arXiv:2603.09009stat.MLcs.LG2026-03

用流匹配重构生成模型,实现可解释的统计推断。

Statistical Inference via Generative Models: Flow Matching and Causal Inference

  • 以流匹配为工具,将生成模型视为高维分布的非参数学习方法。
  • 在生存分析等场景中,实现带缺失数据与因果推断的精准估计。
  • 适合关注生成模型统计基础与因果推断融合的研究者。

生成式AI虽有显著实证效果,但从统计学视角看仍难解释:其预测可能准确,但机制难以分析与信任。本书将生成式AI重新诠释为统计语言,以流匹配为核心范例。核心思想是,生成模型不应仅被视为生成合理数据的工具,而应理解为高维概率分布的非参数学习方法。由此,缺失值填补成为从学习到的条件分布中进行合理采样,反事实分析转化为干预分布的估计,分布动态则成为可统计分析的对象。数学上,流匹配通过连续性方程与时间依赖速度场表示分布变形,将得分匹配从静态得分场学习扩展至运输路径本身的建模。在此基础上,本书构建了统计框架,利用生成模型估计扰动成分,同时通过正交化与交叉拟合(双/去偏机器学习精神)保持推断有效性。在生存分析、删失、缺失和因果推断中的应用表明,生成模型可有效融入结构化高维问题的统计推断流程。

原文摘要 · Abstract (English)

Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book reinterprets generative AI in the language of statistics, using flow matching as a central example. The key idea is that generative models should be understood not merely as devices for producing plausible data, but as methods for the nonparametric learning of high-dimensional probability distributions. From this viewpoint, missing-data imputation becomes principled sampling from learned conditional distributions, counterfactual analysis becomes the estimation of intervention distributions, and distributional dynamics become statistically analyzable objects. Mathematically, flow matching represents distributional deformation through the continuity equation and a time-dependent velocity field, thereby extending score matching from the learning of static score fields to the learning of transport paths themselves. Building on this foundation, the book develops a statistical framework in which generative models are used to estimate nuisance components while inferential validity is maintained through orthogonalization and cross-fitting in the spirit of double/debiased machine learning. Applications to survival analysis, censoring, missingness, and causal inference show how generative models can be integrated into statistical inference for structured high-dimensional problems.

生成模型流匹配因果推断统计推断

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