Likelihood-Preserving Embeddings for Statistical Inference
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Abstract (arXiv)
Modern machine learning embeddings provide powerful compression of high-dimensional data, yet they typically destroy the geometric structure required for classical likelihood-based statistical inference. This paper develops a rigorous theory of likelihood-preserving embeddings: learned representations that can replace raw data in likelihood-based workflows -- hypothesis testing, confidence interval construction, model selection -- without altering inferential conclusions. We introduce the Likelihood-Ratio Distortion metric Deltan, which measures the maximum error in log-likelihood ratios induced by an embedding. Our main theoretical contribution is the Hinge Theorem, which establishes that controlling Deltan is necessary and sufficient for preserving inference. Specifically, if the distortion satisfies Deltan = op(1), then (i) all likelihood-ratio based tests and Bayes factors are asymptotically preserved, and (ii) surrogate maximum likelihood estimators are asymptotically equivalent to full-data MLEs. We prove an impossibility result showing that universal likelihood preservation requires essentially invertible embeddings, motivating the need for model-class-specific guarantees. We then provide a constructive framework using neural networks as approximate sufficient statistics, deriving explicit bounds connecting training loss to inferential guarantees. Experiments on Gaussian and Cauchy distributions validate the sharp phase transition predicted by exponential family theory, and applications to distributed clinical inference demonstrate practical utility.
Key facts. Cited by 1 paper in the map (data through 13 Oct 2026). Builds on 5 of its 23 references that are in the map. First posted on arXiv 27 Dec 2025.
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References · 5
- 2016Communication-Efficient Learning of Deep Networks from Decentralized Datacited by 7,653
- 2019The frontier of simulation-based inferencecited by 492
- 2017Nearly-tight VC-dimension and pseudodimension bounds for piecewise linear neural networkscited by 306
- 2018Sequential Neural Likelihood: Fast Likelihood-free Inference with Autoregressive Flowscited by 217
- 2020On Contrastive Learning for Likelihood-free Inferencecited by 96
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