From the 2 of 19 linked papers with an AI index.
4 papers · 1 filter
MixCIT: A Kernel Based Local-Polynomial Debiased Test for Conditional Independence on Mixed-Type Data
Mengxiao Gao, Kyra Gan, Promit Ghosal
Conditional independence testing (CIT) is fundamental to modern statistical inference in areas related to causal discovery and variable selection. While marginal independence is re…
Improved Finite-Particle Convergence Rates for Stein Variational Gradient Descent
Sayan Banerjee, Krishnakumar Balasubramanian, Promit Ghosal
We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy () and Wasserstein-2 metr…
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression
Bhavya Agrawalla, Krishnakumar Balasubramanian, Promit Ghosal
Stochastic gradient descent (SGD) has emerged as the quintessential method in a data scientist's toolbox. Using SGD for high-stakes applications requires, however, careful quantifi…
Distribution-free Measures of Association based on Optimal Transport
Nabarun Deb, Promit Ghosal, Bodhisattva Sen
In this paper we propose and study a class of nonparametric, yet interpretable measures of association between two random vectors and taking values in an…