Statistical Deconvolution for Inference of Infection Time Series
Accurate measurement of daily infection incidence is crucial to epidemic response. However, delays in symptom onset, testing, and reporting obscure the dynamics of transmission, necessitating methods to remove the effects of stochastic delays from observed data. Existing estimators can be sensitive to model misspecification and censored observations; many analysts have instead used methods that exhibit strong bias. We develop an estimator with a regularization scheme to cope with stochastic delays, which we term the robust incidence deconvolution estimator. We compare the method to existing…
This paper introduces a novel generative modeling framework grounded in phase space dynamics, taking inspiration from the principles underlying Critically Damped Langevin Dynamics (CLD). Leveraging insights from stochastic optimal control, we construct a favorable path measure in the phase space that proves highly advantageous for generative sampling. A distinctive feature…
A central issue in machine learning is how to train models on sensitive user data. Industry has widely adopted a simple algorithm: Stochastic Gradient Descent with noise (a.k.a. Stochastic Gradient Langevin Dynamics). However, foundational theoretical questions about this algorithm's privacy loss remain open -- even in the seemingly simple setting…
*=Equal Contributors Preserving training dynamics across batch sizes is an important tool for practical machine learning as it enables the trade-off between batch size and wall-clock time. This trade-off is typically enabled by a scaling rule; for example, in stochastic gradient descent, one should scale the learning rate linearly with…