail & Related papers (2025-11-19T22:15:04Z) - A Tale of Sampling and Estimation in Discounted Reinforcement Learning [50.43256303670011]
We present a minimax lower bound on the discounted mean estimation problem.
We show that estimating the mean by directly sampling from the discounted kernel of the Markov process brings compelling statistical properties.
arXiv Detail & Related papers (2023-04-11T09:13:17Z) - Biases in Inverse Ising Estimates of Near-Critical Behaviour [0.0]
Inverse inference allows pairwise interactions to be reconstructed from empirical correlations.
We show that estimators used for this inference, such as Pseudo-likelihood (PLM), are biased.
Data-driven methods are explored and applied to a functional magnetic resonance imaging (fMRI) dataset from neuroscience.
arXiv Detail & Related papers (2023-01-13T14:01:43Z) - Data-Driven Influence Functions for Optimization-Based Causal Inference [105.5385525290466]
We study a constructive algorithm that approximates Gateaux derivatives for statistical functionals by finite differencing.
We study the case where probability distributions are not known a priori but need to be estimated from data.
arXiv Detail & Related papers (2022-08-29T16:16:22Z) - On Disentangled Representations Learned From Correlated Data [59.41587388303554]
We bridge the gap to real-world scenarios by analyzing the behavior of the most prominent disentanglement approaches on correlated data.
We show that systematically induced correlations in the dataset are being learned and reflected in the latent representations.
We also demonstrate how to resolve these latent correlations, either using weak supervision during training or by post-hoc correcting a pre-trained model with a small number of labels.
arXiv Detail & Related papers (2020-06-14T12:47:34Z) - Nonparametric Score Estimators [49.42469547970041]
Estimating the score from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models.
We provide a unifying view of these estimators under the framework of regularized nonparametric regression.
We propose score estimators based on iterative regularization that enjoy computational benefits from curl-free kernels and fast convergence.
arXiv Detail & Related papers (2020-05-20T15:01:03Z) - GenDICE: Generalized Offline Estimation of Stationary Values [108.17309783125398]
We show that effective estimation can still be achieved in important applications.
Our approach is based on estimating a ratio that corrects for the discrepancy between the stationary and empirical distributions.
The resulting algorithm, GenDICE, is straightforward and effective.
arXiv Detail & Related papers (2020-02-21T00:27:52Z)
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.