Sitemap

A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.

Pages

Posts

An introduction to Density Ratio Estimation and its applications with Missing Data

7 minute read

Published:

Density ratio estimation is a highly useful field of mathematics with many applications.  This post describes my research undertaken alongside my supervisors Song Liu and Henry Reeve which aims to make density ratio estimation robust to missing data. This work was recently published in proceedings for AISTATS 2023.

Density Ratio Estimation

Definition

As the name suggests, density ratio estimation is simply the task of estimating the ratio between two probability densities. More precisely for two RVs (Random Variables) $Z^0, Z^1$ on some space $\mathcal{Z}$ with probability density functions (PDFs) $p_0, p_1$ respectively, the density ratio is the function $r^{*}:\mathcal{Z}\rightarrow\mathbb{R}$ defined by \(r^{*}(z):=\frac{p_0(z)}{p_1(z)}\)

R closures and their surprising behaviours

8 minute read

Published:

Functional programming allows you to both use and create functions inside other functions. Using function as arguments works exactly the same as specifying other arguments however when creating functions within function there are a few more quirks to be aware of.

publications

Density Ratio Estimation and Neyman Pearson Classification with Missing Data

Published in In the proceedings of Proceedings of The 26th International Conference on Artificial Intelligence and Statistics, 2023

This paper adapts Density Ratio Estimation techniques making them robust to missing not at random missing data before applying this to the field of Neyman Pearson classification.

Recommended citation: Josh Givens, Song Liu, Henry Reeve, "Density Ratio Estimation and Neyman Pearson Classification with Missing Data." In the proceedings of Proceedings of The 26th International Conference on Artificial Intelligence and Statistics, 2023. https://proceedings.mlr.press/v206/givens23a.html

Conditional Outcome Equivalence: A Quantile Alternative to CATE

Published in In the proceedings of Advances in Neural Information Processing Systems, 2024

This paper presents an alternative to the CATE called the conditional quantile comparator which rpovide a more complete characterisation of the treatment effect while maintaining the CATE’s nice estimation properties.

Recommended citation: Josh Givens, Henry Reeve, Song Liu, Katarzyna Reluga, "Conditional Outcome Equivalence: A Quantile Alternative to CATE." In the proceedings of Advances in Neural Information Processing Systems, 2024. https://arxiv.org/abs/2410.12454

teaching

University of Bath - Tutorial Teaching

Undergraduate course toturials, University of Bath, Department of Mathematics, 2019

Led Tutorials for the undergraduate mathematics modules Algebra 1A & 1B.