Geometry-Aware Normalizing Wasserstein Flows for Optimal Causal Inference
Not on the map. Why?
Abstract (arXiv)
This paper presents a groundbreaking approach to causal inference by integrating continuous normalizing flows (CNFs) with parametric submodels, enhancing their geometric sensitivity and improving upon traditional Targeted Maximum Likelihood Estimation (TMLE). Our method employs CNFs to refine TMLE, optimizing the Cram'er-Rao bound and transitioning from a predefined distribution p0 to a data-driven distribution p1. We innovate further by embedding Wasserstein gradient flows within Fokker-Planck equations, thus imposing geometric structures that boost the robustness of CNFs, particularly in optimal transport theory. Our approach addresses the disparity between sample and population distributions, a critical factor in parameter estimation bias. We leverage optimal transport and Wasserstein gradient flows to develop causal inference methodologies with minimal variance in finite-sample settings, outperforming traditional methods like TMLE and AIPW. This novel framework, centered on Wasserstein gradient flows, minimizes variance in efficient influence functions under distribution pt. Preliminary experiments showcase our method's superiority, yielding lower mean-squared errors compared to standard flows, thereby demonstrating the potential of geometry-aware normalizing Wasserstein flows in advancing statistical modeling and inference.
Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 35 of its 79 references that are in the map. First posted on arXiv 30 Nov 2023.
Builds on
35 of 79 references.
References · 35
- 2022Flow Matching for Generative Modelingcited by 5,702
- 2018Neural Ordinary Differential Equationscited by 3,779
- 2016Improved Techniques for Training GANscited by 2,970
- 2015Variational Inference with Normalizing Flowscited by 2,170
- 2020WILDS: A Benchmark of in-the-Wild Distribution Shiftscited by 1,375
- 2022Building Normalizing Flows with Stochastic Interpolantscited by 995
- 2023Stochastic Interpolants: A Unifying Framework for Flows and Diffusionscited by 939
- 2018FFJORD: Free-form Continuous Dynamics for Scalable Reversible Generative Modelscited by 594
- 2021Physics-informed neural networks (PINNs) for fluid mechanics: A reviewcited by 473
- 2019Augmented Neural ODEscited by 397
- 2017Certifying Some Distributional Robustness with Principled Adversarial Trainingcited by 337
- 2015Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulationscited by 291
23 more
- 2020How to train your neural ODE: the world of Jacobian and kinetic regularizationcited by 228
- 2018Statistical Aspects of Wasserstein Distancescited by 203
- 2016Distributionally Robust Stochastic Optimization with Wasserstein Distancecited by 185
- 2016Variance-based regularization with convex objectivescited by 155
- 2022Semiparametric doubly robust targeted double machine learning: a reviewcited by 133
- 2016Mode Regularized Generative Adversarial Networkscited by 123
- 2023Stochastic interpolants with data-dependent couplingscited by 100
- 2018Fused Gromov-Wasserstein distance for structured objects: theoretical foundations and mathematical propertiescited by 93
- 2022Variational inference via Wasserstein gradient flowscited by 85
- 2019Distributionally Robust Optimization: A Reviewcited by 76
- 2019Semi-Supervised Learning with Normalizing Flowscited by 76
- 2020Distributionally Robust Losses for Latent Covariate Mixturescited by 58
- 2021Optimizing Functionals on the Space of Probabilities with Input Convex Neural Networkscited by 53
- 2021Smooth Normalizing Flowscited by 53
- 2021Variational Wasserstein gradient flowcited by 53
- 2020Graphical Normalizing Flowscited by 37
- 2018Pathwise Derivatives Beyond the Reparameterization Trickcited by 36
- 2017Structured Optimal Transportcited by 31
- 2017Continuous-Time Flows for Efficient Inference and Density Estimationcited by 21
- 2018Estimating the Spectral Density of Large Implicit Matricescited by 16
- 2018Deep Diffeomorphic Normalizing Flowscited by 10
- 2022InfoOT: Information Maximizing Optimal Transportcited by 9
- 2022Spectral Regularization: an Inductive Bias for Sequence Modelingcited by 1
Built on by
Not cited yet.